FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 24-Sep-2008
Day Change Summary
Previous Current
23-Sep-2008 24-Sep-2008 Change Change % Previous Week
Open 5,245.0 5,181.5 -63.5 -1.2% 5,325.0
High 5,264.5 5,195.5 -69.0 -1.3% 5,448.0
Low 5,091.5 5,107.0 15.5 0.3% 4,836.0
Close 5,189.0 5,136.5 -52.5 -1.0% 5,353.0
Range 173.0 88.5 -84.5 -48.8% 612.0
ATR 184.9 178.0 -6.9 -3.7% 0.0
Volume 145,912 165,096 19,184 13.1% 882,246
Daily Pivots for day following 24-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,412.0 5,362.5 5,185.0
R3 5,323.5 5,274.0 5,161.0
R2 5,235.0 5,235.0 5,152.5
R1 5,185.5 5,185.5 5,144.5 5,166.0
PP 5,146.5 5,146.5 5,146.5 5,136.5
S1 5,097.0 5,097.0 5,128.5 5,077.5
S2 5,058.0 5,058.0 5,120.5
S3 4,969.5 5,008.5 5,112.0
S4 4,881.0 4,920.0 5,088.0
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 11.9% 191.5 3.7% 49% False False 218,757
10 5,460.0 4,836.0 624.0 12.1% 181.5 3.5% 48% False False 154,822
20 5,690.0 4,836.0 854.0 16.6% 147.5 2.9% 35% False False 77,674
40 5,690.0 4,836.0 854.0 16.6% 115.0 2.2% 35% False False 39,035
60 5,690.0 4,836.0 854.0 16.6% 103.0 2.0% 35% False False 26,086
80 6,085.0 4,836.0 1,249.0 24.3% 87.0 1.7% 24% False False 19,572
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 39.4
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 5,571.5
2.618 5,427.0
1.618 5,338.5
1.000 5,284.0
0.618 5,250.0
HIGH 5,195.5
0.618 5,161.5
0.500 5,151.0
0.382 5,141.0
LOW 5,107.0
0.618 5,052.5
1.000 5,018.5
1.618 4,964.0
2.618 4,875.5
4.250 4,731.0
Fisher Pivots for day following 24-Sep-2008
Pivot 1 day 3 day
R1 5,151.0 5,232.0
PP 5,146.5 5,200.5
S1 5,141.5 5,168.5

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

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