FTSE 100 Index Future December 2021

Trading Metrics calculated at close of trading on 20-Oct-2021

Day Change Summary
	Previous	Current
	19-Oct-2021	20-Oct-2021	Change	Change %	Previous Week
Open	7,181.5	7,213.0	31.5	0.4%	7,041.0
High	7,207.0	7,213.5	6.5	0.1%	7,222.0
Low	7,167.0	7,175.5	8.5	0.1%	7,027.0
Close	7,200.5	7,202.5	2.0	0.0%	7,210.5
Range	40.0	38.0	-2.0	-5.0%	195.0
ATR	77.9	75.1	-2.9	-3.7%	0.0
Volume	66,119	61,818	-4,301	-6.5%	385,304

Daily Pivots for day following 20-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,311.0	7,295.0	7,223.5
R3	7,273.0	7,257.0	7,213.0
R2	7,235.0	7,235.0	7,209.5
R1	7,219.0	7,219.0	7,206.0	7,208.0
PP	7,197.0	7,197.0	7,197.0	7,192.0
S1	7,181.0	7,181.0	7,199.0	7,170.0
S2	7,159.0	7,159.0	7,195.5
S3	7,121.0	7,143.0	7,192.0
S4	7,083.0	7,105.0	7,181.5

Weekly Pivots for week ending 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,738.0	7,669.5	7,318.0
R3	7,543.0	7,474.5	7,264.0
R2	7,348.0	7,348.0	7,246.0
R1	7,279.5	7,279.5	7,228.5	7,314.0
PP	7,153.0	7,153.0	7,153.0	7,170.5
S1	7,084.5	7,084.5	7,192.5	7,119.0
S2	6,958.0	6,958.0	7,175.0
S3	6,763.0	6,889.5	7,157.0
S4	6,568.0	6,694.5	7,103.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,222.0	7,144.0	78.0	1.1%	45.0	0.6%	75%	False	False	74,742
10	7,222.0	7,014.5	207.5	2.9%	60.0	0.8%	91%	False	False	74,905
20	7,222.0	6,916.0	306.0	4.2%	75.0	1.0%	94%	False	False	88,395
40	7,222.0	6,791.5	430.5	6.0%	71.5	1.0%	95%	False	False	88,699
60	7,222.0	6,791.5	430.5	6.0%	54.0	0.7%	95%	False	False	59,234
80	7,222.0	6,730.0	492.0	6.8%	46.5	0.6%	96%	False	False	44,427
100	7,222.0	6,730.0	492.0	6.8%	42.5	0.6%	96%	False	False	35,542

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,375.0
2.618	7,313.0
1.618	7,275.0
1.000	7,251.5
0.618	7,237.0
HIGH	7,213.5
0.618	7,199.0
0.500	7,194.5
0.382	7,190.0
LOW	7,175.5
0.618	7,152.0
1.000	7,137.5
1.618	7,114.0
2.618	7,076.0
4.250	7,014.0

Fisher Pivots for day following 20-Oct-2021
Pivot	1 day	3 day
R1	7,200.0	7,197.0
PP	7,197.0	7,191.5
S1	7,194.5	7,186.0

Download as Excel Spreadsheet

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

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