FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 4,346.0 4,077.0 -269.0 -6.2% 4,445.0
High 4,346.5 4,435.0 88.5 2.0% 4,688.0
Low 4,104.5 4,028.5 -76.0 -1.9% 4,189.5
Close 4,168.0 4,166.5 -1.5 0.0% 4,354.5
Range 242.0 406.5 164.5 68.0% 498.5
ATR 275.8 285.2 9.3 3.4% 0.0
Volume 148,573 167,194 18,621 12.5% 873,393
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 5,429.5 5,204.5 4,390.0
R3 5,023.0 4,798.0 4,278.5
R2 4,616.5 4,616.5 4,241.0
R1 4,391.5 4,391.5 4,204.0 4,504.0
PP 4,210.0 4,210.0 4,210.0 4,266.0
S1 3,985.0 3,985.0 4,129.0 4,097.5
S2 3,803.5 3,803.5 4,092.0
S3 3,397.0 3,578.5 4,054.5
S4 2,990.5 3,172.0 3,943.0
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 4,550.0 4,028.5 521.5 12.5% 248.5 6.0% 26% False True 169,515
10 4,688.0 4,028.5 659.5 15.8% 238.0 5.7% 21% False True 167,810
20 4,688.0 3,652.5 1,035.5 24.9% 262.5 6.3% 50% False False 182,192
40 5,448.0 3,652.5 1,795.5 43.1% 277.5 6.7% 29% False False 196,264
60 5,690.0 3,652.5 2,037.5 48.9% 229.5 5.5% 25% False False 142,722
80 5,690.0 3,652.5 2,037.5 48.9% 191.0 4.6% 25% False False 107,124
100 5,707.5 3,652.5 2,055.0 49.3% 168.5 4.0% 25% False False 85,737
120 6,146.0 3,652.5 2,493.5 59.8% 145.5 3.5% 21% False False 71,451
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40.2
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 6,162.5
2.618 5,499.0
1.618 5,092.5
1.000 4,841.5
0.618 4,686.0
HIGH 4,435.0
0.618 4,279.5
0.500 4,232.0
0.382 4,184.0
LOW 4,028.5
0.618 3,777.5
1.000 3,622.0
1.618 3,371.0
2.618 2,964.5
4.250 2,301.0
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 4,232.0 4,232.0
PP 4,210.0 4,210.0
S1 4,188.0 4,188.0

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

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