FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 11-Dec-2008
Day Change Summary
Previous Current
10-Dec-2008 11-Dec-2008 Change Change % Previous Week
Open 4,366.0 4,362.0 -4.0 -0.1% 4,261.0
High 4,419.0 4,439.5 20.5 0.5% 4,286.0
Low 4,331.5 4,310.0 -21.5 -0.5% 3,953.0
Close 4,366.5 4,389.0 22.5 0.5% 4,024.0
Range 87.5 129.5 42.0 48.0% 333.0
ATR 233.1 225.7 -7.4 -3.2% 0.0
Volume 141,538 123,336 -18,202 -12.9% 668,728
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,768.0 4,708.0 4,460.0
R3 4,638.5 4,578.5 4,424.5
R2 4,509.0 4,509.0 4,412.5
R1 4,449.0 4,449.0 4,401.0 4,479.0
PP 4,379.5 4,379.5 4,379.5 4,394.5
S1 4,319.5 4,319.5 4,377.0 4,349.5
S2 4,250.0 4,250.0 4,365.5
S3 4,120.5 4,190.0 4,353.5
S4 3,991.0 4,060.5 4,318.0
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 4,439.5 4,003.5 436.0 9.9% 154.0 3.5% 88% True False 140,394
10 4,439.5 3,953.0 486.5 11.1% 188.0 4.3% 90% True False 128,287
20 4,439.5 3,703.0 736.5 16.8% 202.5 4.6% 93% True False 149,717
40 4,688.0 3,652.5 1,035.5 23.6% 232.5 5.3% 71% False False 165,954
60 5,448.0 3,652.5 1,795.5 40.9% 252.5 5.8% 41% False False 180,748
80 5,690.0 3,652.5 2,037.5 46.4% 222.5 5.1% 36% False False 144,470
100 5,690.0 3,652.5 2,037.5 46.4% 193.0 4.4% 36% False False 115,643
120 5,707.5 3,652.5 2,055.0 46.8% 174.0 4.0% 36% False False 96,400
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 52.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,990.0
2.618 4,778.5
1.618 4,649.0
1.000 4,569.0
0.618 4,519.5
HIGH 4,439.5
0.618 4,390.0
0.500 4,375.0
0.382 4,359.5
LOW 4,310.0
0.618 4,230.0
1.000 4,180.5
1.618 4,100.5
2.618 3,971.0
4.250 3,759.5
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 4,384.0 4,372.0
PP 4,379.5 4,355.0
S1 4,375.0 4,338.0

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

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