FTSE 100 Index Future December 2020


Trading Metrics calculated at close of trading on 21-Oct-2020
Day Change Summary
Previous Current
20-Oct-2020 21-Oct-2020 Change Change % Previous Week
Open 5,856.5 5,863.5 7.0 0.1% 5,978.0
High 5,891.5 5,890.5 -1.0 0.0% 6,010.0
Low 5,830.5 5,729.0 -101.5 -1.7% 5,757.0
Close 5,873.0 5,745.0 -128.0 -2.2% 5,902.5
Range 61.0 161.5 100.5 164.8% 253.0
ATR 95.6 100.3 4.7 4.9% 0.0
Volume 68,991 102,536 33,545 48.6% 483,259
Daily Pivots for day following 21-Oct-2020
Classic Woodie Camarilla DeMark
R4 6,272.5 6,170.5 5,834.0
R3 6,111.0 6,009.0 5,789.5
R2 5,949.5 5,949.5 5,774.5
R1 5,847.5 5,847.5 5,760.0 5,818.0
PP 5,788.0 5,788.0 5,788.0 5,773.5
S1 5,686.0 5,686.0 5,730.0 5,656.0
S2 5,626.5 5,626.5 5,715.5
S3 5,465.0 5,524.5 5,700.5
S4 5,303.5 5,363.0 5,656.0
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 5,936.0 5,729.0 207.0 3.6% 113.0 2.0% 8% False True 97,913
10 6,012.5 5,729.0 283.5 4.9% 93.0 1.6% 6% False True 86,309
20 6,012.5 5,729.0 283.5 4.9% 91.0 1.6% 6% False True 87,892
40 6,097.5 5,729.0 368.5 6.4% 96.0 1.7% 4% False True 84,350
60 6,228.0 5,729.0 499.0 8.7% 77.5 1.3% 3% False True 56,313
80 6,240.5 5,729.0 511.5 8.9% 61.5 1.1% 3% False True 42,237
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 20.2
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 6,577.0
2.618 6,313.5
1.618 6,152.0
1.000 6,052.0
0.618 5,990.5
HIGH 5,890.5
0.618 5,829.0
0.500 5,810.0
0.382 5,790.5
LOW 5,729.0
0.618 5,629.0
1.000 5,567.5
1.618 5,467.5
2.618 5,306.0
4.250 5,042.5
Fisher Pivots for day following 21-Oct-2020
Pivot 1 day 3 day
R1 5,810.0 5,832.5
PP 5,788.0 5,803.5
S1 5,766.5 5,774.0

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

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