FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 3,694.0 3,929.5 235.5 6.4% 4,160.5
High 3,945.0 4,238.0 293.0 7.4% 4,378.0
Low 3,652.5 3,835.5 183.0 5.0% 3,703.0
Close 3,834.5 3,910.5 76.0 2.0% 3,851.5
Range 292.5 402.5 110.0 37.6% 675.0
ATR 316.8 323.0 6.2 2.0% 0.0
Volume 246,625 191,952 -54,673 -22.2% 843,431
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 5,202.0 4,959.0 4,132.0
R3 4,799.5 4,556.5 4,021.0
R2 4,397.0 4,397.0 3,984.5
R1 4,154.0 4,154.0 3,947.5 4,074.0
PP 3,994.5 3,994.5 3,994.5 3,955.0
S1 3,751.5 3,751.5 3,873.5 3,672.0
S2 3,592.0 3,592.0 3,836.5
S3 3,189.5 3,349.0 3,800.0
S4 2,787.0 2,946.5 3,689.0
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 4,238.0 3,652.5 585.5 15.0% 309.0 7.9% 44% True False 185,544
10 4,398.0 3,652.5 745.5 19.1% 318.0 8.1% 35% False False 199,365
20 5,100.0 3,652.5 1,447.5 37.0% 319.0 8.2% 18% False False 216,231
40 5,622.0 3,652.5 1,969.5 50.4% 256.0 6.5% 13% False False 161,685
60 5,690.0 3,652.5 2,037.5 52.1% 198.0 5.1% 13% False False 107,928
80 5,690.0 3,652.5 2,037.5 52.1% 169.0 4.3% 13% False False 80,956
100 5,969.0 3,652.5 2,316.5 59.2% 145.0 3.7% 11% False False 64,801
120 6,421.0 3,652.5 2,768.5 70.8% 122.0 3.1% 9% False False 54,003
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 70.9
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5,948.5
2.618 5,291.5
1.618 4,889.0
1.000 4,640.5
0.618 4,486.5
HIGH 4,238.0
0.618 4,084.0
0.500 4,037.0
0.382 3,989.5
LOW 3,835.5
0.618 3,587.0
1.000 3,433.0
1.618 3,184.5
2.618 2,782.0
4.250 2,125.0
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 4,037.0 3,945.0
PP 3,994.5 3,933.5
S1 3,952.5 3,922.0

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

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