FTSE 100 Index Future December 2020

Trading Metrics calculated at close of trading on 25-Nov-2020

Day Change Summary
	Previous	Current
	24-Nov-2020	25-Nov-2020	Change	Change %	Previous Week
Open	6,363.0	6,445.0	82.0	1.3%	6,353.5
High	6,440.5	6,472.5	32.0	0.5%	6,451.5
Low	6,351.5	6,359.0	7.5	0.1%	6,295.0
Close	6,411.0	6,373.0	-38.0	-0.6%	6,334.5
Range	89.0	113.5	24.5	27.5%	156.5
ATR	119.2	118.8	-0.4	-0.3%	0.0
Volume	111,408	92,572	-18,836	-16.9%	563,501

Daily Pivots for day following 25-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,742.0	6,671.0	6,435.5
R3	6,628.5	6,557.5	6,404.0
R2	6,515.0	6,515.0	6,394.0
R1	6,444.0	6,444.0	6,383.5	6,423.0
PP	6,401.5	6,401.5	6,401.5	6,391.0
S1	6,330.5	6,330.5	6,362.5	6,309.0
S2	6,288.0	6,288.0	6,352.0
S3	6,174.5	6,217.0	6,342.0
S4	6,061.0	6,103.5	6,310.5

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	6,472.5	6,296.5	176.0	2.8%	82.0	1.3%	43%	True	False	102,906
10	6,472.5	6,246.0	226.5	3.6%	93.5	1.5%	56%	True	False	107,153
20	6,472.5	5,463.0	1,009.5	15.8%	124.0	1.9%	90%	True	False	121,227
40	6,472.5	5,463.0	1,009.5	15.8%	111.0	1.7%	90%	True	False	105,324
60	6,472.5	5,463.0	1,009.5	15.8%	111.0	1.7%	90%	True	False	105,178
80	6,472.5	5,463.0	1,009.5	15.8%	96.0	1.5%	90%	True	False	78,971
100	6,472.5	5,463.0	1,009.5	15.8%	79.5	1.3%	90%	True	False	63,179
120	6,472.5	5,463.0	1,009.5	15.8%	71.0	1.1%	90%	True	False	52,655

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.2
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,955.0
2.618	6,769.5
1.618	6,656.0
1.000	6,586.0
0.618	6,542.5
HIGH	6,472.5
0.618	6,429.0
0.500	6,416.0
0.382	6,402.5
LOW	6,359.0
0.618	6,289.0
1.000	6,245.5
1.618	6,175.5
2.618	6,062.0
4.250	5,876.5

Fisher Pivots for day following 25-Nov-2020
Pivot	1 day	3 day
R1	6,416.0	6,390.0
PP	6,401.5	6,384.5
S1	6,387.0	6,378.5

Download as Excel Spreadsheet

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

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