FTSE 100 Index Future December 2020

Trading Metrics calculated at close of trading on 09-Oct-2020

Day Change Summary
	Previous	Current
	08-Oct-2020	09-Oct-2020	Change	Change %	Previous Week
Open	5,923.0	5,985.0	62.0	1.0%	5,896.0
High	5,976.5	6,012.5	36.0	0.6%	6,012.5
Low	5,899.0	5,961.5	62.5	1.1%	5,872.0
Close	5,959.5	5,989.5	30.0	0.5%	5,989.5
Range	77.5	51.0	-26.5	-34.2%	140.5
ATR	97.6	94.4	-3.2	-3.3%	0.0
Volume	73,223	63,590	-9,633	-13.2%	362,106

Daily Pivots for day following 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,141.0	6,116.0	6,017.5
R3	6,090.0	6,065.0	6,003.5
R2	6,039.0	6,039.0	5,999.0
R1	6,014.0	6,014.0	5,994.0	6,026.5
PP	5,988.0	5,988.0	5,988.0	5,994.0
S1	5,963.0	5,963.0	5,985.0	5,975.5
S2	5,937.0	5,937.0	5,980.0
S3	5,886.0	5,912.0	5,975.5
S4	5,835.0	5,861.0	5,961.5

Weekly Pivots for week ending 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,379.5	6,325.0	6,067.0
R3	6,239.0	6,184.5	6,028.0
R2	6,098.5	6,098.5	6,015.5
R1	6,044.0	6,044.0	6,002.5	6,071.0
PP	5,958.0	5,958.0	5,958.0	5,971.5
S1	5,903.5	5,903.5	5,976.5	5,931.0
S2	5,817.5	5,817.5	5,963.5
S3	5,677.0	5,763.0	5,951.0
S4	5,536.5	5,622.5	5,912.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,012.5	5,872.0	140.5	2.3%	67.0	1.1%	84%	True	False	72,421
10	6,012.5	5,766.5	246.0	4.1%	81.0	1.4%	91%	True	False	84,484
20	6,097.5	5,739.5	358.0	6.0%	95.5	1.6%	70%	False	False	125,788
40	6,114.0	5,739.5	374.5	6.3%	86.0	1.4%	67%	False	False	66,309
60	6,228.5	5,739.5	489.0	8.2%	66.0	1.1%	51%	False	False	44,209
80	6,262.5	5,739.5	523.0	8.7%	52.5	0.9%	48%	False	False	33,159

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	17.4
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	6,229.0
2.618	6,146.0
1.618	6,095.0
1.000	6,063.5
0.618	6,044.0
HIGH	6,012.5
0.618	5,993.0
0.500	5,987.0
0.382	5,981.0
LOW	5,961.5
0.618	5,930.0
1.000	5,910.5
1.618	5,879.0
2.618	5,828.0
4.250	5,745.0

Fisher Pivots for day following 09-Oct-2020
Pivot	1 day	3 day
R1	5,988.5	5,974.0
PP	5,988.0	5,958.0
S1	5,987.0	5,942.0

Download as Excel Spreadsheet

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

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