FTSE 100 Index Future September 2020


Trading Metrics calculated at close of trading on 27-Jul-2020
Day Change Summary
Previous Current
24-Jul-2020 27-Jul-2020 Change Change % Previous Week
Open 6,143.0 6,070.0 -73.0 -1.2% 6,274.5
High 6,152.5 6,110.5 -42.0 -0.7% 6,283.0
Low 6,064.0 6,050.5 -13.5 -0.2% 6,064.0
Close 6,088.5 6,076.5 -12.0 -0.2% 6,088.5
Range 88.5 60.0 -28.5 -32.2% 219.0
ATR 120.6 116.3 -4.3 -3.6% 0.0
Volume 85,815 66,263 -19,552 -22.8% 388,618
Daily Pivots for day following 27-Jul-2020
Classic Woodie Camarilla DeMark
R4 6,259.0 6,228.0 6,109.5
R3 6,199.0 6,168.0 6,093.0
R2 6,139.0 6,139.0 6,087.5
R1 6,108.0 6,108.0 6,082.0 6,123.5
PP 6,079.0 6,079.0 6,079.0 6,087.0
S1 6,048.0 6,048.0 6,071.0 6,063.5
S2 6,019.0 6,019.0 6,065.5
S3 5,959.0 5,988.0 6,060.0
S4 5,899.0 5,928.0 6,043.5
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 6,802.0 6,664.5 6,209.0
R3 6,583.0 6,445.5 6,148.5
R2 6,364.0 6,364.0 6,128.5
R1 6,226.5 6,226.5 6,108.5 6,186.0
PP 6,145.0 6,145.0 6,145.0 6,125.0
S1 6,007.5 6,007.5 6,068.5 5,967.0
S2 5,926.0 5,926.0 6,048.5
S3 5,707.0 5,788.5 6,028.5
S4 5,488.0 5,569.5 5,968.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,283.0 6,050.5 232.5 3.8% 87.0 1.4% 11% False True 75,528
10 6,291.0 6,050.5 240.5 4.0% 92.0 1.5% 11% False True 80,598
20 6,291.0 5,961.0 330.0 5.4% 110.5 1.8% 35% False False 82,436
40 6,464.0 5,894.0 570.0 9.4% 124.0 2.0% 32% False False 85,031
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.4
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 6,365.5
2.618 6,267.5
1.618 6,207.5
1.000 6,170.5
0.618 6,147.5
HIGH 6,110.5
0.618 6,087.5
0.500 6,080.5
0.382 6,073.5
LOW 6,050.5
0.618 6,013.5
1.000 5,990.5
1.618 5,953.5
2.618 5,893.5
4.250 5,795.5
Fisher Pivots for day following 27-Jul-2020
Pivot 1 day 3 day
R1 6,080.5 6,147.0
PP 6,079.0 6,123.5
S1 6,078.0 6,100.0

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

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