FTSE 100 Index Future December 2020


Trading Metrics calculated at close of trading on 04-Nov-2020
Day Change Summary
Previous Current
03-Nov-2020 04-Nov-2020 Change Change % Previous Week
Open 5,654.0 5,729.5 75.5 1.3% 5,815.0
High 5,783.5 5,879.0 95.5 1.7% 5,842.5
Low 5,654.0 5,632.0 -22.0 -0.4% 5,463.0
Close 5,755.5 5,854.5 99.0 1.7% 5,563.5
Range 129.5 247.0 117.5 90.7% 379.5
ATR 114.3 123.8 9.5 8.3% 0.0
Volume 98,019 127,623 29,604 30.2% 626,712
Daily Pivots for day following 04-Nov-2020
Classic Woodie Camarilla DeMark
R4 6,529.5 6,439.0 5,990.5
R3 6,282.5 6,192.0 5,922.5
R2 6,035.5 6,035.5 5,900.0
R1 5,945.0 5,945.0 5,877.0 5,990.0
PP 5,788.5 5,788.5 5,788.5 5,811.0
S1 5,698.0 5,698.0 5,832.0 5,743.0
S2 5,541.5 5,541.5 5,809.0
S3 5,294.5 5,451.0 5,786.5
S4 5,047.5 5,204.0 5,718.5
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 6,761.5 6,542.0 5,772.0
R3 6,382.0 6,162.5 5,668.0
R2 6,002.5 6,002.5 5,633.0
R1 5,783.0 5,783.0 5,598.5 5,703.0
PP 5,623.0 5,623.0 5,623.0 5,583.0
S1 5,403.5 5,403.5 5,528.5 5,323.5
S2 5,243.5 5,243.5 5,494.0
S3 4,864.0 5,024.0 5,459.0
S4 4,484.5 4,644.5 5,355.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,879.0 5,463.0 416.0 7.1% 143.5 2.5% 94% True False 121,559
10 5,879.0 5,463.0 416.0 7.1% 135.0 2.3% 94% True False 112,221
20 6,012.5 5,463.0 549.5 9.4% 114.0 1.9% 71% False False 99,265
40 6,097.5 5,463.0 634.5 10.8% 105.0 1.8% 62% False False 111,848
60 6,228.0 5,463.0 765.0 13.1% 96.5 1.6% 51% False False 75,015
80 6,240.5 5,463.0 777.5 13.3% 76.5 1.3% 50% False False 56,263
100 6,262.5 5,463.0 799.5 13.7% 64.0 1.1% 49% False False 45,014
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.6
Widest range in 108 trading days
Fibonacci Retracements and Extensions
4.250 6,929.0
2.618 6,525.5
1.618 6,278.5
1.000 6,126.0
0.618 6,031.5
HIGH 5,879.0
0.618 5,784.5
0.500 5,755.5
0.382 5,726.5
LOW 5,632.0
0.618 5,479.5
1.000 5,385.0
1.618 5,232.5
2.618 4,985.5
4.250 4,582.0
Fisher Pivots for day following 04-Nov-2020
Pivot 1 day 3 day
R1 5,821.5 5,803.5
PP 5,788.5 5,752.5
S1 5,755.5 5,702.0

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.