FTSE 100 Index Future December 2020


Trading Metrics calculated at close of trading on 28-Oct-2020
Day Change Summary
Previous Current
27-Oct-2020 28-Oct-2020 Change Change % Previous Week
Open 5,777.0 5,669.0 -108.0 -1.9% 5,905.5
High 5,790.0 5,690.5 -99.5 -1.7% 5,936.0
Low 5,667.5 5,497.0 -170.5 -3.0% 5,689.0
Close 5,712.0 5,539.5 -172.5 -3.0% 5,826.0
Range 122.5 193.5 71.0 58.0% 247.0
ATR 102.7 110.7 8.0 7.8% 0.0
Volume 104,416 146,660 42,244 40.5% 404,027
Daily Pivots for day following 28-Oct-2020
Classic Woodie Camarilla DeMark
R4 6,156.0 6,041.5 5,646.0
R3 5,962.5 5,848.0 5,592.5
R2 5,769.0 5,769.0 5,575.0
R1 5,654.5 5,654.5 5,557.0 5,615.0
PP 5,575.5 5,575.5 5,575.5 5,556.0
S1 5,461.0 5,461.0 5,522.0 5,421.5
S2 5,382.0 5,382.0 5,504.0
S3 5,188.5 5,267.5 5,486.5
S4 4,995.0 5,074.0 5,433.0
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 5,861.0 5,497.0 364.0 6.6% 126.0 2.3% 12% False True 102,883
10 5,936.0 5,497.0 439.0 7.9% 119.5 2.2% 10% False True 100,398
20 6,012.5 5,497.0 515.5 9.3% 98.5 1.8% 8% False True 89,421
40 6,097.5 5,497.0 600.5 10.8% 104.5 1.9% 7% False True 97,154
60 6,228.0 5,497.0 731.0 13.2% 86.5 1.6% 6% False True 64,886
80 6,240.5 5,497.0 743.5 13.4% 68.5 1.2% 6% False True 48,667
100 6,264.5 5,497.0 767.5 13.9% 60.0 1.1% 6% False True 38,941
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 20.7
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 6,513.0
2.618 6,197.0
1.618 6,003.5
1.000 5,884.0
0.618 5,810.0
HIGH 5,690.5
0.618 5,616.5
0.500 5,594.0
0.382 5,571.0
LOW 5,497.0
0.618 5,377.5
1.000 5,303.5
1.618 5,184.0
2.618 4,990.5
4.250 4,674.5
Fisher Pivots for day following 28-Oct-2020
Pivot 1 day 3 day
R1 5,594.0 5,670.0
PP 5,575.5 5,626.5
S1 5,557.5 5,583.0

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

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