FTSE 100 Index Future December 2020


Trading Metrics calculated at close of trading on 01-Sep-2020
Day Change Summary
Previous Current
28-Aug-2020 01-Sep-2020 Change Change % Previous Week
Open 5,985.0 5,875.0 -110.0 -1.8% 5,980.5
High 5,985.0 5,918.0 -67.0 -1.1% 6,114.0
Low 5,930.0 5,796.0 -134.0 -2.3% 5,930.0
Close 5,930.5 5,820.0 -110.5 -1.9% 5,930.5
Range 55.0 122.0 67.0 121.8% 184.0
ATR 69.5 74.2 4.6 6.7% 0.0
Volume 49 652 603 1,230.6% 5,927
Daily Pivots for day following 01-Sep-2020
Classic Woodie Camarilla DeMark
R4 6,210.5 6,137.5 5,887.0
R3 6,088.5 6,015.5 5,853.5
R2 5,966.5 5,966.5 5,842.5
R1 5,893.5 5,893.5 5,831.0 5,869.0
PP 5,844.5 5,844.5 5,844.5 5,832.5
S1 5,771.5 5,771.5 5,809.0 5,747.0
S2 5,722.5 5,722.5 5,797.5
S3 5,600.5 5,649.5 5,786.5
S4 5,478.5 5,527.5 5,753.0
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 6,543.5 6,421.0 6,031.5
R3 6,359.5 6,237.0 5,981.0
R2 6,175.5 6,175.5 5,964.0
R1 6,053.0 6,053.0 5,947.5 6,022.0
PP 5,991.5 5,991.5 5,991.5 5,976.0
S1 5,869.0 5,869.0 5,913.5 5,838.0
S2 5,807.5 5,807.5 5,897.0
S3 5,623.5 5,685.0 5,880.0
S4 5,439.5 5,501.0 5,829.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,114.0 5,796.0 318.0 5.5% 70.0 1.2% 8% False True 1,304
10 6,114.0 5,796.0 318.0 5.5% 63.0 1.1% 8% False True 679
20 6,228.0 5,796.0 432.0 7.4% 49.0 0.8% 6% False True 345
40 6,240.5 5,796.0 444.5 7.6% 31.5 0.5% 5% False True 177
60 6,322.5 5,796.0 526.5 9.0% 31.0 0.5% 5% False True 131
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 6.8
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6,436.5
2.618 6,237.5
1.618 6,115.5
1.000 6,040.0
0.618 5,993.5
HIGH 5,918.0
0.618 5,871.5
0.500 5,857.0
0.382 5,842.5
LOW 5,796.0
0.618 5,720.5
1.000 5,674.0
1.618 5,598.5
2.618 5,476.5
4.250 5,277.5
Fisher Pivots for day following 01-Sep-2020
Pivot 1 day 3 day
R1 5,857.0 5,908.0
PP 5,844.5 5,878.5
S1 5,832.5 5,849.5

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

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