FTSE 100 Index Future December 2020


Trading Metrics calculated at close of trading on 23-Nov-2020
Day Change Summary
Previous Current
20-Nov-2020 23-Nov-2020 Change Change % Previous Week
Open 6,326.5 6,352.5 26.0 0.4% 6,353.5
High 6,380.0 6,378.5 -1.5 0.0% 6,451.5
Low 6,306.5 6,307.5 1.0 0.0% 6,295.0
Close 6,334.5 6,332.0 -2.5 0.0% 6,334.5
Range 73.5 71.0 -2.5 -3.4% 156.5
ATR 123.8 120.1 -3.8 -3.0% 0.0
Volume 110,942 86,523 -24,419 -22.0% 563,501
Daily Pivots for day following 23-Nov-2020
Classic Woodie Camarilla DeMark
R4 6,552.5 6,513.0 6,371.0
R3 6,481.5 6,442.0 6,351.5
R2 6,410.5 6,410.5 6,345.0
R1 6,371.0 6,371.0 6,338.5 6,355.0
PP 6,339.5 6,339.5 6,339.5 6,331.5
S1 6,300.0 6,300.0 6,325.5 6,284.0
S2 6,268.5 6,268.5 6,319.0
S3 6,197.5 6,229.0 6,312.5
S4 6,126.5 6,158.0 6,293.0
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 6,411.0 6,295.0 116.0 1.8% 80.5 1.3% 32% False False 108,907
10 6,451.5 6,083.0 368.5 5.8% 108.0 1.7% 68% False False 120,608
20 6,451.5 5,463.0 988.5 15.6% 129.5 2.0% 88% False False 123,582
40 6,451.5 5,463.0 988.5 15.6% 111.0 1.8% 88% False False 105,379
60 6,451.5 5,463.0 988.5 15.6% 110.5 1.7% 88% False False 101,791
80 6,451.5 5,463.0 988.5 15.6% 93.5 1.5% 88% False False 76,422
100 6,451.5 5,463.0 988.5 15.6% 77.5 1.2% 88% False False 61,139
120 6,451.5 5,463.0 988.5 15.6% 70.0 1.1% 88% False False 50,956
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,680.0
2.618 6,564.5
1.618 6,493.5
1.000 6,449.5
0.618 6,422.5
HIGH 6,378.5
0.618 6,351.5
0.500 6,343.0
0.382 6,334.5
LOW 6,307.5
0.618 6,263.5
1.000 6,236.5
1.618 6,192.5
2.618 6,121.5
4.250 6,006.0
Fisher Pivots for day following 23-Nov-2020
Pivot 1 day 3 day
R1 6,343.0 6,338.0
PP 6,339.5 6,336.0
S1 6,335.5 6,334.0

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

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