FTSE 100 Index Future December 2021

Trading Metrics calculated at close of trading on 26-Nov-2021

Day Change Summary
	Previous	Current
	25-Nov-2021	26-Nov-2021	Change	Change %	Previous Week
Open	7,303.5	7,254.5	-49.0	-0.7%	7,221.5
High	7,310.0	7,267.0	-43.0	-0.6%	7,310.0
Low	7,284.5	6,990.0	-294.5	-4.0%	6,990.0
Close	7,308.0	7,039.5	-268.5	-3.7%	7,039.5
Range	25.5	277.0	251.5	986.3%	320.0
ATR	62.0	80.3	18.3	29.5%	0.0
Volume	41,461	182,029	140,568	339.0%	468,007

Daily Pivots for day following 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,930.0	7,761.5	7,192.0
R3	7,653.0	7,484.5	7,115.5
R2	7,376.0	7,376.0	7,090.5
R1	7,207.5	7,207.5	7,065.0	7,153.0
PP	7,099.0	7,099.0	7,099.0	7,071.5
S1	6,930.5	6,930.5	7,014.0	6,876.0
S2	6,822.0	6,822.0	6,988.5
S3	6,545.0	6,653.5	6,963.5
S4	6,268.0	6,376.5	6,887.0

Weekly Pivots for week ending 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	8,073.0	7,876.5	7,215.5
R3	7,753.0	7,556.5	7,127.5
R2	7,433.0	7,433.0	7,098.0
R1	7,236.5	7,236.5	7,069.0	7,175.0
PP	7,113.0	7,113.0	7,113.0	7,082.5
S1	6,916.5	6,916.5	7,010.0	6,855.0
S2	6,793.0	6,793.0	6,981.0
S3	6,473.0	6,596.5	6,951.5
S4	6,153.0	6,276.5	6,863.5

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	6,990.0	320.0	4.5%	104.5	1.5%	15%	False	True	93,601
10	7,357.0	6,990.0	367.0	5.2%	80.5	1.1%	13%	False	True	87,865
20	7,388.5	6,990.0	398.5	5.7%	70.0	1.0%	12%	False	True	83,428
40	7,388.5	6,916.0	472.5	6.7%	66.0	0.9%	26%	False	False	81,018
60	7,388.5	6,791.5	597.0	8.5%	73.0	1.0%	42%	False	False	95,566
80	7,388.5	6,791.5	597.0	8.5%	60.5	0.9%	42%	False	False	71,826
100	7,388.5	6,730.0	658.5	9.4%	54.0	0.8%	47%	False	False	57,486
120	7,388.5	6,730.0	658.5	9.4%	48.5	0.7%	47%	False	False	47,906

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.7
Widest range in 140 trading days

Fibonacci Retracements and Extensions
4.250	8,444.0
2.618	7,992.0
1.618	7,715.0
1.000	7,544.0
0.618	7,438.0
HIGH	7,267.0
0.618	7,161.0
0.500	7,128.5
0.382	7,096.0
LOW	6,990.0
0.618	6,819.0
1.000	6,713.0
1.618	6,542.0
2.618	6,265.0
4.250	5,813.0

Fisher Pivots for day following 26-Nov-2021
Pivot	1 day	3 day
R1	7,128.5	7,150.0
PP	7,099.0	7,113.0
S1	7,069.0	7,076.5

Download as Excel Spreadsheet

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

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