FTSE 100 Index Future December 2020

Trading Metrics calculated at close of trading on 01-Dec-2020

Day Change Summary
	Previous	Current
	30-Nov-2020	01-Dec-2020	Change	Change %	Previous Week
Open	6,379.5	6,286.0	-93.5	-1.5%	6,352.5
High	6,396.0	6,387.5	-8.5	-0.1%	6,472.5
Low	6,237.0	6,277.0	40.0	0.6%	6,291.5
Close	6,292.5	6,379.5	87.0	1.4%	6,361.5
Range	159.0	110.5	-48.5	-30.5%	181.0
ATR	118.7	118.1	-0.6	-0.5%	0.0
Volume	177,892	127,645	-50,247	-28.2%	559,395

Daily Pivots for day following 01-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,679.5	6,640.0	6,440.5
R3	6,569.0	6,529.5	6,410.0
R2	6,458.5	6,458.5	6,400.0
R1	6,419.0	6,419.0	6,389.5	6,439.0
PP	6,348.0	6,348.0	6,348.0	6,358.0
S1	6,308.5	6,308.5	6,369.5	6,328.0
S2	6,237.5	6,237.5	6,359.0
S3	6,127.0	6,198.0	6,349.0
S4	6,016.5	6,087.5	6,318.5

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	6,237.0	235.5	3.7%	114.5	1.8%	61%	False	False	133,400
10	6,472.5	6,237.0	235.5	3.7%	95.0	1.5%	61%	False	False	118,157
20	6,472.5	5,632.0	840.5	13.2%	123.0	1.9%	89%	False	False	125,940
40	6,472.5	5,463.0	1,009.5	15.8%	114.0	1.8%	91%	False	False	111,277
60	6,472.5	5,463.0	1,009.5	15.8%	110.0	1.7%	91%	False	False	114,649
80	6,472.5	5,463.0	1,009.5	15.8%	100.5	1.6%	91%	False	False	86,151
100	6,472.5	5,463.0	1,009.5	15.8%	83.5	1.3%	91%	False	False	68,922
120	6,472.5	5,463.0	1,009.5	15.8%	72.5	1.1%	91%	False	False	57,439

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	22.3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,857.0
2.618	6,677.0
1.618	6,566.5
1.000	6,498.0
0.618	6,456.0
HIGH	6,387.5
0.618	6,345.5
0.500	6,332.0
0.382	6,319.0
LOW	6,277.0
0.618	6,208.5
1.000	6,166.5
1.618	6,098.0
2.618	5,987.5
4.250	5,807.5

Fisher Pivots for day following 01-Dec-2020
Pivot	1 day	3 day
R1	6,364.0	6,360.5
PP	6,348.0	6,342.0
S1	6,332.0	6,323.0

Download as Excel Spreadsheet

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

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