FTSE 100 Index Future December 2020

Trading Metrics calculated at close of trading on 23-Nov-2020

Day Change Summary
	Previous	Current
	20-Nov-2020	23-Nov-2020	Change	Change %	Previous Week
Open	6,326.5	6,352.5	26.0	0.4%	6,353.5
High	6,380.0	6,378.5	-1.5	0.0%	6,451.5
Low	6,306.5	6,307.5	1.0	0.0%	6,295.0
Close	6,334.5	6,332.0	-2.5	0.0%	6,334.5
Range	73.5	71.0	-2.5	-3.4%	156.5
ATR	123.8	120.1	-3.8	-3.0%	0.0
Volume	110,942	86,523	-24,419	-22.0%	563,501

Daily Pivots for day following 23-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,552.5	6,513.0	6,371.0
R3	6,481.5	6,442.0	6,351.5
R2	6,410.5	6,410.5	6,345.0
R1	6,371.0	6,371.0	6,338.5	6,355.0
PP	6,339.5	6,339.5	6,339.5	6,331.5
S1	6,300.0	6,300.0	6,325.5	6,284.0
S2	6,268.5	6,268.5	6,319.0
S3	6,197.5	6,229.0	6,312.5
S4	6,126.5	6,158.0	6,293.0

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	6,411.0	6,295.0	116.0	1.8%	80.5	1.3%	32%	False	False	108,907
10	6,451.5	6,083.0	368.5	5.8%	108.0	1.7%	68%	False	False	120,608
20	6,451.5	5,463.0	988.5	15.6%	129.5	2.0%	88%	False	False	123,582
40	6,451.5	5,463.0	988.5	15.6%	111.0	1.8%	88%	False	False	105,379
60	6,451.5	5,463.0	988.5	15.6%	110.5	1.7%	88%	False	False	101,791
80	6,451.5	5,463.0	988.5	15.6%	93.5	1.5%	88%	False	False	76,422
100	6,451.5	5,463.0	988.5	15.6%	77.5	1.2%	88%	False	False	61,139
120	6,451.5	5,463.0	988.5	15.6%	70.0	1.1%	88%	False	False	50,956

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,680.0
2.618	6,564.5
1.618	6,493.5
1.000	6,449.5
0.618	6,422.5
HIGH	6,378.5
0.618	6,351.5
0.500	6,343.0
0.382	6,334.5
LOW	6,307.5
0.618	6,263.5
1.000	6,236.5
1.618	6,192.5
2.618	6,121.5
4.250	6,006.0

Fisher Pivots for day following 23-Nov-2020
Pivot	1 day	3 day
R1	6,343.0	6,338.0
PP	6,339.5	6,336.0
S1	6,335.5	6,334.0

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

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