FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 17-Oct-2008
Day Change Summary
Previous Current
16-Oct-2008 17-Oct-2008 Change Change % Previous Week
Open 3,904.0 4,064.5 160.5 4.1% 4,184.5
High 4,073.5 4,238.0 164.5 4.0% 4,555.0
Low 3,811.0 3,863.5 52.5 1.4% 3,811.0
Close 3,845.0 4,035.0 190.0 4.9% 4,035.0
Range 262.5 374.5 112.0 42.7% 744.0
ATR 318.0 323.3 5.4 1.7% 0.0
Volume 205,826 267,861 62,035 30.1% 1,404,861
Daily Pivots for day following 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 5,169.0 4,976.5 4,241.0
R3 4,794.5 4,602.0 4,138.0
R2 4,420.0 4,420.0 4,103.5
R1 4,227.5 4,227.5 4,069.5 4,136.5
PP 4,045.5 4,045.5 4,045.5 4,000.0
S1 3,853.0 3,853.0 4,000.5 3,762.0
S2 3,671.0 3,671.0 3,966.5
S3 3,296.5 3,478.5 3,932.0
S4 2,922.0 3,104.0 3,829.0
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 6,365.5 5,944.5 4,444.0
R3 5,621.5 5,200.5 4,239.5
R2 4,877.5 4,877.5 4,171.5
R1 4,456.5 4,456.5 4,103.0 4,295.0
PP 4,133.5 4,133.5 4,133.5 4,053.0
S1 3,712.5 3,712.5 3,967.0 3,551.0
S2 3,389.5 3,389.5 3,898.5
S3 2,645.5 2,968.5 3,830.5
S4 1,901.5 2,224.5 3,626.0
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 3,811.0 744.0 18.4% 370.0 9.2% 30% False False 280,972
10 4,815.0 3,811.0 1,004.0 24.9% 370.0 9.2% 22% False False 247,446
20 5,373.0 3,811.0 1,562.0 38.7% 298.5 7.4% 14% False False 213,194
40 5,690.0 3,811.0 1,879.0 46.6% 220.0 5.5% 12% False False 129,682
60 5,690.0 3,811.0 1,879.0 46.6% 171.5 4.3% 12% False False 86,566
80 5,699.0 3,811.0 1,888.0 46.8% 148.0 3.7% 12% False False 64,971
100 6,125.5 3,811.0 2,314.5 57.4% 125.5 3.1% 10% False False 51,982
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 101.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,829.5
2.618 5,218.5
1.618 4,844.0
1.000 4,612.5
0.618 4,469.5
HIGH 4,238.0
0.618 4,095.0
0.500 4,051.0
0.382 4,006.5
LOW 3,863.5
0.618 3,632.0
1.000 3,489.0
1.618 3,257.5
2.618 2,883.0
4.250 2,272.0
Fisher Pivots for day following 17-Oct-2008
Pivot 1 day 3 day
R1 4,051.0 4,104.5
PP 4,045.5 4,081.5
S1 4,040.0 4,058.0

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

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