FTSE 100 Index Future December 2020


Trading Metrics calculated at close of trading on 17-Nov-2020
Day Change Summary
Previous Current
16-Nov-2020 17-Nov-2020 Change Change % Previous Week
Open 6,353.5 6,401.5 48.0 0.8% 5,947.0
High 6,451.5 6,411.0 -40.5 -0.6% 6,378.0
Low 6,317.5 6,295.0 -22.5 -0.4% 5,943.0
Close 6,418.0 6,348.5 -69.5 -1.1% 6,313.0
Range 134.0 116.0 -18.0 -13.4% 435.0
ATR 136.4 135.4 -1.0 -0.7% 0.0
Volume 105,488 141,374 35,886 34.0% 760,972
Daily Pivots for day following 17-Nov-2020
Classic Woodie Camarilla DeMark
R4 6,699.5 6,640.0 6,412.5
R3 6,583.5 6,524.0 6,380.5
R2 6,467.5 6,467.5 6,370.0
R1 6,408.0 6,408.0 6,359.0 6,380.0
PP 6,351.5 6,351.5 6,351.5 6,337.5
S1 6,292.0 6,292.0 6,338.0 6,264.0
S2 6,235.5 6,235.5 6,327.0
S3 6,119.5 6,176.0 6,316.5
S4 6,003.5 6,060.0 6,284.5
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 7,516.5 7,349.5 6,552.0
R3 7,081.5 6,914.5 6,432.5
R2 6,646.5 6,646.5 6,393.0
R1 6,479.5 6,479.5 6,353.0 6,563.0
PP 6,211.5 6,211.5 6,211.5 6,253.0
S1 6,044.5 6,044.5 6,273.0 6,128.0
S2 5,776.5 5,776.5 6,233.0
S3 5,341.5 5,609.5 6,193.5
S4 4,906.5 5,174.5 6,074.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,451.5 6,239.0 212.5 3.3% 116.5 1.8% 52% False False 119,682
10 6,451.5 5,632.0 819.5 12.9% 151.5 2.4% 87% False False 133,723
20 6,451.5 5,463.0 988.5 15.6% 139.0 2.2% 90% False False 121,718
40 6,451.5 5,463.0 988.5 15.6% 114.0 1.8% 90% False False 105,187
60 6,451.5 5,463.0 988.5 15.6% 109.5 1.7% 90% False False 95,170
80 6,451.5 5,463.0 988.5 15.6% 91.0 1.4% 90% False False 71,383
100 6,451.5 5,463.0 988.5 15.6% 75.0 1.2% 90% False False 57,108
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 25.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,904.0
2.618 6,714.5
1.618 6,598.5
1.000 6,527.0
0.618 6,482.5
HIGH 6,411.0
0.618 6,366.5
0.500 6,353.0
0.382 6,339.5
LOW 6,295.0
0.618 6,223.5
1.000 6,179.0
1.618 6,107.5
2.618 5,991.5
4.250 5,802.0
Fisher Pivots for day following 17-Nov-2020
Pivot 1 day 3 day
R1 6,353.0 6,349.0
PP 6,351.5 6,348.5
S1 6,350.0 6,348.5

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

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