FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 01-Aug-2008
Day Change Summary
Previous Current
31-Jul-2008 01-Aug-2008 Change Change % Previous Week
Open 5,468.0 5,399.5 -68.5 -1.3% 5,371.5
High 5,468.0 5,429.5 -38.5 -0.7% 5,483.0
Low 5,407.0 5,370.5 -36.5 -0.7% 5,301.0
Close 5,441.0 5,378.5 -62.5 -1.1% 5,378.5
Range 61.0 59.0 -2.0 -3.3% 182.0
ATR 91.3 89.9 -1.5 -1.6% 0.0
Volume 32 23 -9 -28.1% 164
Daily Pivots for day following 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,570.0 5,533.0 5,411.0
R3 5,511.0 5,474.0 5,394.5
R2 5,452.0 5,452.0 5,389.5
R1 5,415.0 5,415.0 5,384.0 5,404.0
PP 5,393.0 5,393.0 5,393.0 5,387.0
S1 5,356.0 5,356.0 5,373.0 5,345.0
S2 5,334.0 5,334.0 5,367.5
S3 5,275.0 5,297.0 5,362.5
S4 5,216.0 5,238.0 5,346.0
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,933.5 5,838.0 5,478.5
R3 5,751.5 5,656.0 5,428.5
R2 5,569.5 5,569.5 5,412.0
R1 5,474.0 5,474.0 5,395.0 5,522.0
PP 5,387.5 5,387.5 5,387.5 5,411.5
S1 5,292.0 5,292.0 5,362.0 5,340.0
S2 5,205.5 5,205.5 5,345.0
S3 5,023.5 5,110.0 5,328.5
S4 4,841.5 4,928.0 5,278.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,483.0 5,301.0 182.0 3.4% 60.5 1.1% 43% False False 32
10 5,500.0 5,301.0 199.0 3.7% 64.5 1.2% 39% False False 48
20 5,577.5 5,133.0 444.5 8.3% 77.5 1.4% 55% False False 40
40 6,025.5 5,133.0 892.5 16.6% 63.0 1.2% 28% False False 111
60 6,421.0 5,133.0 1,288.0 23.9% 45.0 0.8% 19% False False 78
Crabel Price Patterns
NR True
NR4 True
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 8.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,680.0
2.618 5,584.0
1.618 5,525.0
1.000 5,488.5
0.618 5,466.0
HIGH 5,429.5
0.618 5,407.0
0.500 5,400.0
0.382 5,393.0
LOW 5,370.5
0.618 5,334.0
1.000 5,311.5
1.618 5,275.0
2.618 5,216.0
4.250 5,120.0
Fisher Pivots for day following 01-Aug-2008
Pivot 1 day 3 day
R1 5,400.0 5,427.0
PP 5,393.0 5,410.5
S1 5,385.5 5,394.5

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

View Archives - Comment on this page... - Back to Index of Symbols