FTSE 100 Index Future September 2020


Trading Metrics calculated at close of trading on 30-Jul-2020
Day Change Summary
Previous Current
29-Jul-2020 30-Jul-2020 Change Change % Previous Week
Open 6,075.0 6,115.0 40.0 0.7% 6,274.5
High 6,126.5 6,125.5 -1.0 0.0% 6,283.0
Low 6,068.5 5,885.0 -183.5 -3.0% 6,064.0
Close 6,101.0 5,942.0 -159.0 -2.6% 6,088.5
Range 58.0 240.5 182.5 314.7% 219.0
ATR 109.8 119.1 9.3 8.5% 0.0
Volume 62,333 115,878 53,545 85.9% 388,618
Daily Pivots for day following 30-Jul-2020
Classic Woodie Camarilla DeMark
R4 6,705.5 6,564.5 6,074.5
R3 6,465.0 6,324.0 6,008.0
R2 6,224.5 6,224.5 5,986.0
R1 6,083.5 6,083.5 5,964.0 6,034.0
PP 5,984.0 5,984.0 5,984.0 5,959.5
S1 5,843.0 5,843.0 5,920.0 5,793.0
S2 5,743.5 5,743.5 5,898.0
S3 5,503.0 5,602.5 5,876.0
S4 5,262.5 5,362.0 5,809.5
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 6,152.5 5,885.0 267.5 4.5% 105.5 1.8% 21% False True 84,303
10 6,283.0 5,885.0 398.0 6.7% 98.0 1.6% 14% False True 79,950
20 6,291.0 5,885.0 406.0 6.8% 112.0 1.9% 14% False True 81,469
40 6,464.0 5,885.0 579.0 9.7% 129.0 2.2% 10% False True 91,567
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 21.2
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 7,147.5
2.618 6,755.0
1.618 6,514.5
1.000 6,366.0
0.618 6,274.0
HIGH 6,125.5
0.618 6,033.5
0.500 6,005.0
0.382 5,977.0
LOW 5,885.0
0.618 5,736.5
1.000 5,644.5
1.618 5,496.0
2.618 5,255.5
4.250 4,863.0
Fisher Pivots for day following 30-Jul-2020
Pivot 1 day 3 day
R1 6,005.0 6,007.0
PP 5,984.0 5,985.5
S1 5,963.0 5,964.0

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

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