FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 4,635.5 4,377.5 -258.0 -5.6% 3,694.0
High 4,637.0 4,475.0 -162.0 -3.5% 4,433.5
Low 4,442.0 4,189.5 -252.5 -5.7% 3,652.5
Close 4,535.5 4,267.0 -268.5 -5.9% 4,378.5
Range 195.0 285.5 90.5 46.4% 781.0
ATR 291.4 295.3 3.9 1.3% 0.0
Volume 172,136 150,591 -21,545 -12.5% 1,038,292
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 5,167.0 5,002.5 4,424.0
R3 4,881.5 4,717.0 4,345.5
R2 4,596.0 4,596.0 4,319.5
R1 4,431.5 4,431.5 4,293.0 4,371.0
PP 4,310.5 4,310.5 4,310.5 4,280.0
S1 4,146.0 4,146.0 4,241.0 4,085.5
S2 4,025.0 4,025.0 4,214.5
S3 3,739.5 3,860.5 4,188.5
S4 3,454.0 3,575.0 4,110.0
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 4,189.5 498.5 11.7% 227.0 5.3% 16% False True 166,105
10 4,688.0 3,652.5 1,035.5 24.3% 251.0 5.9% 59% False False 185,778
20 4,688.0 3,652.5 1,035.5 24.3% 290.0 6.8% 59% False False 207,405
40 5,460.0 3,652.5 1,807.5 42.4% 270.5 6.3% 34% False False 192,515
60 5,690.0 3,652.5 2,037.5 47.8% 215.0 5.0% 30% False False 128,624
80 5,690.0 3,652.5 2,037.5 47.8% 180.0 4.2% 30% False False 96,533
100 5,837.0 3,652.5 2,184.5 51.2% 158.0 3.7% 28% False False 77,264
120 6,299.5 3,652.5 2,647.0 62.0% 135.0 3.2% 23% False False 64,389
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 59.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,688.5
2.618 5,222.5
1.618 4,937.0
1.000 4,760.5
0.618 4,651.5
HIGH 4,475.0
0.618 4,366.0
0.500 4,332.0
0.382 4,298.5
LOW 4,189.5
0.618 4,013.0
1.000 3,904.0
1.618 3,727.5
2.618 3,442.0
4.250 2,976.0
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 4,332.0 4,439.0
PP 4,310.5 4,381.5
S1 4,289.0 4,324.0

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

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