FTSE 100 Index Future December 2020

Trading Metrics calculated at close of trading on 11-Nov-2020

Day Change Summary
	Previous	Current
	10-Nov-2020	11-Nov-2020	Change	Change %	Previous Week
Open	6,114.5	6,242.0	127.5	2.1%	5,529.0
High	6,294.0	6,378.0	84.0	1.3%	5,929.5
Low	6,083.0	6,239.0	156.0	2.6%	5,524.5
Close	6,283.5	6,374.0	90.5	1.4%	5,884.5
Range	211.0	139.0	-72.0	-34.1%	405.0
ATR	141.3	141.2	-0.2	-0.1%	0.0
Volume	204,509	134,018	-70,491	-34.5%	536,273

Daily Pivots for day following 11-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,747.5	6,699.5	6,450.5
R3	6,608.5	6,560.5	6,412.0
R2	6,469.5	6,469.5	6,399.5
R1	6,421.5	6,421.5	6,386.5	6,445.5
PP	6,330.5	6,330.5	6,330.5	6,342.0
S1	6,282.5	6,282.5	6,361.5	6,306.5
S2	6,191.5	6,191.5	6,348.5
S3	6,052.5	6,143.5	6,336.0
S4	5,913.5	6,004.5	6,297.5

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,994.5	6,844.5	6,107.0
R3	6,589.5	6,439.5	5,996.0
R2	6,184.5	6,184.5	5,959.0
R1	6,034.5	6,034.5	5,921.5	6,109.5
PP	5,779.5	5,779.5	5,779.5	5,817.0
S1	5,629.5	5,629.5	5,847.5	5,704.5
S2	5,374.5	5,374.5	5,810.0
S3	4,969.5	5,224.5	5,773.0
S4	4,564.5	4,819.5	5,662.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,378.0	5,828.0	550.0	8.6%	165.0	2.6%	99%	True	False	149,043
10	6,378.0	5,463.0	915.0	14.4%	154.5	2.4%	100%	True	False	135,301
20	6,378.0	5,463.0	915.0	14.4%	137.0	2.1%	100%	True	False	117,849
40	6,378.0	5,463.0	915.0	14.4%	116.0	1.8%	100%	True	False	105,014
60	6,378.0	5,463.0	915.0	14.4%	105.5	1.7%	100%	True	False	87,434
80	6,378.0	5,463.0	915.0	14.4%	86.5	1.4%	100%	True	False	65,578
100	6,378.0	5,463.0	915.0	14.4%	71.5	1.1%	100%	True	False	52,464

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	24.9
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,969.0
2.618	6,742.0
1.618	6,603.0
1.000	6,517.0
0.618	6,464.0
HIGH	6,378.0
0.618	6,325.0
0.500	6,308.5
0.382	6,292.0
LOW	6,239.0
0.618	6,153.0
1.000	6,100.0
1.618	6,014.0
2.618	5,875.0
4.250	5,648.0

Fisher Pivots for day following 11-Nov-2020
Pivot	1 day	3 day
R1	6,352.0	6,303.0
PP	6,330.5	6,231.5
S1	6,308.5	6,160.5

Download as Excel Spreadsheet

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

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