FTSE 100 Index Future December 2020


Trading Metrics calculated at close of trading on 09-Nov-2020
Day Change Summary
Previous Current
06-Nov-2020 09-Nov-2020 Change Change % Previous Week
Open 5,860.0 5,947.0 87.0 1.5% 5,529.0
High 5,929.5 6,239.5 310.0 5.2% 5,929.5
Low 5,834.0 5,943.0 109.0 1.9% 5,524.5
Close 5,884.5 6,176.5 292.0 5.0% 5,884.5
Range 95.5 296.5 201.0 210.5% 405.0
ATR 119.1 136.0 16.8 14.1% 0.0
Volume 93,827 204,912 111,085 118.4% 536,273
Daily Pivots for day following 09-Nov-2020
Classic Woodie Camarilla DeMark
R4 7,009.0 6,889.5 6,339.5
R3 6,712.5 6,593.0 6,258.0
R2 6,416.0 6,416.0 6,231.0
R1 6,296.5 6,296.5 6,203.5 6,356.0
PP 6,119.5 6,119.5 6,119.5 6,149.5
S1 6,000.0 6,000.0 6,149.5 6,060.0
S2 5,823.0 5,823.0 6,122.0
S3 5,526.5 5,703.5 6,095.0
S4 5,230.0 5,407.0 6,013.5
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 6,994.5 6,844.5 6,107.0
R3 6,589.5 6,439.5 5,996.0
R2 6,184.5 6,184.5 5,959.0
R1 6,034.5 6,034.5 5,921.5 6,109.5
PP 5,779.5 5,779.5 5,779.5 5,817.0
S1 5,629.5 5,629.5 5,847.5 5,704.5
S2 5,374.5 5,374.5 5,810.0
S3 4,969.5 5,224.5 5,773.0
S4 4,564.5 4,819.5 5,662.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,239.5 5,632.0 607.5 9.8% 170.5 2.8% 90% True False 126,466
10 6,239.5 5,463.0 776.5 12.6% 151.0 2.4% 92% True False 126,556
20 6,239.5 5,463.0 776.5 12.6% 129.0 2.1% 92% True False 109,692
40 6,239.5 5,463.0 776.5 12.6% 111.5 1.8% 92% True False 110,387
60 6,239.5 5,463.0 776.5 12.6% 101.0 1.6% 92% True False 81,792
80 6,239.5 5,463.0 776.5 12.6% 82.5 1.3% 92% True False 61,347
100 6,262.5 5,463.0 799.5 12.9% 68.0 1.1% 89% False False 49,079
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 24.9
Widest range in 111 trading days
Fibonacci Retracements and Extensions
4.250 7,499.5
2.618 7,015.5
1.618 6,719.0
1.000 6,536.0
0.618 6,422.5
HIGH 6,239.5
0.618 6,126.0
0.500 6,091.0
0.382 6,056.5
LOW 5,943.0
0.618 5,760.0
1.000 5,646.5
1.618 5,463.5
2.618 5,167.0
4.250 4,683.0
Fisher Pivots for day following 09-Nov-2020
Pivot 1 day 3 day
R1 6,148.0 6,129.0
PP 6,119.5 6,081.5
S1 6,091.0 6,034.0

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

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