FTSE 100 Index Future December 2008

Trading Metrics calculated at close of trading on 25-Sep-2008

Day Change Summary
	Previous	Current
	24-Sep-2008	25-Sep-2008	Change	Change %	Previous Week
Open	5,181.5	5,131.0	-50.5	-1.0%	5,325.0
High	5,195.5	5,284.5	89.0	1.7%	5,448.0
Low	5,107.0	5,088.5	-18.5	-0.4%	4,836.0
Close	5,136.5	5,251.5	115.0	2.2%	5,353.0
Range	88.5	196.0	107.5	121.5%	612.0
ATR	178.0	179.3	1.3	0.7%	0.0
Volume	165,096	113,577	-51,519	-31.2%	882,246

Daily Pivots for day following 25-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	5,796.0	5,720.0	5,359.5
R3	5,600.0	5,524.0	5,305.5
R2	5,404.0	5,404.0	5,287.5
R1	5,328.0	5,328.0	5,269.5	5,366.0
PP	5,208.0	5,208.0	5,208.0	5,227.0
S1	5,132.0	5,132.0	5,233.5	5,170.0
S2	5,012.0	5,012.0	5,215.5
S3	4,816.0	4,936.0	5,197.5
S4	4,620.0	4,740.0	5,143.5

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	5,088.5	359.5	6.8%	180.5	3.4%	45%	False	True	191,154
10	5,460.0	4,836.0	624.0	11.9%	187.0	3.6%	67%	False	False	165,337
20	5,690.0	4,836.0	854.0	16.3%	151.0	2.9%	49%	False	False	83,346
40	5,690.0	4,836.0	854.0	16.3%	118.0	2.3%	49%	False	False	41,874
60	5,690.0	4,836.0	854.0	16.3%	104.5	2.0%	49%	False	False	27,979
80	6,085.0	4,836.0	1,249.0	23.8%	89.0	1.7%	33%	False	False	20,992

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	39.7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,117.5
2.618	5,797.5
1.618	5,601.5
1.000	5,480.5
0.618	5,405.5
HIGH	5,284.5
0.618	5,209.5
0.500	5,186.5
0.382	5,163.5
LOW	5,088.5
0.618	4,967.5
1.000	4,892.5
1.618	4,771.5
2.618	4,575.5
4.250	4,255.5

Fisher Pivots for day following 25-Sep-2008
Pivot	1 day	3 day
R1	5,230.0	5,230.0
PP	5,208.0	5,208.0
S1	5,186.5	5,186.5

Download as Excel Spreadsheet

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

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