FTSE 100 Index Future December 2020


Trading Metrics calculated at close of trading on 30-Nov-2020
Day Change Summary
Previous Current
27-Nov-2020 30-Nov-2020 Change Change % Previous Week
Open 6,348.0 6,379.5 31.5 0.5% 6,352.5
High 6,409.0 6,396.0 -13.0 -0.2% 6,472.5
Low 6,291.5 6,237.0 -54.5 -0.9% 6,291.5
Close 6,361.5 6,292.5 -69.0 -1.1% 6,361.5
Range 117.5 159.0 41.5 35.3% 181.0
ATR 115.6 118.7 3.1 2.7% 0.0
Volume 199,242 177,892 -21,350 -10.7% 559,395
Daily Pivots for day following 30-Nov-2020
Classic Woodie Camarilla DeMark
R4 6,785.5 6,698.0 6,380.0
R3 6,626.5 6,539.0 6,336.0
R2 6,467.5 6,467.5 6,321.5
R1 6,380.0 6,380.0 6,307.0 6,344.0
PP 6,308.5 6,308.5 6,308.5 6,290.5
S1 6,221.0 6,221.0 6,278.0 6,185.0
S2 6,149.5 6,149.5 6,263.5
S3 5,990.5 6,062.0 6,249.0
S4 5,831.5 5,903.0 6,205.0
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 6,918.0 6,821.0 6,461.0
R3 6,737.0 6,640.0 6,411.5
R2 6,556.0 6,556.0 6,394.5
R1 6,459.0 6,459.0 6,378.0 6,507.5
PP 6,375.0 6,375.0 6,375.0 6,399.5
S1 6,278.0 6,278.0 6,345.0 6,326.5
S2 6,194.0 6,194.0 6,328.5
S3 6,013.0 6,097.0 6,311.5
S4 5,832.0 5,916.0 6,262.0
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 6,237.0 235.5 3.7% 110.0 1.8% 24% False True 130,152
10 6,472.5 6,237.0 235.5 3.7% 95.5 1.5% 24% False True 119,530
20 6,472.5 5,632.0 840.5 13.4% 124.0 2.0% 79% False False 124,459
40 6,472.5 5,463.0 1,009.5 16.0% 113.0 1.8% 82% False False 110,023
60 6,472.5 5,463.0 1,009.5 16.0% 109.5 1.7% 82% False False 112,614
80 6,472.5 5,463.0 1,009.5 16.0% 99.5 1.6% 82% False False 84,556
100 6,472.5 5,463.0 1,009.5 16.0% 82.5 1.3% 82% False False 67,646
120 6,472.5 5,463.0 1,009.5 16.0% 72.0 1.1% 82% False False 56,377
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.3
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 7,072.0
2.618 6,812.5
1.618 6,653.5
1.000 6,555.0
0.618 6,494.5
HIGH 6,396.0
0.618 6,335.5
0.500 6,316.5
0.382 6,297.5
LOW 6,237.0
0.618 6,138.5
1.000 6,078.0
1.618 5,979.5
2.618 5,820.5
4.250 5,561.0
Fisher Pivots for day following 30-Nov-2020
Pivot 1 day 3 day
R1 6,316.5 6,323.0
PP 6,308.5 6,313.0
S1 6,300.5 6,302.5

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

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