FTSE 100 Index Future December 2020


Trading Metrics calculated at close of trading on 01-Dec-2020
Day Change Summary
Previous Current
30-Nov-2020 01-Dec-2020 Change Change % Previous Week
Open 6,379.5 6,286.0 -93.5 -1.5% 6,352.5
High 6,396.0 6,387.5 -8.5 -0.1% 6,472.5
Low 6,237.0 6,277.0 40.0 0.6% 6,291.5
Close 6,292.5 6,379.5 87.0 1.4% 6,361.5
Range 159.0 110.5 -48.5 -30.5% 181.0
ATR 118.7 118.1 -0.6 -0.5% 0.0
Volume 177,892 127,645 -50,247 -28.2% 559,395
Daily Pivots for day following 01-Dec-2020
Classic Woodie Camarilla DeMark
R4 6,679.5 6,640.0 6,440.5
R3 6,569.0 6,529.5 6,410.0
R2 6,458.5 6,458.5 6,400.0
R1 6,419.0 6,419.0 6,389.5 6,439.0
PP 6,348.0 6,348.0 6,348.0 6,358.0
S1 6,308.5 6,308.5 6,369.5 6,328.0
S2 6,237.5 6,237.5 6,359.0
S3 6,127.0 6,198.0 6,349.0
S4 6,016.5 6,087.5 6,318.5
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% 114.5 1.8% 61% False False 133,400
10 6,472.5 6,237.0 235.5 3.7% 95.0 1.5% 61% False False 118,157
20 6,472.5 5,632.0 840.5 13.2% 123.0 1.9% 89% False False 125,940
40 6,472.5 5,463.0 1,009.5 15.8% 114.0 1.8% 91% False False 111,277
60 6,472.5 5,463.0 1,009.5 15.8% 110.0 1.7% 91% False False 114,649
80 6,472.5 5,463.0 1,009.5 15.8% 100.5 1.6% 91% False False 86,151
100 6,472.5 5,463.0 1,009.5 15.8% 83.5 1.3% 91% False False 68,922
120 6,472.5 5,463.0 1,009.5 15.8% 72.5 1.1% 91% False False 57,439
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,857.0
2.618 6,677.0
1.618 6,566.5
1.000 6,498.0
0.618 6,456.0
HIGH 6,387.5
0.618 6,345.5
0.500 6,332.0
0.382 6,319.0
LOW 6,277.0
0.618 6,208.5
1.000 6,166.5
1.618 6,098.0
2.618 5,987.5
4.250 5,807.5
Fisher Pivots for day following 01-Dec-2020
Pivot 1 day 3 day
R1 6,364.0 6,360.5
PP 6,348.0 6,342.0
S1 6,332.0 6,323.0

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

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