FTSE 100 Index Future December 2020


Trading Metrics calculated at close of trading on 18-Nov-2020
Day Change Summary
Previous Current
17-Nov-2020 18-Nov-2020 Change Change % Previous Week
Open 6,401.5 6,337.0 -64.5 -1.0% 5,947.0
High 6,411.0 6,381.5 -29.5 -0.5% 6,378.0
Low 6,295.0 6,301.5 6.5 0.1% 5,943.0
Close 6,348.5 6,375.5 27.0 0.4% 6,313.0
Range 116.0 80.0 -36.0 -31.0% 435.0
ATR 135.4 131.5 -4.0 -2.9% 0.0
Volume 141,374 92,611 -48,763 -34.5% 760,972
Daily Pivots for day following 18-Nov-2020
Classic Woodie Camarilla DeMark
R4 6,593.0 6,564.0 6,419.5
R3 6,513.0 6,484.0 6,397.5
R2 6,433.0 6,433.0 6,390.0
R1 6,404.0 6,404.0 6,383.0 6,418.5
PP 6,353.0 6,353.0 6,353.0 6,360.0
S1 6,324.0 6,324.0 6,368.0 6,338.5
S2 6,273.0 6,273.0 6,361.0
S3 6,193.0 6,244.0 6,353.5
S4 6,113.0 6,164.0 6,331.5
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 6,246.0 205.5 3.2% 105.0 1.6% 63% False False 111,401
10 6,451.5 5,828.0 623.5 9.8% 135.0 2.1% 88% False False 130,222
20 6,451.5 5,463.0 988.5 15.5% 135.0 2.1% 92% False False 121,221
40 6,451.5 5,463.0 988.5 15.5% 113.0 1.8% 92% False False 104,557
60 6,451.5 5,463.0 988.5 15.5% 109.0 1.7% 92% False False 96,640
80 6,451.5 5,463.0 988.5 15.5% 92.0 1.4% 92% False False 72,540
100 6,451.5 5,463.0 988.5 15.5% 76.0 1.2% 92% False False 58,034
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.9
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 6,721.5
2.618 6,591.0
1.618 6,511.0
1.000 6,461.5
0.618 6,431.0
HIGH 6,381.5
0.618 6,351.0
0.500 6,341.5
0.382 6,332.0
LOW 6,301.5
0.618 6,252.0
1.000 6,221.5
1.618 6,172.0
2.618 6,092.0
4.250 5,961.5
Fisher Pivots for day following 18-Nov-2020
Pivot 1 day 3 day
R1 6,364.0 6,375.0
PP 6,353.0 6,374.0
S1 6,341.5 6,373.0

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

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