FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 4,160.5 4,355.0 194.5 4.7% 4,184.5
High 4,378.0 4,363.5 -14.5 -0.3% 4,555.0
Low 4,071.5 4,163.0 91.5 2.2% 3,811.0
Close 4,265.0 4,215.0 -50.0 -1.2% 4,035.0
Range 306.5 200.5 -106.0 -34.6% 744.0
ATR 324.7 315.9 -8.9 -2.7% 0.0
Volume 192,143 162,145 -29,998 -15.6% 1,404,861
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 4,848.5 4,732.5 4,325.5
R3 4,648.0 4,532.0 4,270.0
R2 4,447.5 4,447.5 4,252.0
R1 4,331.5 4,331.5 4,233.5 4,289.0
PP 4,247.0 4,247.0 4,247.0 4,226.0
S1 4,131.0 4,131.0 4,196.5 4,089.0
S2 4,046.5 4,046.5 4,178.0
S3 3,846.0 3,930.5 4,160.0
S4 3,645.5 3,730.0 4,104.5
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 4,398.0 3,811.0 587.0 13.9% 327.5 7.8% 69% False False 213,187
10 4,700.0 3,811.0 889.0 21.1% 356.0 8.4% 45% False False 245,600
20 5,284.5 3,811.0 1,473.5 35.0% 305.5 7.3% 27% False False 207,589
40 5,690.0 3,811.0 1,879.0 44.6% 227.0 5.4% 22% False False 138,532
60 5,690.0 3,811.0 1,879.0 44.6% 178.5 4.2% 22% False False 92,468
80 5,690.0 3,811.0 1,879.0 44.6% 153.0 3.6% 22% False False 69,399
100 6,125.5 3,811.0 2,314.5 54.9% 130.5 3.1% 17% False False 55,525
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 98.6
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5,215.5
2.618 4,888.5
1.618 4,688.0
1.000 4,564.0
0.618 4,487.5
HIGH 4,363.5
0.618 4,287.0
0.500 4,263.0
0.382 4,239.5
LOW 4,163.0
0.618 4,039.0
1.000 3,962.5
1.618 3,838.5
2.618 3,638.0
4.250 3,311.0
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 4,263.0 4,183.5
PP 4,247.0 4,152.0
S1 4,231.0 4,121.0

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

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