FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 19-Nov-2008
Day Change Summary
Previous Current
18-Nov-2008 19-Nov-2008 Change Change % Previous Week
Open 4,127.0 4,205.0 78.0 1.9% 4,550.0
High 4,251.5 4,218.5 -33.0 -0.8% 4,550.0
Low 4,022.0 3,915.0 -107.0 -2.7% 4,028.5
Close 4,186.5 4,003.5 -183.0 -4.4% 4,231.5
Range 229.5 303.5 74.0 32.2% 521.5
ATR 266.0 268.6 2.7 1.0% 0.0
Volume 140,329 161,665 21,336 15.2% 799,484
Daily Pivots for day following 19-Nov-2008
Classic Woodie Camarilla DeMark
R4 4,956.0 4,783.5 4,170.5
R3 4,652.5 4,480.0 4,087.0
R2 4,349.0 4,349.0 4,059.0
R1 4,176.5 4,176.5 4,031.5 4,111.0
PP 4,045.5 4,045.5 4,045.5 4,013.0
S1 3,873.0 3,873.0 3,975.5 3,807.5
S2 3,742.0 3,742.0 3,948.0
S3 3,438.5 3,569.5 3,920.0
S4 3,135.0 3,266.0 3,836.5
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 3,915.0 520.0 13.0% 254.5 6.4% 17% False True 162,436
10 4,550.0 3,915.0 635.0 15.9% 239.5 6.0% 14% False True 164,316
20 4,688.0 3,652.5 1,035.5 25.9% 244.0 6.1% 34% False False 175,398
40 5,284.5 3,652.5 1,632.0 40.8% 281.5 7.0% 22% False False 191,334
60 5,690.0 3,652.5 2,037.5 50.9% 237.0 5.9% 17% False False 153,447
80 5,690.0 3,652.5 2,037.5 50.9% 198.5 5.0% 17% False False 115,184
100 5,690.0 3,652.5 2,037.5 50.9% 174.5 4.4% 17% False False 92,185
120 6,085.0 3,652.5 2,432.5 60.8% 152.0 3.8% 14% False False 76,826
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 43.5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,508.5
2.618 5,013.0
1.618 4,709.5
1.000 4,522.0
0.618 4,406.0
HIGH 4,218.5
0.618 4,102.5
0.500 4,067.0
0.382 4,031.0
LOW 3,915.0
0.618 3,727.5
1.000 3,611.5
1.618 3,424.0
2.618 3,120.5
4.250 2,625.0
Fisher Pivots for day following 19-Nov-2008
Pivot 1 day 3 day
R1 4,067.0 4,083.0
PP 4,045.5 4,056.5
S1 4,024.5 4,030.0

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

View Archives - Comment on this page... - Back to Index of Symbols