FTSE 100 Index Future December 2021

Trading Metrics calculated at close of trading on 29-Nov-2021

Day Change Summary
	Previous	Current
	26-Nov-2021	29-Nov-2021	Change	Change %	Previous Week
Open	7,254.5	7,129.0	-125.5	-1.7%	7,221.5
High	7,267.0	7,157.5	-109.5	-1.5%	7,310.0
Low	6,990.0	7,079.0	89.0	1.3%	6,990.0
Close	7,039.5	7,115.0	75.5	1.1%	7,039.5
Range	277.0	78.5	-198.5	-71.7%	320.0
ATR	80.3	83.0	2.7	3.4%	0.0
Volume	182,029	128,167	-53,862	-29.6%	468,007

Daily Pivots for day following 29-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,352.5	7,312.5	7,158.0
R3	7,274.0	7,234.0	7,136.5
R2	7,195.5	7,195.5	7,129.5
R1	7,155.5	7,155.5	7,122.0	7,136.0
PP	7,117.0	7,117.0	7,117.0	7,107.5
S1	7,077.0	7,077.0	7,108.0	7,058.0
S2	7,038.5	7,038.5	7,100.5
S3	6,960.0	6,998.5	7,093.5
S4	6,881.5	6,920.0	7,072.0

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%	107.0	1.5%	39%	False	False	103,848
10	7,357.0	6,990.0	367.0	5.2%	85.0	1.2%	34%	False	False	93,668
20	7,388.5	6,990.0	398.5	5.6%	71.0	1.0%	31%	False	False	85,816
40	7,388.5	6,916.0	472.5	6.6%	66.0	0.9%	42%	False	False	81,936
60	7,388.5	6,791.5	597.0	8.4%	73.0	1.0%	54%	False	False	97,594
80	7,388.5	6,791.5	597.0	8.4%	61.5	0.9%	54%	False	False	73,428
100	7,388.5	6,730.0	658.5	9.3%	54.5	0.8%	58%	False	False	58,767
120	7,388.5	6,730.0	658.5	9.3%	48.5	0.7%	58%	False	False	48,974

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,491.0
2.618	7,363.0
1.618	7,284.5
1.000	7,236.0
0.618	7,206.0
HIGH	7,157.5
0.618	7,127.5
0.500	7,118.0
0.382	7,109.0
LOW	7,079.0
0.618	7,030.5
1.000	7,000.5
1.618	6,952.0
2.618	6,873.5
4.250	6,745.5

Fisher Pivots for day following 29-Nov-2021
Pivot	1 day	3 day
R1	7,118.0	7,150.0
PP	7,117.0	7,138.5
S1	7,116.0	7,126.5

Download as Excel Spreadsheet

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

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