FTSE 100 Index Future December 2020


Trading Metrics calculated at close of trading on 20-Oct-2020
Day Change Summary
Previous Current
19-Oct-2020 20-Oct-2020 Change Change % Previous Week
Open 5,905.5 5,856.5 -49.0 -0.8% 5,978.0
High 5,936.0 5,891.5 -44.5 -0.7% 6,010.0
Low 5,819.5 5,830.5 11.0 0.2% 5,757.0
Close 5,863.5 5,873.0 9.5 0.2% 5,902.5
Range 116.5 61.0 -55.5 -47.6% 253.0
ATR 98.2 95.6 -2.7 -2.7% 0.0
Volume 71,492 68,991 -2,501 -3.5% 483,259
Daily Pivots for day following 20-Oct-2020
Classic Woodie Camarilla DeMark
R4 6,048.0 6,021.5 5,906.5
R3 5,987.0 5,960.5 5,890.0
R2 5,926.0 5,926.0 5,884.0
R1 5,899.5 5,899.5 5,878.5 5,913.0
PP 5,865.0 5,865.0 5,865.0 5,871.5
S1 5,838.5 5,838.5 5,867.5 5,852.0
S2 5,804.0 5,804.0 5,862.0
S3 5,743.0 5,777.5 5,856.0
S4 5,682.0 5,716.5 5,839.5
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 6,649.0 6,528.5 6,041.5
R3 6,396.0 6,275.5 5,972.0
R2 6,143.0 6,143.0 5,949.0
R1 6,022.5 6,022.5 5,925.5 5,956.0
PP 5,890.0 5,890.0 5,890.0 5,856.5
S1 5,769.5 5,769.5 5,879.5 5,703.0
S2 5,637.0 5,637.0 5,856.0
S3 5,384.0 5,516.5 5,833.0
S4 5,131.0 5,263.5 5,763.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,983.0 5,757.0 226.0 3.8% 102.5 1.7% 51% False False 93,159
10 6,012.5 5,757.0 255.5 4.4% 84.0 1.4% 45% False False 83,516
20 6,012.5 5,739.5 273.0 4.6% 89.0 1.5% 49% False False 88,656
40 6,114.0 5,739.5 374.5 6.4% 95.0 1.6% 36% False False 81,896
60 6,228.0 5,739.5 488.5 8.3% 74.5 1.3% 27% False False 54,604
80 6,240.5 5,739.5 501.0 8.5% 59.5 1.0% 27% False False 40,956
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.5
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,151.0
2.618 6,051.0
1.618 5,990.0
1.000 5,952.5
0.618 5,929.0
HIGH 5,891.5
0.618 5,868.0
0.500 5,861.0
0.382 5,854.0
LOW 5,830.5
0.618 5,793.0
1.000 5,769.5
1.618 5,732.0
2.618 5,671.0
4.250 5,571.0
Fisher Pivots for day following 20-Oct-2020
Pivot 1 day 3 day
R1 5,869.0 5,878.0
PP 5,865.0 5,876.0
S1 5,861.0 5,874.5

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

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