FTSE 100 Index Future December 2020


Trading Metrics calculated at close of trading on 26-Nov-2020
Day Change Summary
Previous Current
25-Nov-2020 26-Nov-2020 Change Change % Previous Week
Open 6,445.0 6,386.0 -59.0 -0.9% 6,353.5
High 6,472.5 6,404.5 -68.0 -1.1% 6,451.5
Low 6,359.0 6,332.5 -26.5 -0.4% 6,295.0
Close 6,373.0 6,352.5 -20.5 -0.3% 6,334.5
Range 113.5 72.0 -41.5 -36.6% 156.5
ATR 118.8 115.5 -3.3 -2.8% 0.0
Volume 92,572 69,650 -22,922 -24.8% 563,501
Daily Pivots for day following 26-Nov-2020
Classic Woodie Camarilla DeMark
R4 6,579.0 6,538.0 6,392.0
R3 6,507.0 6,466.0 6,372.5
R2 6,435.0 6,435.0 6,365.5
R1 6,394.0 6,394.0 6,359.0 6,378.5
PP 6,363.0 6,363.0 6,363.0 6,355.5
S1 6,322.0 6,322.0 6,346.0 6,306.5
S2 6,291.0 6,291.0 6,339.5
S3 6,219.0 6,250.0 6,332.5
S4 6,147.0 6,178.0 6,313.0
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 6,472.5 6,306.5 166.0 2.6% 84.0 1.3% 28% False False 94,219
10 6,472.5 6,246.0 226.5 3.6% 90.5 1.4% 47% False False 102,590
20 6,472.5 5,463.0 1,009.5 15.9% 122.5 1.9% 88% False False 117,600
40 6,472.5 5,463.0 1,009.5 15.9% 111.0 1.7% 88% False False 104,717
60 6,472.5 5,463.0 1,009.5 15.9% 108.5 1.7% 88% False False 106,336
80 6,472.5 5,463.0 1,009.5 15.9% 96.0 1.5% 88% False False 79,842
100 6,472.5 5,463.0 1,009.5 15.9% 80.5 1.3% 88% False False 63,875
120 6,472.5 5,463.0 1,009.5 15.9% 71.5 1.1% 88% False False 53,236
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 20.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,710.5
2.618 6,593.0
1.618 6,521.0
1.000 6,476.5
0.618 6,449.0
HIGH 6,404.5
0.618 6,377.0
0.500 6,368.5
0.382 6,360.0
LOW 6,332.5
0.618 6,288.0
1.000 6,260.5
1.618 6,216.0
2.618 6,144.0
4.250 6,026.5
Fisher Pivots for day following 26-Nov-2020
Pivot 1 day 3 day
R1 6,368.5 6,402.5
PP 6,363.0 6,386.0
S1 6,358.0 6,369.0

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

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