FTSE 100 Index Future December 2020

Trading Metrics calculated at close of trading on 20-Nov-2020

Day Change Summary
	Previous	Current
	19-Nov-2020	20-Nov-2020	Change	Change %	Previous Week
Open	6,298.0	6,326.5	28.5	0.5%	6,353.5
High	6,358.5	6,380.0	21.5	0.3%	6,451.5
Low	6,296.5	6,306.5	10.0	0.2%	6,295.0
Close	6,324.0	6,334.5	10.5	0.2%	6,334.5
Range	62.0	73.5	11.5	18.5%	156.5
ATR	127.7	123.8	-3.9	-3.0%	0.0
Volume	113,086	110,942	-2,144	-1.9%	563,501

Daily Pivots for day following 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,561.0	6,521.0	6,375.0
R3	6,487.5	6,447.5	6,354.5
R2	6,414.0	6,414.0	6,348.0
R1	6,374.0	6,374.0	6,341.0	6,394.0
PP	6,340.5	6,340.5	6,340.5	6,350.0
S1	6,300.5	6,300.5	6,328.0	6,320.5
S2	6,267.0	6,267.0	6,321.0
S3	6,193.5	6,227.0	6,314.5
S4	6,120.0	6,153.5	6,294.0

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,830.0	6,738.5	6,420.5
R3	6,673.5	6,582.0	6,377.5
R2	6,517.0	6,517.0	6,363.0
R1	6,425.5	6,425.5	6,349.0	6,393.0
PP	6,360.5	6,360.5	6,360.5	6,344.0
S1	6,269.0	6,269.0	6,320.0	6,236.5
S2	6,204.0	6,204.0	6,306.0
S3	6,047.5	6,112.5	6,291.5
S4	5,891.0	5,956.0	6,248.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,451.5	6,295.0	156.5	2.5%	93.0	1.5%	25%	False	False	112,700
10	6,451.5	5,943.0	508.5	8.0%	130.5	2.1%	77%	False	False	132,447
20	6,451.5	5,463.0	988.5	15.6%	131.5	2.1%	88%	False	False	124,372
40	6,451.5	5,463.0	988.5	15.6%	111.0	1.8%	88%	False	False	105,489
60	6,451.5	5,463.0	988.5	15.6%	110.5	1.7%	88%	False	False	100,350
80	6,451.5	5,463.0	988.5	15.6%	93.0	1.5%	88%	False	False	75,340
100	6,451.5	5,463.0	988.5	15.6%	77.0	1.2%	88%	False	False	60,274

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,692.5
2.618	6,572.5
1.618	6,499.0
1.000	6,453.5
0.618	6,425.5
HIGH	6,380.0
0.618	6,352.0
0.500	6,343.0
0.382	6,334.5
LOW	6,306.5
0.618	6,261.0
1.000	6,233.0
1.618	6,187.5
2.618	6,114.0
4.250	5,994.0

Fisher Pivots for day following 20-Nov-2020
Pivot	1 day	3 day
R1	6,343.0	6,339.0
PP	6,340.5	6,337.5
S1	6,337.5	6,336.0

Download as Excel Spreadsheet

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

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