FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 4,314.5 4,550.0 235.5 5.5% 4,445.0
High 4,439.0 4,550.0 111.0 2.5% 4,688.0
Low 4,254.0 4,285.5 31.5 0.7% 4,189.5
Close 4,354.5 4,402.5 48.0 1.1% 4,354.5
Range 185.0 264.5 79.5 43.0% 498.5
ATR 287.4 285.8 -1.6 -0.6% 0.0
Volume 226,713 170,221 -56,492 -24.9% 873,393
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 5,206.0 5,069.0 4,548.0
R3 4,941.5 4,804.5 4,475.0
R2 4,677.0 4,677.0 4,451.0
R1 4,540.0 4,540.0 4,426.5 4,476.0
PP 4,412.5 4,412.5 4,412.5 4,381.0
S1 4,275.5 4,275.5 4,378.5 4,212.0
S2 4,148.0 4,148.0 4,354.0
S3 3,883.5 4,011.0 4,330.0
S4 3,619.0 3,746.5 4,257.0
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 5,906.0 5,629.0 4,628.5
R3 5,407.5 5,130.5 4,491.5
R2 4,909.0 4,909.0 4,446.0
R1 4,632.0 4,632.0 4,400.0 4,521.0
PP 4,410.5 4,410.5 4,410.5 4,355.5
S1 4,133.5 4,133.5 4,309.0 4,023.0
S2 3,912.0 3,912.0 4,263.0
S3 3,413.5 3,635.0 4,217.5
S4 2,915.0 3,136.5 4,080.5
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 11.3% 244.0 5.5% 43% False False 172,953
10 4,688.0 3,835.5 852.5 19.4% 243.0 5.5% 67% False False 183,528
20 4,688.0 3,652.5 1,035.5 23.5% 275.5 6.3% 72% False False 194,603
40 5,448.0 3,652.5 1,795.5 40.8% 274.5 6.2% 42% False False 200,884
60 5,690.0 3,652.5 2,037.5 46.3% 219.5 5.0% 37% False False 135,233
80 5,690.0 3,652.5 2,037.5 46.3% 183.0 4.2% 37% False False 101,494
100 5,752.5 3,652.5 2,100.0 47.7% 162.0 3.7% 36% False False 81,233
120 6,184.5 3,652.5 2,532.0 57.5% 138.5 3.1% 30% False False 67,696
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 True
Bear Hook False
Bull Hook False
Stretch 55.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,674.0
2.618 5,242.5
1.618 4,978.0
1.000 4,814.5
0.618 4,713.5
HIGH 4,550.0
0.618 4,449.0
0.500 4,418.0
0.382 4,386.5
LOW 4,285.5
0.618 4,122.0
1.000 4,021.0
1.618 3,857.5
2.618 3,593.0
4.250 3,161.5
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 4,418.0 4,391.5
PP 4,412.5 4,380.5
S1 4,407.5 4,370.0

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

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