FTSE 100 Index Future September 2021

Trading Metrics calculated at close of trading on 11-Aug-2021

Day Change Summary
	Previous	Current
	10-Aug-2021	11-Aug-2021	Change	Change %	Previous Week
Open	7,072.5	7,114.5	42.0	0.6%	6,968.0
High	7,115.5	7,174.0	58.5	0.8%	7,074.0
Low	7,052.5	7,106.5	54.0	0.8%	6,968.0
Close	7,100.5	7,153.0	52.5	0.7%	7,063.5
Range	63.0	67.5	4.5	7.1%	106.0
ATR	72.1	72.2	0.1	0.1%	0.0
Volume	64,030	84,590	20,560	32.1%	348,071

Daily Pivots for day following 11-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,347.0	7,317.5	7,190.0
R3	7,279.5	7,250.0	7,171.5
R2	7,212.0	7,212.0	7,165.5
R1	7,182.5	7,182.5	7,159.0	7,197.0
PP	7,144.5	7,144.5	7,144.5	7,152.0
S1	7,115.0	7,115.0	7,147.0	7,130.0
S2	7,077.0	7,077.0	7,140.5
S3	7,009.5	7,047.5	7,134.5
S4	6,942.0	6,980.0	7,116.0

Weekly Pivots for week ending 06-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,353.0	7,314.5	7,122.0
R3	7,247.0	7,208.5	7,092.5
R2	7,141.0	7,141.0	7,083.0
R1	7,102.5	7,102.5	7,073.0	7,122.0
PP	7,035.0	7,035.0	7,035.0	7,045.0
S1	6,996.5	6,996.5	7,054.0	7,016.0
S2	6,929.0	6,929.0	7,044.0
S3	6,823.0	6,890.5	7,034.5
S4	6,717.0	6,784.5	7,005.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,174.0	7,025.5	148.5	2.1%	50.0	0.7%	86%	True	False	64,119
10	7,174.0	6,922.5	251.5	3.5%	58.0	0.8%	92%	True	False	73,386
20	7,174.0	6,735.5	438.5	6.1%	77.0	1.1%	95%	True	False	88,441
40	7,174.0	6,735.5	438.5	6.1%	79.0	1.1%	95%	True	False	86,901
60	7,174.0	6,735.5	438.5	6.1%	68.0	1.0%	95%	True	False	74,947
80	7,174.0	6,733.0	441.0	6.2%	63.5	0.9%	95%	True	False	56,297
100	7,174.0	6,511.0	663.0	9.3%	54.5	0.8%	97%	True	False	45,075

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.3
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	7,461.0
2.618	7,350.5
1.618	7,283.0
1.000	7,241.5
0.618	7,215.5
HIGH	7,174.0
0.618	7,148.0
0.500	7,140.0
0.382	7,132.5
LOW	7,106.5
0.618	7,065.0
1.000	7,039.0
1.618	6,997.5
2.618	6,930.0
4.250	6,819.5

Fisher Pivots for day following 11-Aug-2021
Pivot	1 day	3 day
R1	7,149.0	7,135.0
PP	7,144.5	7,117.5
S1	7,140.0	7,100.0

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