FTSE 100 Index Future December 2021

Trading Metrics calculated at close of trading on 23-Nov-2021

Day Change Summary
	Previous	Current
	22-Nov-2021	23-Nov-2021	Change	Change %	Previous Week
Open	7,221.5	7,226.0	4.5	0.1%	7,337.0
High	7,263.5	7,284.0	20.5	0.3%	7,357.0
Low	7,198.0	7,193.0	-5.0	-0.1%	7,188.5
Close	7,255.5	7,265.0	9.5	0.1%	7,218.0
Range	65.5	91.0	25.5	38.9%	168.5
ATR	62.7	64.7	2.0	3.2%	0.0
Volume	76,930	87,717	10,787	14.0%	410,648

Daily Pivots for day following 23-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,520.5	7,483.5	7,315.0
R3	7,429.5	7,392.5	7,290.0
R2	7,338.5	7,338.5	7,281.5
R1	7,301.5	7,301.5	7,273.5	7,320.0
PP	7,247.5	7,247.5	7,247.5	7,256.5
S1	7,210.5	7,210.5	7,256.5	7,229.0
S2	7,156.5	7,156.5	7,248.5
S3	7,065.5	7,119.5	7,240.0
S4	6,974.5	7,028.5	7,215.0

Weekly Pivots for week ending 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,760.0	7,657.5	7,310.5
R3	7,591.5	7,489.0	7,264.5
R2	7,423.0	7,423.0	7,249.0
R1	7,320.5	7,320.5	7,233.5	7,287.5
PP	7,254.5	7,254.5	7,254.5	7,238.0
S1	7,152.0	7,152.0	7,202.5	7,119.0
S2	7,086.0	7,086.0	7,187.0
S3	6,917.5	6,983.5	7,171.5
S4	6,749.0	6,815.0	7,125.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,310.0	7,188.5	121.5	1.7%	70.5	1.0%	63%	False	False	84,564
10	7,388.5	7,188.5	200.0	2.8%	67.0	0.9%	38%	False	False	83,386
20	7,388.5	7,168.0	220.5	3.0%	59.5	0.8%	44%	False	False	80,645
40	7,388.5	6,916.0	472.5	6.5%	64.5	0.9%	74%	False	False	82,387
60	7,388.5	6,791.5	597.0	8.2%	68.5	0.9%	79%	False	False	90,648
80	7,388.5	6,791.5	597.0	8.2%	56.0	0.8%	79%	False	False	68,034
100	7,388.5	6,730.0	658.5	9.1%	50.5	0.7%	81%	False	False	54,452
120	7,388.5	6,730.0	658.5	9.1%	46.0	0.6%	81%	False	False	45,378

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	15.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,671.0
2.618	7,522.0
1.618	7,431.0
1.000	7,375.0
0.618	7,340.0
HIGH	7,284.0
0.618	7,249.0
0.500	7,238.5
0.382	7,228.0
LOW	7,193.0
0.618	7,137.0
1.000	7,102.0
1.618	7,046.0
2.618	6,955.0
4.250	6,806.0

Fisher Pivots for day following 23-Nov-2021
Pivot	1 day	3 day
R1	7,256.0	7,256.0
PP	7,247.5	7,247.0
S1	7,238.5	7,238.0

Download as Excel Spreadsheet

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

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