FTSE 100 Index Future December 2008

Trading Metrics calculated at close of trading on 25-Nov-2008

Day Change Summary
	Previous	Current
	24-Nov-2008	25-Nov-2008	Change	Change %	Previous Week
Open	3,884.5	4,117.5	233.0	6.0%	4,187.0
High	4,234.0	4,279.0	45.0	1.1%	4,251.5
Low	3,833.0	4,066.0	233.0	6.1%	3,703.0
Close	4,159.5	4,153.0	-6.5	-0.2%	3,779.5
Range	401.0	213.0	-188.0	-46.9%	548.5
ATR	276.4	271.9	-4.5	-1.6%	0.0
Volume	193,087	198,191	5,104	2.6%	819,667

Daily Pivots for day following 25-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	4,805.0	4,692.0	4,270.0
R3	4,592.0	4,479.0	4,211.5
R2	4,379.0	4,379.0	4,192.0
R1	4,266.0	4,266.0	4,172.5	4,322.5
PP	4,166.0	4,166.0	4,166.0	4,194.0
S1	4,053.0	4,053.0	4,133.5	4,109.5
S2	3,953.0	3,953.0	4,114.0
S3	3,740.0	3,840.0	4,094.5
S4	3,527.0	3,627.0	4,036.0

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	5,557.0	5,216.5	4,081.0
R3	5,008.5	4,668.0	3,930.5
R2	4,460.0	4,460.0	3,880.0
R1	4,119.5	4,119.5	3,830.0	4,015.5
PP	3,911.5	3,911.5	3,911.5	3,859.0
S1	3,571.0	3,571.0	3,729.0	3,467.0
S2	3,363.0	3,363.0	3,679.0
S3	2,814.5	3,022.5	3,628.5
S4	2,266.0	2,474.0	3,478.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,279.0	3,703.0	576.0	13.9%	265.5	6.4%	78%	True	False	181,247
10	4,435.0	3,703.0	732.0	17.6%	254.0	6.1%	61%	False	False	170,533
20	4,688.0	3,703.0	985.0	23.7%	236.0	5.7%	46%	False	False	174,176
40	5,100.0	3,652.5	1,447.5	34.9%	277.5	6.7%	35%	False	False	195,204
60	5,622.0	3,652.5	1,969.5	47.4%	249.5	6.0%	25%	False	False	165,849
80	5,690.0	3,652.5	2,037.5	49.1%	207.5	5.0%	25%	False	False	124,490
100	5,690.0	3,652.5	2,037.5	49.1%	182.5	4.4%	25%	False	False	99,600
120	5,969.0	3,652.5	2,316.5	55.8%	160.0	3.9%	22%	False	False	83,031

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	49.2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,184.0
2.618	4,836.5
1.618	4,623.5
1.000	4,492.0
0.618	4,410.5
HIGH	4,279.0
0.618	4,197.5
0.500	4,172.5
0.382	4,147.5
LOW	4,066.0
0.618	3,934.5
1.000	3,853.0
1.618	3,721.5
2.618	3,508.5
4.250	3,161.0

Fisher Pivots for day following 25-Nov-2008
Pivot	1 day	3 day
R1	4,172.5	4,099.0
PP	4,166.0	4,045.0
S1	4,159.5	3,991.0

Download as Excel Spreadsheet

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

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