FTSE 100 Index Future December 2020


Trading Metrics calculated at close of trading on 26-Oct-2020
Day Change Summary
Previous Current
23-Oct-2020 26-Oct-2020 Change Change % Previous Week
Open 5,768.0 5,815.0 47.0 0.8% 5,905.5
High 5,861.0 5,842.5 -18.5 -0.3% 5,936.0
Low 5,755.5 5,730.5 -25.0 -0.4% 5,689.0
Close 5,826.0 5,766.0 -60.0 -1.0% 5,826.0
Range 105.5 112.0 6.5 6.2% 247.0
ATR 100.3 101.2 0.8 0.8% 0.0
Volume 80,127 102,332 22,205 27.7% 404,027
Daily Pivots for day following 26-Oct-2020
Classic Woodie Camarilla DeMark
R4 6,115.5 6,053.0 5,827.5
R3 6,003.5 5,941.0 5,797.0
R2 5,891.5 5,891.5 5,786.5
R1 5,829.0 5,829.0 5,776.5 5,804.0
PP 5,779.5 5,779.5 5,779.5 5,767.5
S1 5,717.0 5,717.0 5,755.5 5,692.0
S2 5,667.5 5,667.5 5,745.5
S3 5,555.5 5,605.0 5,735.0
S4 5,443.5 5,493.0 5,704.5
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 6,558.0 6,439.0 5,962.0
R3 6,311.0 6,192.0 5,894.0
R2 6,064.0 6,064.0 5,871.5
R1 5,945.0 5,945.0 5,848.5 5,881.0
PP 5,817.0 5,817.0 5,817.0 5,785.0
S1 5,698.0 5,698.0 5,803.5 5,634.0
S2 5,570.0 5,570.0 5,780.5
S3 5,323.0 5,451.0 5,758.0
S4 5,076.0 5,204.0 5,690.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,891.5 5,689.0 202.5 3.5% 107.0 1.9% 38% False False 86,973
10 6,002.0 5,689.0 313.0 5.4% 106.5 1.9% 25% False False 92,828
20 6,012.5 5,689.0 323.5 5.6% 92.0 1.6% 24% False False 87,177
40 6,097.5 5,689.0 408.5 7.1% 101.0 1.8% 19% False False 90,896
60 6,228.0 5,689.0 539.0 9.3% 82.0 1.4% 14% False False 60,701
80 6,240.5 5,689.0 551.5 9.6% 64.5 1.1% 14% False False 45,529
100 6,413.5 5,689.0 724.5 12.6% 58.0 1.0% 11% False False 36,430
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,318.5
2.618 6,135.5
1.618 6,023.5
1.000 5,954.5
0.618 5,911.5
HIGH 5,842.5
0.618 5,799.5
0.500 5,786.5
0.382 5,773.5
LOW 5,730.5
0.618 5,661.5
1.000 5,618.5
1.618 5,549.5
2.618 5,437.5
4.250 5,254.5
Fisher Pivots for day following 26-Oct-2020
Pivot 1 day 3 day
R1 5,786.5 5,775.0
PP 5,779.5 5,772.0
S1 5,773.0 5,769.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.