FTSE 100 Index Future December 2021

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

Day Change Summary
	Previous	Current
	12-Nov-2021	15-Nov-2021	Change	Change %	Previous Week
Open	7,386.0	7,337.0	-49.0	-0.7%	7,286.0
High	7,388.5	7,352.0	-36.5	-0.5%	7,388.5
Low	7,324.5	7,317.5	-7.0	-0.1%	7,237.0
Close	7,334.5	7,331.0	-3.5	0.0%	7,334.5
Range	64.0	34.5	-29.5	-46.1%	151.5
ATR	63.4	61.4	-2.1	-3.3%	0.0
Volume	88,941	70,142	-18,799	-21.1%	387,101

Daily Pivots for day following 15-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,437.0	7,418.5	7,350.0
R3	7,402.5	7,384.0	7,340.5
R2	7,368.0	7,368.0	7,337.5
R1	7,349.5	7,349.5	7,334.0	7,341.5
PP	7,333.5	7,333.5	7,333.5	7,329.5
S1	7,315.0	7,315.0	7,328.0	7,307.0
S2	7,299.0	7,299.0	7,324.5
S3	7,264.5	7,280.5	7,321.5
S4	7,230.0	7,246.0	7,312.0

Weekly Pivots for week ending 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,774.5	7,706.0	7,418.0
R3	7,623.0	7,554.5	7,376.0
R2	7,471.5	7,471.5	7,362.5
R1	7,403.0	7,403.0	7,348.5	7,437.0
PP	7,320.0	7,320.0	7,320.0	7,337.0
S1	7,251.5	7,251.5	7,320.5	7,286.0
S2	7,168.5	7,168.5	7,306.5
S3	7,017.0	7,100.0	7,293.0
S4	6,865.5	6,948.5	7,251.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,388.5	7,237.0	151.5	2.1%	63.5	0.9%	62%	False	False	79,719
10	7,388.5	7,214.5	174.0	2.4%	57.5	0.8%	67%	False	False	77,965
20	7,388.5	7,157.5	231.0	3.2%	52.5	0.7%	75%	False	False	75,695
40	7,388.5	6,879.5	509.0	6.9%	68.5	0.9%	89%	False	False	84,639
60	7,388.5	6,791.5	597.0	8.1%	64.5	0.9%	90%	False	False	82,233
80	7,388.5	6,791.5	597.0	8.1%	53.5	0.7%	90%	False	False	61,750
100	7,388.5	6,730.0	658.5	9.0%	47.0	0.6%	91%	False	False	49,401
120	7,388.5	6,730.0	658.5	9.0%	43.5	0.6%	91%	False	False	41,168

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.7
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7,498.5
2.618	7,442.5
1.618	7,408.0
1.000	7,386.5
0.618	7,373.5
HIGH	7,352.0
0.618	7,339.0
0.500	7,335.0
0.382	7,330.5
LOW	7,317.5
0.618	7,296.0
1.000	7,283.0
1.618	7,261.5
2.618	7,227.0
4.250	7,171.0

Fisher Pivots for day following 15-Nov-2021
Pivot	1 day	3 day
R1	7,335.0	7,343.0
PP	7,333.5	7,339.0
S1	7,332.0	7,335.0

Download as Excel Spreadsheet

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

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