FTSE 100 Index Future September 2020


Trading Metrics calculated at close of trading on 03-Sep-2020
Day Change Summary
Previous Current
02-Sep-2020 03-Sep-2020 Change Change % Previous Week
Open 5,881.0 5,976.5 95.5 1.6% 6,009.0
High 5,973.5 5,999.5 26.0 0.4% 6,172.0
Low 5,876.5 5,794.5 -82.0 -1.4% 5,948.5
Close 5,936.5 5,845.5 -91.0 -1.5% 5,961.5
Range 97.0 205.0 108.0 111.3% 223.5
ATR 115.2 121.6 6.4 5.6% 0.0
Volume 119,041 130,493 11,452 9.6% 387,427
Daily Pivots for day following 03-Sep-2020
Classic Woodie Camarilla DeMark
R4 6,495.0 6,375.0 5,958.0
R3 6,290.0 6,170.0 5,902.0
R2 6,085.0 6,085.0 5,883.0
R1 5,965.0 5,965.0 5,864.5 5,922.5
PP 5,880.0 5,880.0 5,880.0 5,858.5
S1 5,760.0 5,760.0 5,826.5 5,717.5
S2 5,675.0 5,675.0 5,808.0
S3 5,470.0 5,555.0 5,789.0
S4 5,265.0 5,350.0 5,733.0
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 6,698.0 6,553.0 6,084.5
R3 6,474.5 6,329.5 6,023.0
R2 6,251.0 6,251.0 6,002.5
R1 6,106.0 6,106.0 5,982.0 6,067.0
PP 6,027.5 6,027.5 6,027.5 6,007.5
S1 5,882.5 5,882.5 5,941.0 5,843.0
S2 5,804.0 5,804.0 5,920.5
S3 5,580.5 5,659.0 5,900.0
S4 5,357.0 5,435.5 5,838.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,059.5 5,794.5 265.0 4.5% 126.0 2.2% 19% False True 114,715
10 6,172.0 5,794.5 377.5 6.5% 115.0 2.0% 14% False True 94,768
20 6,267.5 5,794.5 473.0 8.1% 112.0 1.9% 11% False True 88,998
40 6,291.0 5,794.5 496.5 8.5% 113.0 1.9% 10% False True 87,799
60 6,302.5 5,794.5 508.0 8.7% 125.5 2.1% 10% False True 96,850
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23.5
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 6,871.0
2.618 6,536.0
1.618 6,331.0
1.000 6,204.5
0.618 6,126.0
HIGH 5,999.5
0.618 5,921.0
0.500 5,897.0
0.382 5,873.0
LOW 5,794.5
0.618 5,668.0
1.000 5,589.5
1.618 5,463.0
2.618 5,258.0
4.250 4,923.0
Fisher Pivots for day following 03-Sep-2020
Pivot 1 day 3 day
R1 5,897.0 5,897.0
PP 5,880.0 5,880.0
S1 5,862.5 5,862.5

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

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