FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 10-Dec-2008
Day Change Summary
Previous Current
09-Dec-2008 10-Dec-2008 Change Change % Previous Week
Open 4,264.5 4,366.0 101.5 2.4% 4,261.0
High 4,425.0 4,419.0 -6.0 -0.1% 4,286.0
Low 4,237.0 4,331.5 94.5 2.2% 3,953.0
Close 4,387.0 4,366.5 -20.5 -0.5% 4,024.0
Range 188.0 87.5 -100.5 -53.5% 333.0
ATR 244.4 233.1 -11.2 -4.6% 0.0
Volume 132,845 141,538 8,693 6.5% 668,728
Daily Pivots for day following 10-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,635.0 4,588.0 4,414.5
R3 4,547.5 4,500.5 4,390.5
R2 4,460.0 4,460.0 4,382.5
R1 4,413.0 4,413.0 4,374.5 4,436.5
PP 4,372.5 4,372.5 4,372.5 4,384.0
S1 4,325.5 4,325.5 4,358.5 4,349.0
S2 4,285.0 4,285.0 4,350.5
S3 4,197.5 4,238.0 4,342.5
S4 4,110.0 4,150.5 4,318.5
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 4,425.0 4,003.5 421.5 9.7% 179.0 4.1% 86% False False 142,959
10 4,425.0 3,953.0 472.0 10.8% 183.0 4.2% 88% False False 129,694
20 4,435.0 3,703.0 732.0 16.8% 216.5 5.0% 91% False False 151,910
40 4,688.0 3,652.5 1,035.5 23.7% 236.0 5.4% 69% False False 168,016
60 5,448.0 3,652.5 1,795.5 41.1% 254.5 5.8% 40% False False 182,886
80 5,690.0 3,652.5 2,037.5 46.7% 221.5 5.1% 35% False False 142,935
100 5,690.0 3,652.5 2,037.5 46.7% 192.0 4.4% 35% False False 114,410
120 5,729.5 3,652.5 2,077.0 47.6% 173.0 4.0% 34% False False 95,374
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 50.5
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,791.0
2.618 4,648.0
1.618 4,560.5
1.000 4,506.5
0.618 4,473.0
HIGH 4,419.0
0.618 4,385.5
0.500 4,375.0
0.382 4,365.0
LOW 4,331.5
0.618 4,277.5
1.000 4,244.0
1.618 4,190.0
2.618 4,102.5
4.250 3,959.5
Fisher Pivots for day following 10-Dec-2008
Pivot 1 day 3 day
R1 4,375.0 4,349.5
PP 4,372.5 4,332.0
S1 4,369.5 4,315.0

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

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