FTSE 100 Index Future December 2020


Trading Metrics calculated at close of trading on 27-Nov-2020
Day Change Summary
Previous Current
26-Nov-2020 27-Nov-2020 Change Change % Previous Week
Open 6,386.0 6,348.0 -38.0 -0.6% 6,352.5
High 6,404.5 6,409.0 4.5 0.1% 6,472.5
Low 6,332.5 6,291.5 -41.0 -0.6% 6,291.5
Close 6,352.5 6,361.5 9.0 0.1% 6,361.5
Range 72.0 117.5 45.5 63.2% 181.0
ATR 115.5 115.6 0.1 0.1% 0.0
Volume 69,650 199,242 129,592 186.1% 559,395
Daily Pivots for day following 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 6,706.5 6,651.5 6,426.0
R3 6,589.0 6,534.0 6,394.0
R2 6,471.5 6,471.5 6,383.0
R1 6,416.5 6,416.5 6,372.5 6,444.0
PP 6,354.0 6,354.0 6,354.0 6,368.0
S1 6,299.0 6,299.0 6,350.5 6,326.5
S2 6,236.5 6,236.5 6,340.0
S3 6,119.0 6,181.5 6,329.0
S4 6,001.5 6,064.0 6,297.0
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 6,918.0 6,821.0 6,461.0
R3 6,737.0 6,640.0 6,411.5
R2 6,556.0 6,556.0 6,394.5
R1 6,459.0 6,459.0 6,378.0 6,507.5
PP 6,375.0 6,375.0 6,375.0 6,399.5
S1 6,278.0 6,278.0 6,345.0 6,326.5
S2 6,194.0 6,194.0 6,328.5
S3 6,013.0 6,097.0 6,311.5
S4 5,832.0 5,916.0 6,262.0
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 6,291.5 181.0 2.8% 92.5 1.5% 39% False True 111,879
10 6,472.5 6,291.5 181.0 2.8% 93.0 1.5% 39% False True 112,289
20 6,472.5 5,524.5 948.0 14.9% 122.5 1.9% 88% False False 121,007
40 6,472.5 5,463.0 1,009.5 15.9% 111.0 1.7% 89% False False 107,406
60 6,472.5 5,463.0 1,009.5 15.9% 108.5 1.7% 89% False False 109,652
80 6,472.5 5,463.0 1,009.5 15.9% 97.5 1.5% 89% False False 82,332
100 6,472.5 5,463.0 1,009.5 15.9% 81.0 1.3% 89% False False 65,867
120 6,472.5 5,463.0 1,009.5 15.9% 70.5 1.1% 89% False False 54,895
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.3
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6,908.5
2.618 6,716.5
1.618 6,599.0
1.000 6,526.5
0.618 6,481.5
HIGH 6,409.0
0.618 6,364.0
0.500 6,350.0
0.382 6,336.5
LOW 6,291.5
0.618 6,219.0
1.000 6,174.0
1.618 6,101.5
2.618 5,984.0
4.250 5,792.0
Fisher Pivots for day following 27-Nov-2020
Pivot 1 day 3 day
R1 6,358.0 6,382.0
PP 6,354.0 6,375.0
S1 6,350.0 6,368.5

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

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