FTSE 100 Index Future December 2008

Trading Metrics calculated at close of trading on 12-Dec-2008

Day Change Summary
	Previous	Current
	11-Dec-2008	12-Dec-2008	Change	Change %	Previous Week
Open	4,362.0	4,200.0	-162.0	-3.7%	4,325.0
High	4,439.5	4,363.0	-76.5	-1.7%	4,439.5
Low	4,310.0	4,199.5	-110.5	-2.6%	4,199.5
Close	4,389.0	4,271.0	-118.0	-2.7%	4,271.0
Range	129.5	163.5	34.0	26.3%	240.0
ATR	225.7	223.2	-2.6	-1.1%	0.0
Volume	123,336	164,597	41,261	33.5%	721,200

Daily Pivots for day following 12-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	4,768.5	4,683.0	4,361.0
R3	4,605.0	4,519.5	4,316.0
R2	4,441.5	4,441.5	4,301.0
R1	4,356.0	4,356.0	4,286.0	4,399.0
PP	4,278.0	4,278.0	4,278.0	4,299.0
S1	4,192.5	4,192.5	4,256.0	4,235.0
S2	4,114.5	4,114.5	4,241.0
S3	3,951.0	4,029.0	4,226.0
S4	3,787.5	3,865.5	4,181.0

Weekly Pivots for week ending 12-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	5,023.5	4,887.0	4,403.0
R3	4,783.5	4,647.0	4,337.0
R2	4,543.5	4,543.5	4,315.0
R1	4,407.0	4,407.0	4,293.0	4,355.0
PP	4,303.5	4,303.5	4,303.5	4,277.5
S1	4,167.0	4,167.0	4,249.0	4,115.0
S2	4,063.5	4,063.5	4,227.0
S3	3,823.5	3,927.0	4,205.0
S4	3,583.5	3,687.0	4,139.0

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	4,199.5	240.0	5.6%	142.5	3.3%	30%	False	True	144,240
10	4,439.5	3,953.0	486.5	11.4%	191.5	4.5%	65%	False	False	138,992
20	4,439.5	3,703.0	736.5	17.2%	201.5	4.7%	77%	False	False	149,016
40	4,688.0	3,652.5	1,035.5	24.2%	227.5	5.3%	60%	False	False	163,373
60	5,373.0	3,652.5	1,720.5	40.3%	251.0	5.9%	36%	False	False	179,980
80	5,690.0	3,652.5	2,037.5	47.7%	223.5	5.2%	30%	False	False	146,527
100	5,690.0	3,652.5	2,037.5	47.7%	194.0	4.5%	30%	False	False	117,288
120	5,699.0	3,652.5	2,046.5	47.9%	174.5	4.1%	30%	False	False	97,771

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	46.1
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,058.0
2.618	4,791.0
1.618	4,627.5
1.000	4,526.5
0.618	4,464.0
HIGH	4,363.0
0.618	4,300.5
0.500	4,281.0
0.382	4,262.0
LOW	4,199.5
0.618	4,098.5
1.000	4,036.0
1.618	3,935.0
2.618	3,771.5
4.250	3,504.5

Fisher Pivots for day following 12-Dec-2008
Pivot	1 day	3 day
R1	4,281.0	4,319.5
PP	4,278.0	4,303.5
S1	4,274.5	4,287.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols