FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 4,463.5 4,398.0 -65.5 -1.5% 4,770.0
High 4,555.0 4,398.0 -157.0 -3.4% 4,815.0
Low 4,258.5 3,905.0 -353.5 -8.3% 3,842.5
Close 4,399.5 4,098.0 -301.5 -6.9% 3,942.0
Range 296.5 493.0 196.5 66.3% 972.5
ATR 307.0 320.4 13.4 4.4% 0.0
Volume 255,086 237,961 -17,125 -6.7% 1,069,605
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 5,612.5 5,348.5 4,369.0
R3 5,119.5 4,855.5 4,233.5
R2 4,626.5 4,626.5 4,188.5
R1 4,362.5 4,362.5 4,143.0 4,248.0
PP 4,133.5 4,133.5 4,133.5 4,076.5
S1 3,869.5 3,869.5 4,053.0 3,755.0
S2 3,640.5 3,640.5 4,007.5
S3 3,147.5 3,376.5 3,962.5
S4 2,654.5 2,883.5 3,827.0
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 4,555.0 3,842.5 712.5 17.4% 392.5 9.6% 36% False False 272,171
10 5,087.0 3,842.5 1,244.5 30.4% 351.5 8.6% 21% False False 231,864
20 5,448.0 3,842.5 1,605.5 39.2% 292.0 7.1% 16% False False 212,624
40 5,690.0 3,842.5 1,847.5 45.1% 207.0 5.0% 14% False False 117,855
60 5,690.0 3,842.5 1,847.5 45.1% 163.0 4.0% 14% False False 78,672
80 5,729.5 3,842.5 1,887.0 46.0% 142.0 3.5% 14% False False 59,053
100 6,146.0 3,842.5 2,303.5 56.2% 119.0 2.9% 11% False False 47,245
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 92.0
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6,493.0
2.618 5,688.5
1.618 5,195.5
1.000 4,891.0
0.618 4,702.5
HIGH 4,398.0
0.618 4,209.5
0.500 4,151.5
0.382 4,093.5
LOW 3,905.0
0.618 3,600.5
1.000 3,412.0
1.618 3,107.5
2.618 2,614.5
4.250 1,810.0
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 4,151.5 4,230.0
PP 4,133.5 4,186.0
S1 4,116.0 4,142.0

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

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