FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 02-Dec-2008
Day Change Summary
Previous Current
01-Dec-2008 02-Dec-2008 Change Change % Previous Week
Open 4,261.0 4,000.0 -261.0 -6.1% 3,884.5
High 4,286.0 4,175.5 -110.5 -2.6% 4,323.0
Low 3,953.0 3,972.0 19.0 0.5% 3,833.0
Close 4,041.5 4,118.5 77.0 1.9% 4,287.0
Range 333.0 203.5 -129.5 -38.9% 490.0
ATR 251.3 247.9 -3.4 -1.4% 0.0
Volume 109,753 129,327 19,574 17.8% 770,727
Daily Pivots for day following 02-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,699.0 4,612.5 4,230.5
R3 4,495.5 4,409.0 4,174.5
R2 4,292.0 4,292.0 4,156.0
R1 4,205.5 4,205.5 4,137.0 4,249.0
PP 4,088.5 4,088.5 4,088.5 4,110.5
S1 4,002.0 4,002.0 4,100.0 4,045.0
S2 3,885.0 3,885.0 4,081.0
S3 3,681.5 3,798.5 4,062.5
S4 3,478.0 3,595.0 4,006.5
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 3,953.0 370.0 9.0% 189.5 4.6% 45% False False 123,705
10 4,323.0 3,703.0 620.0 15.1% 227.5 5.5% 67% False False 152,476
20 4,637.0 3,703.0 934.0 22.7% 228.0 5.5% 44% False False 158,919
40 4,700.0 3,652.5 1,047.5 25.4% 269.0 6.5% 44% False False 187,144
60 5,460.0 3,652.5 1,807.5 43.9% 252.5 6.1% 26% False False 176,126
80 5,690.0 3,652.5 2,037.5 49.5% 214.5 5.2% 23% False False 132,168
100 5,690.0 3,652.5 2,037.5 49.5% 187.0 4.5% 23% False False 105,784
120 5,969.0 3,652.5 2,316.5 56.2% 166.5 4.0% 20% False False 88,184
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 46.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,040.5
2.618 4,708.5
1.618 4,505.0
1.000 4,379.0
0.618 4,301.5
HIGH 4,175.5
0.618 4,098.0
0.500 4,074.0
0.382 4,049.5
LOW 3,972.0
0.618 3,846.0
1.000 3,768.5
1.618 3,642.5
2.618 3,439.0
4.250 3,107.0
Fisher Pivots for day following 02-Dec-2008
Pivot 1 day 3 day
R1 4,103.5 4,138.0
PP 4,088.5 4,131.5
S1 4,074.0 4,125.0

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

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