FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
27-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 4,221.5 4,257.5 36.0 0.9% 3,884.5
High 4,255.0 4,323.0 68.0 1.6% 4,323.0
Low 4,175.0 4,194.5 19.5 0.5% 3,833.0
Close 4,251.5 4,287.0 35.5 0.8% 4,287.0
Range 80.0 128.5 48.5 60.6% 490.0
ATR 253.9 244.9 -9.0 -3.5% 0.0
Volume 137,407 57,542 -79,865 -58.1% 770,727
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 4,653.5 4,599.0 4,357.5
R3 4,525.0 4,470.5 4,322.5
R2 4,396.5 4,396.5 4,310.5
R1 4,342.0 4,342.0 4,299.0 4,369.0
PP 4,268.0 4,268.0 4,268.0 4,282.0
S1 4,213.5 4,213.5 4,275.0 4,241.0
S2 4,139.5 4,139.5 4,263.5
S3 4,011.0 4,085.0 4,251.5
S4 3,882.5 3,956.5 4,216.5
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 5,617.5 5,442.5 4,556.5
R3 5,127.5 4,952.5 4,422.0
R2 4,637.5 4,637.5 4,377.0
R1 4,462.5 4,462.5 4,332.0 4,550.0
PP 4,147.5 4,147.5 4,147.5 4,191.5
S1 3,972.5 3,972.5 4,242.0 4,060.0
S2 3,657.5 3,657.5 4,197.0
S3 3,167.5 3,482.5 4,152.0
S4 2,677.5 2,992.5 4,017.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,323.0 3,833.0 490.0 11.4% 205.0 4.8% 93% True False 154,145
10 4,323.0 3,703.0 620.0 14.5% 211.5 4.9% 94% True False 159,039
20 4,688.0 3,703.0 985.0 23.0% 222.0 5.2% 59% False False 163,163
40 4,815.0 3,652.5 1,162.5 27.1% 272.0 6.3% 55% False False 190,486
60 5,571.5 3,652.5 1,919.0 44.8% 248.5 5.8% 33% False False 172,158
80 5,690.0 3,652.5 2,037.5 47.5% 209.5 4.9% 31% False False 129,184
100 5,690.0 3,652.5 2,037.5 47.5% 184.5 4.3% 31% False False 103,394
120 5,969.0 3,652.5 2,316.5 54.0% 162.5 3.8% 27% False False 86,192
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 57.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,869.0
2.618 4,659.5
1.618 4,531.0
1.000 4,451.5
0.618 4,402.5
HIGH 4,323.0
0.618 4,274.0
0.500 4,259.0
0.382 4,243.5
LOW 4,194.5
0.618 4,115.0
1.000 4,066.0
1.618 3,986.5
2.618 3,858.0
4.250 3,648.5
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 4,277.5 4,254.0
PP 4,268.0 4,221.0
S1 4,259.0 4,188.0

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

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