FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 4,126.5 4,325.0 198.5 4.8% 4,261.0
High 4,222.5 4,350.0 127.5 3.0% 4,286.0
Low 4,003.5 4,205.0 201.5 5.0% 3,953.0
Close 4,024.0 4,303.0 279.0 6.9% 4,024.0
Range 219.0 145.0 -74.0 -33.8% 333.0
ATR 242.7 248.7 5.9 2.5% 0.0
Volume 145,371 158,884 13,513 9.3% 668,728
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,721.0 4,657.0 4,383.0
R3 4,576.0 4,512.0 4,343.0
R2 4,431.0 4,431.0 4,329.5
R1 4,367.0 4,367.0 4,316.5 4,326.5
PP 4,286.0 4,286.0 4,286.0 4,266.0
S1 4,222.0 4,222.0 4,289.5 4,181.5
S2 4,141.0 4,141.0 4,276.5
S3 3,996.0 4,077.0 4,263.0
S4 3,851.0 3,932.0 4,223.0
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 5,086.5 4,888.5 4,207.0
R3 4,753.5 4,555.5 4,115.5
R2 4,420.5 4,420.5 4,085.0
R1 4,222.5 4,222.5 4,054.5 4,155.0
PP 4,087.5 4,087.5 4,087.5 4,054.0
S1 3,889.5 3,889.5 3,993.5 3,822.0
S2 3,754.5 3,754.5 3,963.0
S3 3,421.5 3,556.5 3,932.5
S4 3,088.5 3,223.5 3,841.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,350.0 3,972.0 378.0 8.8% 202.5 4.7% 88% True False 143,571
10 4,350.0 3,953.0 397.0 9.2% 197.0 4.6% 88% True False 140,525
20 4,435.0 3,703.0 732.0 17.0% 222.0 5.2% 82% False False 152,363
40 4,688.0 3,652.5 1,035.5 24.1% 249.0 5.8% 63% False False 173,483
60 5,448.0 3,652.5 1,795.5 41.7% 257.0 6.0% 36% False False 184,711
80 5,690.0 3,652.5 2,037.5 47.4% 220.0 5.1% 32% False False 139,515
100 5,690.0 3,652.5 2,037.5 47.4% 191.0 4.4% 32% False False 111,668
120 5,752.5 3,652.5 2,100.0 48.8% 172.0 4.0% 31% False False 93,088
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 53.9
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,966.0
2.618 4,729.5
1.618 4,584.5
1.000 4,495.0
0.618 4,439.5
HIGH 4,350.0
0.618 4,294.5
0.500 4,277.5
0.382 4,260.5
LOW 4,205.0
0.618 4,115.5
1.000 4,060.0
1.618 3,970.5
2.618 3,825.5
4.250 3,589.0
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 4,294.5 4,261.0
PP 4,286.0 4,219.0
S1 4,277.5 4,177.0

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

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