FTSE 100 Index Future March 2021

Trading Metrics calculated at close of trading on 15-Jan-2021

Day Change Summary
	Previous	Current
	14-Jan-2021	15-Jan-2021	Change	Change %	Previous Week
Open	6,708.5	6,746.0	37.5	0.6%	6,838.0
High	6,766.5	6,757.0	-9.5	-0.1%	6,838.0
Low	6,692.0	6,629.5	-62.5	-0.9%	6,629.5
Close	6,751.5	6,684.5	-67.0	-1.0%	6,684.5
Range	74.5	127.5	53.0	71.1%	208.5
ATR	109.4	110.7	1.3	1.2%	0.0
Volume	82,286	118,157	35,871	43.6%	448,919

Daily Pivots for day following 15-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,073.0	7,006.0	6,754.5
R3	6,945.5	6,878.5	6,719.5
R2	6,818.0	6,818.0	6,708.0
R1	6,751.0	6,751.0	6,696.0	6,721.0
PP	6,690.5	6,690.5	6,690.5	6,675.0
S1	6,623.5	6,623.5	6,673.0	6,593.0
S2	6,563.0	6,563.0	6,661.0
S3	6,435.5	6,496.0	6,649.5
S4	6,308.0	6,368.5	6,614.5

Weekly Pivots for week ending 15-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,343.0	7,222.0	6,799.0
R3	7,134.5	7,013.5	6,742.0
R2	6,926.0	6,926.0	6,722.5
R1	6,805.0	6,805.0	6,703.5	6,761.0
PP	6,717.5	6,717.5	6,717.5	6,695.5
S1	6,596.5	6,596.5	6,665.5	6,553.0
S2	6,509.0	6,509.0	6,646.5
S3	6,300.5	6,388.0	6,627.0
S4	6,092.0	6,179.5	6,570.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,838.0	6,629.5	208.5	3.1%	92.5	1.4%	26%	False	True	89,783
10	6,910.0	6,418.5	491.5	7.4%	129.5	1.9%	54%	False	False	111,560
20	6,910.0	6,265.0	645.0	9.6%	115.0	1.7%	65%	False	False	104,300
40	6,910.0	6,216.5	693.5	10.4%	87.0	1.3%	67%	False	False	73,205

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.0
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	7,299.0
2.618	7,091.0
1.618	6,963.5
1.000	6,884.5
0.618	6,836.0
HIGH	6,757.0
0.618	6,708.5
0.500	6,693.0
0.382	6,678.0
LOW	6,629.5
0.618	6,550.5
1.000	6,502.0
1.618	6,423.0
2.618	6,295.5
4.250	6,087.5

Fisher Pivots for day following 15-Jan-2021
Pivot	1 day	3 day
R1	6,693.0	6,698.0
PP	6,690.5	6,693.5
S1	6,687.5	6,689.0

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