FTSE 100 Index Future December 2020


Trading Metrics calculated at close of trading on 11-Nov-2020
Day Change Summary
Previous Current
10-Nov-2020 11-Nov-2020 Change Change % Previous Week
Open 6,114.5 6,242.0 127.5 2.1% 5,529.0
High 6,294.0 6,378.0 84.0 1.3% 5,929.5
Low 6,083.0 6,239.0 156.0 2.6% 5,524.5
Close 6,283.5 6,374.0 90.5 1.4% 5,884.5
Range 211.0 139.0 -72.0 -34.1% 405.0
ATR 141.3 141.2 -0.2 -0.1% 0.0
Volume 204,509 134,018 -70,491 -34.5% 536,273
Daily Pivots for day following 11-Nov-2020
Classic Woodie Camarilla DeMark
R4 6,747.5 6,699.5 6,450.5
R3 6,608.5 6,560.5 6,412.0
R2 6,469.5 6,469.5 6,399.5
R1 6,421.5 6,421.5 6,386.5 6,445.5
PP 6,330.5 6,330.5 6,330.5 6,342.0
S1 6,282.5 6,282.5 6,361.5 6,306.5
S2 6,191.5 6,191.5 6,348.5
S3 6,052.5 6,143.5 6,336.0
S4 5,913.5 6,004.5 6,297.5
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 6,378.0 5,828.0 550.0 8.6% 165.0 2.6% 99% True False 149,043
10 6,378.0 5,463.0 915.0 14.4% 154.5 2.4% 100% True False 135,301
20 6,378.0 5,463.0 915.0 14.4% 137.0 2.1% 100% True False 117,849
40 6,378.0 5,463.0 915.0 14.4% 116.0 1.8% 100% True False 105,014
60 6,378.0 5,463.0 915.0 14.4% 105.5 1.7% 100% True False 87,434
80 6,378.0 5,463.0 915.0 14.4% 86.5 1.4% 100% True False 65,578
100 6,378.0 5,463.0 915.0 14.4% 71.5 1.1% 100% True False 52,464
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 False
Bull Hook False
Stretch 24.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,969.0
2.618 6,742.0
1.618 6,603.0
1.000 6,517.0
0.618 6,464.0
HIGH 6,378.0
0.618 6,325.0
0.500 6,308.5
0.382 6,292.0
LOW 6,239.0
0.618 6,153.0
1.000 6,100.0
1.618 6,014.0
2.618 5,875.0
4.250 5,648.0
Fisher Pivots for day following 11-Nov-2020
Pivot 1 day 3 day
R1 6,352.0 6,303.0
PP 6,330.5 6,231.5
S1 6,308.5 6,160.5

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

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