FTSE 100 Index Future December 2020

Trading Metrics calculated at close of trading on 05-Nov-2020

Day Change Summary
	Previous	Current
	04-Nov-2020	05-Nov-2020	Change	Change %	Previous Week
Open	5,729.5	5,836.5	107.0	1.9%	5,815.0
High	5,879.0	5,911.5	32.5	0.6%	5,842.5
Low	5,632.0	5,828.0	196.0	3.5%	5,463.0
Close	5,854.5	5,882.5	28.0	0.5%	5,563.5
Range	247.0	83.5	-163.5	-66.2%	379.5
ATR	123.8	120.9	-2.9	-2.3%	0.0
Volume	127,623	107,951	-19,672	-15.4%	626,712

Daily Pivots for day following 05-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,124.5	6,087.0	5,928.5
R3	6,041.0	6,003.5	5,905.5
R2	5,957.5	5,957.5	5,898.0
R1	5,920.0	5,920.0	5,890.0	5,939.0
PP	5,874.0	5,874.0	5,874.0	5,883.5
S1	5,836.5	5,836.5	5,875.0	5,855.0
S2	5,790.5	5,790.5	5,867.0
S3	5,707.0	5,753.0	5,859.5
S4	5,623.5	5,669.5	5,836.5

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,761.5	6,542.0	5,772.0
R3	6,382.0	6,162.5	5,668.0
R2	6,002.5	6,002.5	5,633.0
R1	5,783.0	5,783.0	5,598.5	5,703.0
PP	5,623.0	5,623.0	5,623.0	5,583.0
S1	5,403.5	5,403.5	5,528.5	5,323.5
S2	5,243.5	5,243.5	5,494.0
S3	4,864.0	5,024.0	5,459.0
S4	4,484.5	4,644.5	5,355.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,911.5	5,463.0	448.5	7.6%	140.5	2.4%	94%	True	False	114,711
10	5,911.5	5,463.0	448.5	7.6%	133.5	2.3%	94%	True	False	114,928
20	6,012.5	5,463.0	549.5	9.3%	114.0	1.9%	76%	False	False	101,001
40	6,097.5	5,463.0	634.5	10.8%	105.5	1.8%	66%	False	False	114,043
60	6,208.0	5,463.0	745.0	12.7%	95.5	1.6%	56%	False	False	76,813
80	6,228.5	5,463.0	765.5	13.0%	77.5	1.3%	55%	False	False	57,612
100	6,262.5	5,463.0	799.5	13.6%	64.5	1.1%	52%	False	False	46,092

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	25.9
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	6,266.5
2.618	6,130.0
1.618	6,046.5
1.000	5,995.0
0.618	5,963.0
HIGH	5,911.5
0.618	5,879.5
0.500	5,870.0
0.382	5,860.0
LOW	5,828.0
0.618	5,776.5
1.000	5,744.5
1.618	5,693.0
2.618	5,609.5
4.250	5,473.0

Fisher Pivots for day following 05-Nov-2020
Pivot	1 day	3 day
R1	5,878.0	5,845.5
PP	5,874.0	5,808.5
S1	5,870.0	5,772.0

Download as Excel Spreadsheet

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

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