FTSE 100 Index Future March 2021

Trading Metrics calculated at close of trading on 13-Jan-2021

Day Change Summary
	Previous	Current
	12-Jan-2021	13-Jan-2021	Change	Change %	Previous Week
Open	6,776.5	6,705.5	-71.0	-1.0%	6,438.0
High	6,776.5	6,728.0	-48.5	-0.7%	6,910.0
Low	6,673.5	6,687.0	13.5	0.2%	6,418.5
Close	6,709.5	6,705.5	-4.0	-0.1%	6,818.0
Range	103.0	41.0	-62.0	-60.2%	491.5
ATR	117.6	112.1	-5.5	-4.7%	0.0
Volume	82,810	66,640	-16,170	-19.5%	666,683

Daily Pivots for day following 13-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	6,830.0	6,808.5	6,728.0
R3	6,789.0	6,767.5	6,717.0
R2	6,748.0	6,748.0	6,713.0
R1	6,726.5	6,726.5	6,709.5	6,726.0
PP	6,707.0	6,707.0	6,707.0	6,706.5
S1	6,685.5	6,685.5	6,701.5	6,685.0
S2	6,666.0	6,666.0	6,698.0
S3	6,625.0	6,644.5	6,694.0
S4	6,584.0	6,603.5	6,683.0

Weekly Pivots for week ending 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	8,190.0	7,995.5	7,088.5
R3	7,698.5	7,504.0	6,953.0
R2	7,207.0	7,207.0	6,908.0
R1	7,012.5	7,012.5	6,863.0	7,110.0
PP	6,715.5	6,715.5	6,715.5	6,764.0
S1	6,521.0	6,521.0	6,773.0	6,618.0
S2	6,224.0	6,224.0	6,728.0
S3	5,732.5	6,029.5	6,683.0
S4	5,241.0	5,538.0	6,547.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,910.0	6,673.5	236.5	3.5%	100.0	1.5%	14%	False	False	95,156
10	6,910.0	6,380.5	529.5	7.9%	130.5	1.9%	61%	False	False	104,970
20	6,910.0	6,265.0	645.0	9.6%	113.0	1.7%	68%	False	False	129,079
40	6,910.0	6,216.5	693.5	10.3%	85.0	1.3%	71%	False	False	68,228

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.8
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	6,902.0
2.618	6,835.5
1.618	6,794.5
1.000	6,769.0
0.618	6,753.5
HIGH	6,728.0
0.618	6,712.5
0.500	6,707.5
0.382	6,702.5
LOW	6,687.0
0.618	6,661.5
1.000	6,646.0
1.618	6,620.5
2.618	6,579.5
4.250	6,513.0

Fisher Pivots for day following 13-Jan-2021
Pivot	1 day	3 day
R1	6,707.5	6,756.0
PP	6,707.0	6,739.0
S1	6,706.0	6,722.0

Download as Excel Spreadsheet

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

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