FTSE 100 Index Future September 2020

Trading Metrics calculated at close of trading on 21-Aug-2020

Day Change Summary
	Previous	Current
	20-Aug-2020	21-Aug-2020	Change	Change %	Previous Week
Open	6,052.5	6,017.5	-35.0	-0.6%	6,076.5
High	6,073.0	6,043.0	-30.0	-0.5%	6,152.5
Low	6,003.0	5,943.0	-60.0	-1.0%	5,943.0
Close	6,012.5	5,993.5	-19.0	-0.3%	5,993.5
Range	70.0	100.0	30.0	42.9%	209.5
ATR	116.2	115.1	-1.2	-1.0%	0.0
Volume	72,746	84,278	11,532	15.9%	369,613

Daily Pivots for day following 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,293.0	6,243.5	6,048.5
R3	6,193.0	6,143.5	6,021.0
R2	6,093.0	6,093.0	6,012.0
R1	6,043.5	6,043.5	6,002.5	6,018.0
PP	5,993.0	5,993.0	5,993.0	5,980.5
S1	5,943.5	5,943.5	5,984.5	5,918.0
S2	5,893.0	5,893.0	5,975.0
S3	5,793.0	5,843.5	5,966.0
S4	5,693.0	5,743.5	5,938.5

Weekly Pivots for week ending 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,658.0	6,535.5	6,108.5
R3	6,448.5	6,326.0	6,051.0
R2	6,239.0	6,239.0	6,032.0
R1	6,116.5	6,116.5	6,012.5	6,073.0
PP	6,029.5	6,029.5	6,029.5	6,008.0
S1	5,907.0	5,907.0	5,974.5	5,863.5
S2	5,820.0	5,820.0	5,955.0
S3	5,610.5	5,697.5	5,936.0
S4	5,401.0	5,488.0	5,878.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,152.5	5,943.0	209.5	3.5%	87.0	1.5%	24%	False	True	73,922
10	6,267.5	5,943.0	324.5	5.4%	108.0	1.8%	16%	False	True	82,629
20	6,267.5	5,815.5	452.0	7.5%	113.0	1.9%	39%	False	False	85,971
40	6,291.0	5,815.5	475.5	7.9%	114.0	1.9%	37%	False	False	84,791
60	6,464.0	5,815.5	648.5	10.8%	120.0	2.0%	27%	False	False	84,240

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.3
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,468.0
2.618	6,305.0
1.618	6,205.0
1.000	6,143.0
0.618	6,105.0
HIGH	6,043.0
0.618	6,005.0
0.500	5,993.0
0.382	5,981.0
LOW	5,943.0
0.618	5,881.0
1.000	5,843.0
1.618	5,781.0
2.618	5,681.0
4.250	5,518.0

Fisher Pivots for day following 21-Aug-2020
Pivot	1 day	3 day
R1	5,993.5	6,025.5
PP	5,993.0	6,015.0
S1	5,993.0	6,004.0

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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