FTSE 100 Index Future December 2020

Trading Metrics calculated at close of trading on 08-Dec-2020

Day Change Summary
	Previous	Current
	07-Dec-2020	08-Dec-2020	Change	Change %	Previous Week
Open	6,548.5	6,525.0	-23.5	-0.4%	6,379.5
High	6,591.0	6,565.0	-26.0	-0.4%	6,558.5
Low	6,508.5	6,508.0	-0.5	0.0%	6,237.0
Close	6,549.5	6,554.5	5.0	0.1%	6,541.0
Range	82.5	57.0	-25.5	-30.9%	321.5
ATR	111.7	107.8	-3.9	-3.5%	0.0
Volume	102,844	88,387	-14,457	-14.1%	631,825

Daily Pivots for day following 08-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,713.5	6,691.0	6,586.0
R3	6,656.5	6,634.0	6,570.0
R2	6,599.5	6,599.5	6,565.0
R1	6,577.0	6,577.0	6,559.5	6,588.0
PP	6,542.5	6,542.5	6,542.5	6,548.0
S1	6,520.0	6,520.0	6,549.5	6,531.0
S2	6,485.5	6,485.5	6,544.0
S3	6,428.5	6,463.0	6,539.0
S4	6,371.5	6,406.0	6,523.0

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	7,410.0	7,297.0	6,718.0
R3	7,088.5	6,975.5	6,629.5
R2	6,767.0	6,767.0	6,600.0
R1	6,654.0	6,654.0	6,570.5	6,710.5
PP	6,445.5	6,445.5	6,445.5	6,474.0
S1	6,332.5	6,332.5	6,511.5	6,389.0
S2	6,124.0	6,124.0	6,482.0
S3	5,802.5	6,011.0	6,452.5
S4	5,481.0	5,689.5	6,364.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,591.0	6,340.5	250.5	3.8%	86.5	1.3%	85%	False	False	103,503
10	6,591.0	6,237.0	354.0	5.4%	100.5	1.5%	90%	False	False	118,452
20	6,591.0	6,237.0	354.0	5.4%	98.0	1.5%	90%	False	False	114,875
40	6,591.0	5,463.0	1,128.0	17.2%	117.0	1.8%	97%	False	False	114,981
60	6,591.0	5,463.0	1,128.0	17.2%	108.5	1.7%	97%	False	False	108,520
80	6,591.0	5,463.0	1,128.0	17.2%	103.0	1.6%	97%	False	False	92,619
100	6,591.0	5,463.0	1,128.0	17.2%	87.5	1.3%	97%	False	False	74,097
120	6,591.0	5,463.0	1,128.0	17.2%	75.0	1.1%	97%	False	False	61,749

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.8
Narrowest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	6,807.0
2.618	6,714.0
1.618	6,657.0
1.000	6,622.0
0.618	6,600.0
HIGH	6,565.0
0.618	6,543.0
0.500	6,536.5
0.382	6,530.0
LOW	6,508.0
0.618	6,473.0
1.000	6,451.0
1.618	6,416.0
2.618	6,359.0
4.250	6,266.0

Fisher Pivots for day following 08-Dec-2020
Pivot	1 day	3 day
R1	6,548.5	6,545.5
PP	6,542.5	6,537.0
S1	6,536.5	6,528.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols