FTSE 100 Index Future December 2020

Trading Metrics calculated at close of trading on 12-Oct-2020

Day Change Summary
	Previous	Current
	09-Oct-2020	12-Oct-2020	Change	Change %	Previous Week
Open	5,985.0	5,978.0	-7.0	-0.1%	5,896.0
High	6,012.5	6,010.0	-2.5	0.0%	6,012.5
Low	5,961.5	5,964.5	3.0	0.1%	5,872.0
Close	5,989.5	5,977.0	-12.5	-0.2%	5,989.5
Range	51.0	45.5	-5.5	-10.8%	140.5
ATR	94.4	90.9	-3.5	-3.7%	0.0
Volume	63,590	61,329	-2,261	-3.6%	362,106

Daily Pivots for day following 12-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,120.5	6,094.0	6,002.0
R3	6,075.0	6,048.5	5,989.5
R2	6,029.5	6,029.5	5,985.5
R1	6,003.0	6,003.0	5,981.0	5,993.5
PP	5,984.0	5,984.0	5,984.0	5,979.0
S1	5,957.5	5,957.5	5,973.0	5,948.0
S2	5,938.5	5,938.5	5,968.5
S3	5,893.0	5,912.0	5,964.5
S4	5,847.5	5,866.5	5,952.0

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	2.4%	64.0	1.1%	75%	False	False	70,047
10	6,012.5	5,766.5	246.0	4.1%	77.5	1.3%	86%	False	False	81,525
20	6,097.5	5,739.5	358.0	6.0%	94.0	1.6%	66%	False	False	111,081
40	6,114.0	5,739.5	374.5	6.3%	87.0	1.5%	63%	False	False	67,842
60	6,228.5	5,739.5	489.0	8.2%	67.0	1.1%	49%	False	False	45,231
80	6,262.5	5,739.5	523.0	8.8%	53.0	0.9%	45%	False	False	33,926

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.0
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	6,203.5
2.618	6,129.0
1.618	6,083.5
1.000	6,055.5
0.618	6,038.0
HIGH	6,010.0
0.618	5,992.5
0.500	5,987.0
0.382	5,982.0
LOW	5,964.5
0.618	5,936.5
1.000	5,919.0
1.618	5,891.0
2.618	5,845.5
4.250	5,771.0

Fisher Pivots for day following 12-Oct-2020
Pivot	1 day	3 day
R1	5,987.0	5,970.0
PP	5,984.0	5,963.0
S1	5,980.5	5,956.0

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

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