FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 17-Nov-2008
Day Change Summary
Previous Current
14-Nov-2008 17-Nov-2008 Change Change % Previous Week
Open 4,340.0 4,187.0 -153.0 -3.5% 4,550.0
High 4,346.5 4,247.0 -99.5 -2.3% 4,550.0
Low 4,157.0 4,102.5 -54.5 -1.3% 4,028.5
Close 4,231.5 4,108.0 -123.5 -2.9% 4,231.5
Range 189.5 144.5 -45.0 -23.7% 521.5
ATR 278.3 268.8 -9.6 -3.4% 0.0
Volume 178,618 164,378 -14,240 -8.0% 799,484
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 4,586.0 4,491.5 4,187.5
R3 4,441.5 4,347.0 4,147.5
R2 4,297.0 4,297.0 4,134.5
R1 4,202.5 4,202.5 4,121.0 4,177.5
PP 4,152.5 4,152.5 4,152.5 4,140.0
S1 4,058.0 4,058.0 4,095.0 4,033.0
S2 4,008.0 4,008.0 4,081.5
S3 3,863.5 3,913.5 4,068.5
S4 3,719.0 3,769.0 4,028.5
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 5,834.5 5,554.5 4,518.5
R3 5,313.0 5,033.0 4,375.0
R2 4,791.5 4,791.5 4,327.0
R1 4,511.5 4,511.5 4,279.5 4,391.0
PP 4,270.0 4,270.0 4,270.0 4,209.5
S1 3,990.0 3,990.0 4,183.5 3,869.0
S2 3,748.5 3,748.5 4,136.0
S3 3,227.0 3,468.5 4,088.0
S4 2,705.5 2,947.0 3,944.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,435.0 4,028.5 406.5 9.9% 225.5 5.5% 20% False False 158,728
10 4,688.0 4,028.5 659.5 16.1% 234.5 5.7% 12% False False 165,840
20 4,688.0 3,652.5 1,035.5 25.2% 245.0 6.0% 44% False False 176,341
40 5,284.5 3,652.5 1,632.0 39.7% 274.5 6.7% 28% False False 191,559
60 5,690.0 3,652.5 2,037.5 49.6% 231.5 5.6% 22% False False 148,434
80 5,690.0 3,652.5 2,037.5 49.6% 193.0 4.7% 22% False False 111,411
100 5,699.0 3,652.5 2,046.5 49.8% 170.0 4.1% 22% False False 89,166
120 6,125.5 3,652.5 2,473.0 60.2% 148.0 3.6% 18% False False 74,310
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 34.9
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,861.0
2.618 4,625.5
1.618 4,481.0
1.000 4,391.5
0.618 4,336.5
HIGH 4,247.0
0.618 4,192.0
0.500 4,175.0
0.382 4,157.5
LOW 4,102.5
0.618 4,013.0
1.000 3,958.0
1.618 3,868.5
2.618 3,724.0
4.250 3,488.5
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 4,175.0 4,232.0
PP 4,152.5 4,190.5
S1 4,130.0 4,149.0

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

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