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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