FTSE 100 Index Future December 2020


Trading Metrics calculated at close of trading on 22-Oct-2020
Day Change Summary
Previous Current
21-Oct-2020 22-Oct-2020 Change Change % Previous Week
Open 5,863.5 5,715.0 -148.5 -2.5% 5,978.0
High 5,890.5 5,784.5 -106.0 -1.8% 6,010.0
Low 5,729.0 5,689.0 -40.0 -0.7% 5,757.0
Close 5,745.0 5,763.0 18.0 0.3% 5,902.5
Range 161.5 95.5 -66.0 -40.9% 253.0
ATR 100.3 99.9 -0.3 -0.3% 0.0
Volume 102,536 80,881 -21,655 -21.1% 483,259
Daily Pivots for day following 22-Oct-2020
Classic Woodie Camarilla DeMark
R4 6,032.0 5,993.0 5,815.5
R3 5,936.5 5,897.5 5,789.5
R2 5,841.0 5,841.0 5,780.5
R1 5,802.0 5,802.0 5,772.0 5,821.5
PP 5,745.5 5,745.5 5,745.5 5,755.0
S1 5,706.5 5,706.5 5,754.0 5,726.0
S2 5,650.0 5,650.0 5,745.5
S3 5,554.5 5,611.0 5,736.5
S4 5,459.0 5,515.5 5,710.5
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 5,936.0 5,689.0 247.0 4.3% 102.5 1.8% 30% False True 87,460
10 6,012.5 5,689.0 323.5 5.6% 94.5 1.6% 23% False True 87,074
20 6,012.5 5,689.0 323.5 5.6% 91.0 1.6% 23% False True 86,831
40 6,097.5 5,689.0 408.5 7.1% 98.0 1.7% 18% False True 86,339
60 6,228.0 5,689.0 539.0 9.4% 79.0 1.4% 14% False True 57,661
80 6,240.5 5,689.0 551.5 9.6% 62.5 1.1% 13% False True 43,248
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 20.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,190.5
2.618 6,034.5
1.618 5,939.0
1.000 5,880.0
0.618 5,843.5
HIGH 5,784.5
0.618 5,748.0
0.500 5,737.0
0.382 5,725.5
LOW 5,689.0
0.618 5,630.0
1.000 5,593.5
1.618 5,534.5
2.618 5,439.0
4.250 5,283.0
Fisher Pivots for day following 22-Oct-2020
Pivot 1 day 3 day
R1 5,754.0 5,790.0
PP 5,745.5 5,781.0
S1 5,737.0 5,772.0

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

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