FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 04-Dec-2008
Day Change Summary
Previous Current
03-Dec-2008 04-Dec-2008 Change Change % Previous Week
Open 4,122.5 4,178.0 55.5 1.3% 3,884.5
High 4,234.0 4,271.0 37.0 0.9% 4,323.0
Low 4,043.0 4,016.5 -26.5 -0.7% 3,833.0
Close 4,176.5 4,170.0 -6.5 -0.2% 4,287.0
Range 191.0 254.5 63.5 33.2% 490.0
ATR 243.8 244.6 0.8 0.3% 0.0
Volume 148,116 136,161 -11,955 -8.1% 770,727
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,916.0 4,797.5 4,310.0
R3 4,661.5 4,543.0 4,240.0
R2 4,407.0 4,407.0 4,216.5
R1 4,288.5 4,288.5 4,193.5 4,220.5
PP 4,152.5 4,152.5 4,152.5 4,118.5
S1 4,034.0 4,034.0 4,146.5 3,966.0
S2 3,898.0 3,898.0 4,123.5
S3 3,643.5 3,779.5 4,100.0
S4 3,389.0 3,525.0 4,030.0
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 8.9% 222.0 5.3% 59% False False 116,179
10 4,323.0 3,703.0 620.0 14.9% 226.5 5.4% 75% False False 150,313
20 4,550.0 3,703.0 847.0 20.3% 226.5 5.4% 55% False False 156,997
40 4,688.0 3,652.5 1,035.5 24.8% 258.5 6.2% 50% False False 182,201
60 5,460.0 3,652.5 1,807.5 43.3% 256.0 6.1% 29% False False 180,675
80 5,690.0 3,652.5 2,037.5 48.9% 218.0 5.2% 25% False False 135,717
100 5,690.0 3,652.5 2,037.5 48.9% 189.5 4.5% 25% False False 108,626
120 5,837.0 3,652.5 2,184.5 52.4% 169.5 4.1% 24% False False 90,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 55.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,352.5
2.618 4,937.5
1.618 4,683.0
1.000 4,525.5
0.618 4,428.5
HIGH 4,271.0
0.618 4,174.0
0.500 4,144.0
0.382 4,113.5
LOW 4,016.5
0.618 3,859.0
1.000 3,762.0
1.618 3,604.5
2.618 3,350.0
4.250 2,935.0
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 4,161.0 4,154.0
PP 4,152.5 4,137.5
S1 4,144.0 4,121.5

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

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