FTSE 100 Index Future December 2020

Trading Metrics calculated at close of trading on 13-Nov-2020

Day Change Summary
	Previous	Current
	12-Nov-2020	13-Nov-2020	Change	Change %	Previous Week
Open	6,340.5	6,264.0	-76.5	-1.2%	5,947.0
High	6,357.0	6,338.0	-19.0	-0.3%	6,378.0
Low	6,254.5	6,246.0	-8.5	-0.1%	5,943.0
Close	6,337.5	6,313.0	-24.5	-0.4%	6,313.0
Range	102.5	92.0	-10.5	-10.2%	435.0
ATR	139.6	136.2	-3.4	-2.4%	0.0
Volume	115,284	102,249	-13,035	-11.3%	760,972

Daily Pivots for day following 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,575.0	6,536.0	6,363.5
R3	6,483.0	6,444.0	6,338.5
R2	6,391.0	6,391.0	6,330.0
R1	6,352.0	6,352.0	6,321.5	6,371.5
PP	6,299.0	6,299.0	6,299.0	6,309.0
S1	6,260.0	6,260.0	6,304.5	6,279.5
S2	6,207.0	6,207.0	6,296.0
S3	6,115.0	6,168.0	6,287.5
S4	6,023.0	6,076.0	6,262.5

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	7,516.5	7,349.5	6,552.0
R3	7,081.5	6,914.5	6,432.5
R2	6,646.5	6,646.5	6,393.0
R1	6,479.5	6,479.5	6,353.0	6,563.0
PP	6,211.5	6,211.5	6,211.5	6,253.0
S1	6,044.5	6,044.5	6,273.0	6,128.0
S2	5,776.5	5,776.5	6,233.0
S3	5,341.5	5,609.5	6,193.5
S4	4,906.5	5,174.5	6,074.0

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	5,943.0	435.0	6.9%	168.0	2.7%	85%	False	False	152,194
10	6,378.0	5,524.5	853.5	13.5%	152.0	2.4%	92%	False	False	129,724
20	6,378.0	5,463.0	915.0	14.5%	135.5	2.1%	93%	False	False	116,399
40	6,378.0	5,463.0	915.0	14.5%	116.0	1.8%	93%	False	False	105,516
60	6,378.0	5,463.0	915.0	14.5%	108.0	1.7%	93%	False	False	91,059
80	6,378.0	5,463.0	915.0	14.5%	88.0	1.4%	93%	False	False	68,297
100	6,378.0	5,463.0	915.0	14.5%	72.5	1.2%	93%	False	False	54,640

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	21.0
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,729.0
2.618	6,579.0
1.618	6,487.0
1.000	6,430.0
0.618	6,395.0
HIGH	6,338.0
0.618	6,303.0
0.500	6,292.0
0.382	6,281.0
LOW	6,246.0
0.618	6,189.0
1.000	6,154.0
1.618	6,097.0
2.618	6,005.0
4.250	5,855.0

Fisher Pivots for day following 13-Nov-2020
Pivot	1 day	3 day
R1	6,306.0	6,311.5
PP	6,299.0	6,310.0
S1	6,292.0	6,308.5

Download as Excel Spreadsheet

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

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