FTSE 100 Index Future December 2021

Trading Metrics calculated at close of trading on 16-Nov-2021

Day Change Summary
	Previous	Current
	15-Nov-2021	16-Nov-2021	Change	Change %	Previous Week
Open	7,337.0	7,334.5	-2.5	0.0%	7,286.0
High	7,352.0	7,357.0	5.0	0.1%	7,388.5
Low	7,317.5	7,307.5	-10.0	-0.1%	7,237.0
Close	7,331.0	7,321.0	-10.0	-0.1%	7,334.5
Range	34.5	49.5	15.0	43.5%	151.5
ATR	61.4	60.5	-0.8	-1.4%	0.0
Volume	70,142	82,333	12,191	17.4%	387,101

Daily Pivots for day following 16-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,477.0	7,448.5	7,348.0
R3	7,427.5	7,399.0	7,334.5
R2	7,378.0	7,378.0	7,330.0
R1	7,349.5	7,349.5	7,325.5	7,339.0
PP	7,328.5	7,328.5	7,328.5	7,323.0
S1	7,300.0	7,300.0	7,316.5	7,289.5
S2	7,279.0	7,279.0	7,312.0
S3	7,229.5	7,250.5	7,307.5
S4	7,180.0	7,201.0	7,294.0

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%	63.0	0.9%	55%	False	False	82,209
10	7,388.5	7,214.5	174.0	2.4%	56.0	0.8%	61%	False	False	77,729
20	7,388.5	7,157.5	231.0	3.2%	53.0	0.7%	71%	False	False	76,506
40	7,388.5	6,898.0	490.5	6.7%	67.5	0.9%	86%	False	False	83,694
60	7,388.5	6,791.5	597.0	8.2%	65.0	0.9%	89%	False	False	83,605
80	7,388.5	6,791.5	597.0	8.2%	54.0	0.7%	89%	False	False	62,779
100	7,388.5	6,730.0	658.5	9.0%	47.5	0.6%	90%	False	False	50,224
120	7,388.5	6,730.0	658.5	9.0%	44.0	0.6%	90%	False	False	41,855

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,567.5
2.618	7,486.5
1.618	7,437.0
1.000	7,406.5
0.618	7,387.5
HIGH	7,357.0
0.618	7,338.0
0.500	7,332.0
0.382	7,326.5
LOW	7,307.5
0.618	7,277.0
1.000	7,258.0
1.618	7,227.5
2.618	7,178.0
4.250	7,097.0

Fisher Pivots for day following 16-Nov-2021
Pivot	1 day	3 day
R1	7,332.0	7,348.0
PP	7,328.5	7,339.0
S1	7,325.0	7,330.0

Download as Excel Spreadsheet

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

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