FTSE 100 Index Future December 2020


Trading Metrics calculated at close of trading on 25-Sep-2020
Day Change Summary
Previous Current
24-Sep-2020 25-Sep-2020 Change Change % Previous Week
Open 5,803.5 5,823.5 20.0 0.3% 5,969.0
High 5,865.0 5,851.5 -13.5 -0.2% 5,980.0
Low 5,773.5 5,739.5 -34.0 -0.6% 5,739.5
Close 5,796.5 5,802.5 6.0 0.1% 5,802.5
Range 91.5 112.0 20.5 22.4% 240.5
ATR 104.5 105.1 0.5 0.5% 0.0
Volume 102,102 84,627 -17,475 -17.1% 564,558
Daily Pivots for day following 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 6,134.0 6,080.0 5,864.0
R3 6,022.0 5,968.0 5,833.5
R2 5,910.0 5,910.0 5,823.0
R1 5,856.0 5,856.0 5,813.0 5,827.0
PP 5,798.0 5,798.0 5,798.0 5,783.0
S1 5,744.0 5,744.0 5,792.0 5,715.0
S2 5,686.0 5,686.0 5,782.0
S3 5,574.0 5,632.0 5,771.5
S4 5,462.0 5,520.0 5,741.0
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 6,562.0 6,423.0 5,935.0
R3 6,321.5 6,182.5 5,868.5
R2 6,081.0 6,081.0 5,846.5
R1 5,942.0 5,942.0 5,824.5 5,891.0
PP 5,840.5 5,840.5 5,840.5 5,815.5
S1 5,701.5 5,701.5 5,780.5 5,651.0
S2 5,600.0 5,600.0 5,758.5
S3 5,359.5 5,461.0 5,736.5
S4 5,119.0 5,220.5 5,670.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,980.0 5,739.5 240.5 4.1% 133.5 2.3% 26% False True 112,911
10 6,097.5 5,739.5 358.0 6.2% 109.5 1.9% 18% False True 167,091
20 6,097.5 5,739.5 358.0 6.2% 108.5 1.9% 18% False True 90,072
40 6,228.0 5,739.5 488.5 8.4% 74.5 1.3% 13% False True 45,191
60 6,240.5 5,739.5 501.0 8.6% 54.0 0.9% 13% False True 30,131
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 23.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,327.5
2.618 6,144.5
1.618 6,032.5
1.000 5,963.5
0.618 5,920.5
HIGH 5,851.5
0.618 5,808.5
0.500 5,795.5
0.382 5,782.5
LOW 5,739.5
0.618 5,670.5
1.000 5,627.5
1.618 5,558.5
2.618 5,446.5
4.250 5,263.5
Fisher Pivots for day following 25-Sep-2020
Pivot 1 day 3 day
R1 5,800.0 5,842.5
PP 5,798.0 5,829.0
S1 5,795.5 5,816.0

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

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