FTSE 100 Index Future December 2021

Trading Metrics calculated at close of trading on 29-Sep-2021

Day Change Summary
	Previous	Current
	28-Sep-2021	29-Sep-2021	Change	Change %	Previous Week
Open	7,030.0	7,002.5	-27.5	-0.4%	6,940.0
High	7,050.0	7,085.5	35.5	0.5%	7,101.5
Low	6,975.5	6,976.0	0.5	0.0%	6,791.5
Close	6,997.0	7,075.0	78.0	1.1%	7,020.5
Range	74.5	109.5	35.0	47.0%	310.0
ATR	77.9	80.2	2.3	2.9%	0.0
Volume	105,302	101,431	-3,871	-3.7%	549,682

Daily Pivots for day following 29-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,374.0	7,334.0	7,135.0
R3	7,264.5	7,224.5	7,105.0
R2	7,155.0	7,155.0	7,095.0
R1	7,115.0	7,115.0	7,085.0	7,135.0
PP	7,045.5	7,045.5	7,045.5	7,055.5
S1	7,005.5	7,005.5	7,065.0	7,025.5
S2	6,936.0	6,936.0	7,055.0
S3	6,826.5	6,896.0	7,045.0
S4	6,717.0	6,786.5	7,015.0

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,901.0	7,771.0	7,191.0
R3	7,591.0	7,461.0	7,106.0
R2	7,281.0	7,281.0	7,077.5
R1	7,151.0	7,151.0	7,049.0	7,216.0
PP	6,971.0	6,971.0	6,971.0	7,004.0
S1	6,841.0	6,841.0	6,992.0	6,906.0
S2	6,661.0	6,661.0	6,963.5
S3	6,351.0	6,531.0	6,935.0
S4	6,041.0	6,221.0	6,850.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,101.5	6,975.5	126.0	1.8%	79.5	1.1%	79%	False	False	92,992
10	7,101.5	6,791.5	310.0	4.4%	104.0	1.5%	91%	False	False	109,480
20	7,160.0	6,791.5	368.5	5.2%	80.5	1.1%	77%	False	False	112,240
40	7,160.0	6,791.5	368.5	5.2%	50.5	0.7%	77%	False	False	56,216
60	7,160.0	6,730.0	430.0	6.1%	43.0	0.6%	80%	False	False	37,520
80	7,160.0	6,730.0	430.0	6.1%	38.0	0.5%	80%	False	False	28,141

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	18.1
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7,551.0
2.618	7,372.0
1.618	7,262.5
1.000	7,195.0
0.618	7,153.0
HIGH	7,085.5
0.618	7,043.5
0.500	7,031.0
0.382	7,018.0
LOW	6,976.0
0.618	6,908.5
1.000	6,866.5
1.618	6,799.0
2.618	6,689.5
4.250	6,510.5

Fisher Pivots for day following 29-Sep-2021
Pivot	1 day	3 day
R1	7,060.0	7,062.0
PP	7,045.5	7,049.5
S1	7,031.0	7,036.5

Download as Excel Spreadsheet

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

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