FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 27-Oct-2008
Day Change Summary
Previous Current
24-Oct-2008 27-Oct-2008 Change Change % Previous Week
Open 3,882.0 3,694.0 -188.0 -4.8% 4,160.5
High 3,938.0 3,945.0 7.0 0.2% 4,378.0
Low 3,703.0 3,652.5 -50.5 -1.4% 3,703.0
Close 3,851.5 3,834.5 -17.0 -0.4% 3,851.5
Range 235.0 292.5 57.5 24.5% 675.0
ATR 318.7 316.8 -1.9 -0.6% 0.0
Volume 172,817 246,625 73,808 42.7% 843,431
Daily Pivots for day following 27-Oct-2008
Classic Woodie Camarilla DeMark
R4 4,688.0 4,554.0 3,995.5
R3 4,395.5 4,261.5 3,915.0
R2 4,103.0 4,103.0 3,888.0
R1 3,969.0 3,969.0 3,861.5 4,036.0
PP 3,810.5 3,810.5 3,810.5 3,844.0
S1 3,676.5 3,676.5 3,807.5 3,743.5
S2 3,518.0 3,518.0 3,781.0
S3 3,225.5 3,384.0 3,754.0
S4 2,933.0 3,091.5 3,673.5
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 6,002.5 5,602.0 4,223.0
R3 5,327.5 4,927.0 4,037.0
R2 4,652.5 4,652.5 3,975.0
R1 4,252.0 4,252.0 3,913.5 4,115.0
PP 3,977.5 3,977.5 3,977.5 3,909.0
S1 3,577.0 3,577.0 3,789.5 3,440.0
S2 3,302.5 3,302.5 3,728.0
S3 2,627.5 2,902.0 3,666.0
S4 1,952.5 2,227.0 3,480.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,363.5 3,652.5 711.0 18.5% 268.5 7.0% 26% False True 179,582
10 4,555.0 3,652.5 902.5 23.5% 307.5 8.0% 20% False True 205,679
20 5,100.0 3,652.5 1,447.5 37.7% 317.5 8.3% 13% False True 216,970
40 5,690.0 3,652.5 2,037.5 53.1% 247.5 6.5% 9% False True 156,889
60 5,690.0 3,652.5 2,037.5 53.1% 193.0 5.0% 9% False True 104,729
80 5,690.0 3,652.5 2,037.5 53.1% 164.0 4.3% 9% False True 78,557
100 6,025.5 3,652.5 2,373.0 61.9% 141.0 3.7% 8% False True 62,882
120 6,421.0 3,652.5 2,768.5 72.2% 119.0 3.1% 7% False True 52,404
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 70.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,188.0
2.618 4,711.0
1.618 4,418.5
1.000 4,237.5
0.618 4,126.0
HIGH 3,945.0
0.618 3,833.5
0.500 3,799.0
0.382 3,764.0
LOW 3,652.5
0.618 3,471.5
1.000 3,360.0
1.618 3,179.0
2.618 2,886.5
4.250 2,409.5
Fisher Pivots for day following 27-Oct-2008
Pivot 1 day 3 day
R1 3,822.5 3,886.0
PP 3,810.5 3,868.5
S1 3,799.0 3,851.5

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

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