FTSE 100 Index Future December 2020

Trading Metrics calculated at close of trading on 29-Oct-2020

Day Change Summary
	Previous	Current
	28-Oct-2020	29-Oct-2020	Change	Change %	Previous Week
Open	5,669.0	5,548.0	-121.0	-2.1%	5,905.5
High	5,690.5	5,607.5	-83.0	-1.5%	5,936.0
Low	5,497.0	5,507.5	10.5	0.2%	5,689.0
Close	5,539.5	5,549.0	9.5	0.2%	5,826.0
Range	193.5	100.0	-93.5	-48.3%	247.0
ATR	110.7	110.0	-0.8	-0.7%	0.0
Volume	146,660	142,193	-4,467	-3.0%	404,027

Daily Pivots for day following 29-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	5,854.5	5,802.0	5,604.0
R3	5,754.5	5,702.0	5,576.5
R2	5,654.5	5,654.5	5,567.5
R1	5,602.0	5,602.0	5,558.0	5,628.0
PP	5,554.5	5,554.5	5,554.5	5,568.0
S1	5,502.0	5,502.0	5,540.0	5,528.0
S2	5,454.5	5,454.5	5,530.5
S3	5,354.5	5,402.0	5,521.5
S4	5,254.5	5,302.0	5,494.0

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%	126.5	2.3%	14%	False	False	115,145
10	5,936.0	5,497.0	439.0	7.9%	114.5	2.1%	12%	False	False	101,303
20	6,012.5	5,497.0	515.5	9.3%	99.5	1.8%	10%	False	False	91,834
40	6,097.5	5,497.0	600.5	10.8%	101.5	1.8%	9%	False	False	100,704
60	6,228.0	5,497.0	731.0	13.2%	87.5	1.6%	7%	False	False	67,256
80	6,240.5	5,497.0	743.5	13.4%	70.0	1.3%	7%	False	False	50,444
100	6,262.5	5,497.0	765.5	13.8%	61.0	1.1%	7%	False	False	40,363

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24.0
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,032.5
2.618	5,869.5
1.618	5,769.5
1.000	5,707.5
0.618	5,669.5
HIGH	5,607.5
0.618	5,569.5
0.500	5,557.5
0.382	5,545.5
LOW	5,507.5
0.618	5,445.5
1.000	5,407.5
1.618	5,345.5
2.618	5,245.5
4.250	5,082.5

Fisher Pivots for day following 29-Oct-2020
Pivot	1 day	3 day
R1	5,557.5	5,643.5
PP	5,554.5	5,612.0
S1	5,552.0	5,580.5

Download as Excel Spreadsheet

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

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