FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 04-Nov-2008
Day Change Summary
Previous Current
03-Nov-2008 04-Nov-2008 Change Change % Previous Week
Open 4,445.0 4,430.0 -15.0 -0.3% 3,694.0
High 4,471.0 4,688.0 217.0 4.9% 4,433.5
Low 4,347.5 4,399.0 51.5 1.2% 3,652.5
Close 4,431.0 4,643.5 212.5 4.8% 4,378.5
Range 123.5 289.0 165.5 134.0% 781.0
ATR 299.1 298.3 -0.7 -0.2% 0.0
Volume 178,848 145,105 -33,743 -18.9% 1,038,292
Daily Pivots for day following 04-Nov-2008
Classic Woodie Camarilla DeMark
R4 5,444.0 5,332.5 4,802.5
R3 5,155.0 5,043.5 4,723.0
R2 4,866.0 4,866.0 4,696.5
R1 4,754.5 4,754.5 4,670.0 4,810.0
PP 4,577.0 4,577.0 4,577.0 4,604.5
S1 4,465.5 4,465.5 4,617.0 4,521.0
S2 4,288.0 4,288.0 4,590.5
S3 3,999.0 4,176.5 4,564.0
S4 3,710.0 3,887.5 4,484.5
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 6,498.0 6,219.0 4,808.0
R3 5,717.0 5,438.0 4,593.5
R2 4,936.0 4,936.0 4,521.5
R1 4,657.0 4,657.0 4,450.0 4,796.5
PP 4,155.0 4,155.0 4,155.0 4,224.5
S1 3,876.0 3,876.0 4,307.0 4,015.5
S2 3,374.0 3,374.0 4,235.5
S3 2,593.0 3,095.0 4,163.5
S4 1,812.0 2,314.0 3,949.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,688.0 4,048.0 640.0 13.8% 220.0 4.7% 93% True False 184,733
10 4,688.0 3,652.5 1,035.5 22.3% 264.5 5.7% 96% True False 185,138
20 4,700.0 3,652.5 1,047.5 22.6% 310.0 6.7% 95% False False 215,369
40 5,460.0 3,652.5 1,807.5 38.9% 264.5 5.7% 55% False False 184,729
60 5,690.0 3,652.5 2,037.5 43.9% 209.5 4.5% 49% False False 123,252
80 5,690.0 3,652.5 2,037.5 43.9% 177.0 3.8% 49% False False 92,500
100 5,969.0 3,652.5 2,316.5 49.9% 154.0 3.3% 43% False False 74,037
120 6,421.0 3,652.5 2,768.5 59.6% 131.0 2.8% 36% False False 61,700
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 64.9
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,916.0
2.618 5,444.5
1.618 5,155.5
1.000 4,977.0
0.618 4,866.5
HIGH 4,688.0
0.618 4,577.5
0.500 4,543.5
0.382 4,509.5
LOW 4,399.0
0.618 4,220.5
1.000 4,110.0
1.618 3,931.5
2.618 3,642.5
4.250 3,171.0
Fisher Pivots for day following 04-Nov-2008
Pivot 1 day 3 day
R1 4,610.0 4,575.5
PP 4,577.0 4,507.5
S1 4,543.5 4,439.5

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

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