FTSE 100 Index Future December 2020

Trading Metrics calculated at close of trading on 11-Dec-2020

Day Change Summary
	Previous	Current
	10-Dec-2020	11-Dec-2020	Change	Change %	Previous Week
Open	6,561.0	6,594.0	33.0	0.5%	6,548.5
High	6,632.5	6,604.5	-28.0	-0.4%	6,632.5
Low	6,551.5	6,511.5	-40.0	-0.6%	6,508.0
Close	6,604.0	6,544.5	-59.5	-0.9%	6,544.5
Range	81.0	93.0	12.0	14.8%	124.5
ATR	104.3	103.5	-0.8	-0.8%	0.0
Volume	146,698	173,817	27,119	18.5%	621,006

Daily Pivots for day following 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,832.5	6,781.5	6,595.5
R3	6,739.5	6,688.5	6,570.0
R2	6,646.5	6,646.5	6,561.5
R1	6,595.5	6,595.5	6,553.0	6,574.5
PP	6,553.5	6,553.5	6,553.5	6,543.0
S1	6,502.5	6,502.5	6,536.0	6,481.5
S2	6,460.5	6,460.5	6,527.5
S3	6,367.5	6,409.5	6,519.0
S4	6,274.5	6,316.5	6,493.5

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	6,935.0	6,864.5	6,613.0
R3	6,810.5	6,740.0	6,578.5
R2	6,686.0	6,686.0	6,567.5
R1	6,615.5	6,615.5	6,556.0	6,588.5
PP	6,561.5	6,561.5	6,561.5	6,548.0
S1	6,491.0	6,491.0	6,533.0	6,464.0
S2	6,437.0	6,437.0	6,521.5
S3	6,312.5	6,366.5	6,510.5
S4	6,188.0	6,242.0	6,476.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,632.5	6,508.0	124.5	1.9%	79.5	1.2%	29%	False	False	124,201
10	6,632.5	6,237.0	395.5	6.0%	96.0	1.5%	78%	False	False	125,283
20	6,632.5	6,237.0	395.5	6.0%	94.5	1.4%	78%	False	False	118,786
40	6,632.5	5,463.0	1,169.5	17.9%	115.0	1.8%	92%	False	False	117,592
60	6,632.5	5,463.0	1,169.5	17.9%	109.0	1.7%	92%	False	False	109,939
80	6,632.5	5,463.0	1,169.5	17.9%	104.5	1.6%	92%	False	False	97,991
100	6,632.5	5,463.0	1,169.5	17.9%	89.5	1.4%	92%	False	False	78,395
120	6,632.5	5,463.0	1,169.5	17.9%	76.5	1.2%	92%	False	False	65,331

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.5
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7,000.0
2.618	6,848.0
1.618	6,755.0
1.000	6,697.5
0.618	6,662.0
HIGH	6,604.5
0.618	6,569.0
0.500	6,558.0
0.382	6,547.0
LOW	6,511.5
0.618	6,454.0
1.000	6,418.5
1.618	6,361.0
2.618	6,268.0
4.250	6,116.0

Fisher Pivots for day following 11-Dec-2020
Pivot	1 day	3 day
R1	6,558.0	6,572.0
PP	6,553.5	6,563.0
S1	6,549.0	6,553.5

Download as Excel Spreadsheet

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

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