FTSE 100 Index Future December 2020

Trading Metrics calculated at close of trading on 28-Oct-2020

Day Change Summary
	Previous	Current
	27-Oct-2020	28-Oct-2020	Change	Change %	Previous Week
Open	5,777.0	5,669.0	-108.0	-1.9%	5,905.5
High	5,790.0	5,690.5	-99.5	-1.7%	5,936.0
Low	5,667.5	5,497.0	-170.5	-3.0%	5,689.0
Close	5,712.0	5,539.5	-172.5	-3.0%	5,826.0
Range	122.5	193.5	71.0	58.0%	247.0
ATR	102.7	110.7	8.0	7.8%	0.0
Volume	104,416	146,660	42,244	40.5%	404,027

Daily Pivots for day following 28-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,156.0	6,041.5	5,646.0
R3	5,962.5	5,848.0	5,592.5
R2	5,769.0	5,769.0	5,575.0
R1	5,654.5	5,654.5	5,557.0	5,615.0
PP	5,575.5	5,575.5	5,575.5	5,556.0
S1	5,461.0	5,461.0	5,522.0	5,421.5
S2	5,382.0	5,382.0	5,504.0
S3	5,188.5	5,267.5	5,486.5
S4	4,995.0	5,074.0	5,433.0

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,558.0	6,439.0	5,962.0
R3	6,311.0	6,192.0	5,894.0
R2	6,064.0	6,064.0	5,871.5
R1	5,945.0	5,945.0	5,848.5	5,881.0
PP	5,817.0	5,817.0	5,817.0	5,785.0
S1	5,698.0	5,698.0	5,803.5	5,634.0
S2	5,570.0	5,570.0	5,780.5
S3	5,323.0	5,451.0	5,758.0
S4	5,076.0	5,204.0	5,690.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,861.0	5,497.0	364.0	6.6%	126.0	2.3%	12%	False	True	102,883
10	5,936.0	5,497.0	439.0	7.9%	119.5	2.2%	10%	False	True	100,398
20	6,012.5	5,497.0	515.5	9.3%	98.5	1.8%	8%	False	True	89,421
40	6,097.5	5,497.0	600.5	10.8%	104.5	1.9%	7%	False	True	97,154
60	6,228.0	5,497.0	731.0	13.2%	86.5	1.6%	6%	False	True	64,886
80	6,240.5	5,497.0	743.5	13.4%	68.5	1.2%	6%	False	True	48,667
100	6,264.5	5,497.0	767.5	13.9%	60.0	1.1%	6%	False	True	38,941

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.7
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	6,513.0
2.618	6,197.0
1.618	6,003.5
1.000	5,884.0
0.618	5,810.0
HIGH	5,690.5
0.618	5,616.5
0.500	5,594.0
0.382	5,571.0
LOW	5,497.0
0.618	5,377.5
1.000	5,303.5
1.618	5,184.0
2.618	4,990.5
4.250	4,674.5

Fisher Pivots for day following 28-Oct-2020
Pivot	1 day	3 day
R1	5,594.0	5,670.0
PP	5,575.5	5,626.5
S1	5,557.5	5,583.0

Download as Excel Spreadsheet

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

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