FTSE 100 Index Future December 2020


Trading Metrics calculated at close of trading on 12-Nov-2020
Day Change Summary
Previous Current
11-Nov-2020 12-Nov-2020 Change Change % Previous Week
Open 6,242.0 6,340.5 98.5 1.6% 5,529.0
High 6,378.0 6,357.0 -21.0 -0.3% 5,929.5
Low 6,239.0 6,254.5 15.5 0.2% 5,524.5
Close 6,374.0 6,337.5 -36.5 -0.6% 5,884.5
Range 139.0 102.5 -36.5 -26.3% 405.0
ATR 141.2 139.6 -1.5 -1.1% 0.0
Volume 134,018 115,284 -18,734 -14.0% 536,273
Daily Pivots for day following 12-Nov-2020
Classic Woodie Camarilla DeMark
R4 6,624.0 6,583.0 6,394.0
R3 6,521.5 6,480.5 6,365.5
R2 6,419.0 6,419.0 6,356.5
R1 6,378.0 6,378.0 6,347.0 6,347.0
PP 6,316.5 6,316.5 6,316.5 6,301.0
S1 6,275.5 6,275.5 6,328.0 6,245.0
S2 6,214.0 6,214.0 6,318.5
S3 6,111.5 6,173.0 6,309.5
S4 6,009.0 6,070.5 6,281.0
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 5,834.0 544.0 8.6% 169.0 2.7% 93% False False 150,510
10 6,378.0 5,463.0 915.0 14.4% 154.5 2.4% 96% False False 132,610
20 6,378.0 5,463.0 915.0 14.4% 134.5 2.1% 96% False False 116,956
40 6,378.0 5,463.0 915.0 14.4% 116.0 1.8% 96% False False 105,636
60 6,378.0 5,463.0 915.0 14.4% 106.5 1.7% 96% False False 89,355
80 6,378.0 5,463.0 915.0 14.4% 87.5 1.4% 96% False False 67,019
100 6,378.0 5,463.0 915.0 14.4% 72.0 1.1% 96% False False 53,617
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 22.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,792.5
2.618 6,625.5
1.618 6,523.0
1.000 6,459.5
0.618 6,420.5
HIGH 6,357.0
0.618 6,318.0
0.500 6,306.0
0.382 6,293.5
LOW 6,254.5
0.618 6,191.0
1.000 6,152.0
1.618 6,088.5
2.618 5,986.0
4.250 5,819.0
Fisher Pivots for day following 12-Nov-2020
Pivot 1 day 3 day
R1 6,327.0 6,302.0
PP 6,316.5 6,266.0
S1 6,306.0 6,230.5

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

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