FTSE 100 Index Future December 2008

Trading Metrics calculated at close of trading on 06-Oct-2008

Day Change Summary
	Previous	Current
	03-Oct-2008	06-Oct-2008	Change	Change %	Previous Week
Open	4,925.5	4,770.0	-155.5	-3.2%	5,064.5
High	5,057.0	4,815.0	-242.0	-4.8%	5,100.0
Low	4,831.5	4,457.5	-374.0	-7.7%	4,562.0
Close	5,005.0	4,625.0	-380.0	-7.6%	5,005.0
Range	225.5	357.5	132.0	58.5%	538.0
ATR	217.2	240.8	23.6	10.9%	0.0
Volume	144,785	155,638	10,853	7.5%	898,914

Daily Pivots for day following 06-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	5,705.0	5,522.5	4,821.5
R3	5,347.5	5,165.0	4,723.5
R2	4,990.0	4,990.0	4,690.5
R1	4,807.5	4,807.5	4,658.0	4,720.0
PP	4,632.5	4,632.5	4,632.5	4,589.0
S1	4,450.0	4,450.0	4,592.0	4,362.5
S2	4,275.0	4,275.0	4,559.5
S3	3,917.5	4,092.5	4,526.5
S4	3,560.0	3,735.0	4,428.5

Weekly Pivots for week ending 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,503.0	6,292.0	5,301.0
R3	5,965.0	5,754.0	5,153.0
R2	5,427.0	5,427.0	5,103.5
R1	5,216.0	5,216.0	5,054.5	5,052.5
PP	4,889.0	4,889.0	4,889.0	4,807.0
S1	4,678.0	4,678.0	4,955.5	4,514.5
S2	4,351.0	4,351.0	4,906.5
S3	3,813.0	4,140.0	4,857.0
S4	3,275.0	3,602.0	4,709.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,100.0	4,457.5	642.5	13.9%	271.0	5.9%	26%	False	True	186,103
10	5,284.5	4,457.5	827.0	17.9%	243.5	5.3%	20%	False	True	162,457
20	5,564.0	4,457.5	1,106.5	23.9%	213.0	4.6%	15%	False	True	143,271
40	5,690.0	4,457.5	1,232.5	26.6%	152.5	3.3%	14%	False	True	71,767
60	5,690.0	4,457.5	1,232.5	26.6%	128.5	2.8%	14%	False	True	47,925
80	5,969.0	4,457.5	1,511.5	32.7%	111.5	2.4%	11%	False	True	35,991
100	6,421.0	4,457.5	1,963.5	42.5%	92.5	2.0%	9%	False	True	28,795

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	43.6
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,334.5
2.618	5,751.0
1.618	5,393.5
1.000	5,172.5
0.618	5,036.0
HIGH	4,815.0
0.618	4,678.5
0.500	4,636.0
0.382	4,594.0
LOW	4,457.5
0.618	4,236.5
1.000	4,100.0
1.618	3,879.0
2.618	3,521.5
4.250	2,938.0

Fisher Pivots for day following 06-Oct-2008
Pivot	1 day	3 day
R1	4,636.0	4,772.0
PP	4,632.5	4,723.0
S1	4,629.0	4,674.0

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