FTSE 100 Index Future December 2020


Trading Metrics calculated at close of trading on 20-Nov-2020
Day Change Summary
Previous Current
19-Nov-2020 20-Nov-2020 Change Change % Previous Week
Open 6,298.0 6,326.5 28.5 0.5% 6,353.5
High 6,358.5 6,380.0 21.5 0.3% 6,451.5
Low 6,296.5 6,306.5 10.0 0.2% 6,295.0
Close 6,324.0 6,334.5 10.5 0.2% 6,334.5
Range 62.0 73.5 11.5 18.5% 156.5
ATR 127.7 123.8 -3.9 -3.0% 0.0
Volume 113,086 110,942 -2,144 -1.9% 563,501
Daily Pivots for day following 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 6,561.0 6,521.0 6,375.0
R3 6,487.5 6,447.5 6,354.5
R2 6,414.0 6,414.0 6,348.0
R1 6,374.0 6,374.0 6,341.0 6,394.0
PP 6,340.5 6,340.5 6,340.5 6,350.0
S1 6,300.5 6,300.5 6,328.0 6,320.5
S2 6,267.0 6,267.0 6,321.0
S3 6,193.5 6,227.0 6,314.5
S4 6,120.0 6,153.5 6,294.0
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 6,830.0 6,738.5 6,420.5
R3 6,673.5 6,582.0 6,377.5
R2 6,517.0 6,517.0 6,363.0
R1 6,425.5 6,425.5 6,349.0 6,393.0
PP 6,360.5 6,360.5 6,360.5 6,344.0
S1 6,269.0 6,269.0 6,320.0 6,236.5
S2 6,204.0 6,204.0 6,306.0
S3 6,047.5 6,112.5 6,291.5
S4 5,891.0 5,956.0 6,248.5
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 6,295.0 156.5 2.5% 93.0 1.5% 25% False False 112,700
10 6,451.5 5,943.0 508.5 8.0% 130.5 2.1% 77% False False 132,447
20 6,451.5 5,463.0 988.5 15.6% 131.5 2.1% 88% False False 124,372
40 6,451.5 5,463.0 988.5 15.6% 111.0 1.8% 88% False False 105,489
60 6,451.5 5,463.0 988.5 15.6% 110.5 1.7% 88% False False 100,350
80 6,451.5 5,463.0 988.5 15.6% 93.0 1.5% 88% False False 75,340
100 6,451.5 5,463.0 988.5 15.6% 77.0 1.2% 88% False False 60,274
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,692.5
2.618 6,572.5
1.618 6,499.0
1.000 6,453.5
0.618 6,425.5
HIGH 6,380.0
0.618 6,352.0
0.500 6,343.0
0.382 6,334.5
LOW 6,306.5
0.618 6,261.0
1.000 6,233.0
1.618 6,187.5
2.618 6,114.0
4.250 5,994.0
Fisher Pivots for day following 20-Nov-2020
Pivot 1 day 3 day
R1 6,343.0 6,339.0
PP 6,340.5 6,337.5
S1 6,337.5 6,336.0

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

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