FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 22-Sep-2008
Day Change Summary
Previous Current
19-Sep-2008 22-Sep-2008 Change Change % Previous Week
Open 5,238.0 5,360.0 122.0 2.3% 5,325.0
High 5,448.0 5,373.0 -75.0 -1.4% 5,448.0
Low 5,193.0 5,182.0 -11.0 -0.2% 4,836.0
Close 5,353.0 5,278.5 -74.5 -1.4% 5,353.0
Range 255.0 191.0 -64.0 -25.1% 612.0
ATR 184.2 184.7 0.5 0.3% 0.0
Volume 210,697 320,489 109,792 52.1% 882,246
Daily Pivots for day following 22-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,851.0 5,755.5 5,383.5
R3 5,660.0 5,564.5 5,331.0
R2 5,469.0 5,469.0 5,313.5
R1 5,373.5 5,373.5 5,296.0 5,326.0
PP 5,278.0 5,278.0 5,278.0 5,254.0
S1 5,182.5 5,182.5 5,261.0 5,135.0
S2 5,087.0 5,087.0 5,243.5
S3 4,896.0 4,991.5 5,226.0
S4 4,705.0 4,800.5 5,173.5
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 7,048.5 6,812.5 5,689.5
R3 6,436.5 6,200.5 5,521.5
R2 5,824.5 5,824.5 5,465.0
R1 5,588.5 5,588.5 5,409.0 5,706.5
PP 5,212.5 5,212.5 5,212.5 5,271.0
S1 4,976.5 4,976.5 5,297.0 5,094.5
S2 4,600.5 4,600.5 5,241.0
S3 3,988.5 4,364.5 5,184.5
S4 3,376.5 3,752.5 5,016.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,448.0 4,836.0 612.0 11.6% 223.5 4.2% 72% False False 233,331
10 5,564.0 4,836.0 728.0 13.8% 183.0 3.5% 61% False False 124,084
20 5,690.0 4,836.0 854.0 16.2% 145.0 2.8% 52% False False 62,184
40 5,690.0 4,836.0 854.0 16.2% 111.5 2.1% 52% False False 31,262
60 5,699.0 4,836.0 863.0 16.3% 100.5 1.9% 51% False False 20,904
80 6,125.5 4,836.0 1,289.5 24.4% 84.5 1.6% 34% False False 15,685
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 46.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,185.0
2.618 5,873.0
1.618 5,682.0
1.000 5,564.0
0.618 5,491.0
HIGH 5,373.0
0.618 5,300.0
0.500 5,277.5
0.382 5,255.0
LOW 5,182.0
0.618 5,064.0
1.000 4,991.0
1.618 4,873.0
2.618 4,682.0
4.250 4,370.0
Fisher Pivots for day following 22-Sep-2008
Pivot 1 day 3 day
R1 5,278.0 5,233.0
PP 5,278.0 5,187.5
S1 5,277.5 5,142.0

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

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