FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 13-Oct-2008
Day Change Summary
Previous Current
10-Oct-2008 13-Oct-2008 Change Change % Previous Week
Open 3,970.0 4,184.5 214.5 5.4% 4,770.0
High 4,164.0 4,485.0 321.0 7.7% 4,815.0
Low 3,842.5 4,061.0 218.5 5.7% 3,842.5
Close 3,942.0 4,235.5 293.5 7.4% 3,942.0
Range 321.5 424.0 102.5 31.9% 972.5
ATR 287.8 306.0 18.2 6.3% 0.0
Volume 214,840 438,127 223,287 103.9% 1,069,605
Daily Pivots for day following 13-Oct-2008
Classic Woodie Camarilla DeMark
R4 5,532.5 5,308.0 4,468.5
R3 5,108.5 4,884.0 4,352.0
R2 4,684.5 4,684.5 4,313.0
R1 4,460.0 4,460.0 4,274.5 4,572.0
PP 4,260.5 4,260.5 4,260.5 4,316.5
S1 4,036.0 4,036.0 4,196.5 4,148.0
S2 3,836.5 3,836.5 4,158.0
S3 3,412.5 3,612.0 4,119.0
S4 2,988.5 3,188.0 4,002.5
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 7,117.5 6,502.0 4,477.0
R3 6,145.0 5,529.5 4,209.5
R2 5,172.5 5,172.5 4,120.5
R1 4,557.0 4,557.0 4,031.0 4,378.5
PP 4,200.0 4,200.0 4,200.0 4,110.5
S1 3,584.5 3,584.5 3,853.0 3,406.0
S2 3,227.5 3,227.5 3,763.5
S3 2,255.0 2,612.0 3,674.5
S4 1,282.5 1,639.5 3,407.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,773.0 3,842.5 930.5 22.0% 383.5 9.1% 42% False False 270,418
10 5,100.0 3,842.5 1,257.5 29.7% 327.5 7.7% 31% False False 228,261
20 5,448.0 3,842.5 1,605.5 37.9% 273.5 6.5% 24% False False 207,166
40 5,690.0 3,842.5 1,847.5 43.6% 191.5 4.5% 21% False False 105,548
60 5,690.0 3,842.5 1,847.5 43.6% 152.5 3.6% 21% False False 70,458
80 5,752.5 3,842.5 1,910.0 45.1% 133.5 3.2% 21% False False 52,891
100 6,184.5 3,842.5 2,342.0 55.3% 111.5 2.6% 17% False False 42,315
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 94.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,287.0
2.618 5,595.0
1.618 5,171.0
1.000 4,909.0
0.618 4,747.0
HIGH 4,485.0
0.618 4,323.0
0.500 4,273.0
0.382 4,223.0
LOW 4,061.0
0.618 3,799.0
1.000 3,637.0
1.618 3,375.0
2.618 2,951.0
4.250 2,259.0
Fisher Pivots for day following 13-Oct-2008
Pivot 1 day 3 day
R1 4,273.0 4,218.0
PP 4,260.5 4,200.5
S1 4,248.0 4,183.0

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

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