FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 4,200.0 4,328.0 128.0 3.0% 4,325.0
High 4,363.0 4,348.0 -15.0 -0.3% 4,439.5
Low 4,199.5 4,239.0 39.5 0.9% 4,199.5
Close 4,271.0 4,274.0 3.0 0.1% 4,271.0
Range 163.5 109.0 -54.5 -33.3% 240.0
ATR 223.2 215.0 -8.2 -3.7% 0.0
Volume 164,597 164,761 164 0.1% 721,200
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,614.0 4,553.0 4,334.0
R3 4,505.0 4,444.0 4,304.0
R2 4,396.0 4,396.0 4,294.0
R1 4,335.0 4,335.0 4,284.0 4,311.0
PP 4,287.0 4,287.0 4,287.0 4,275.0
S1 4,226.0 4,226.0 4,264.0 4,202.0
S2 4,178.0 4,178.0 4,254.0
S3 4,069.0 4,117.0 4,244.0
S4 3,960.0 4,008.0 4,214.0
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% 135.5 3.2% 31% False False 145,415
10 4,439.5 3,972.0 467.5 10.9% 169.0 4.0% 65% False False 144,493
20 4,439.5 3,703.0 736.5 17.2% 199.5 4.7% 78% False False 149,035
40 4,688.0 3,652.5 1,035.5 24.2% 222.5 5.2% 60% False False 162,688
60 5,284.5 3,652.5 1,632.0 38.2% 249.5 5.8% 38% False False 177,384
80 5,690.0 3,652.5 2,037.5 47.7% 223.5 5.2% 31% False False 148,584
100 5,690.0 3,652.5 2,037.5 47.7% 194.5 4.5% 31% False False 118,935
120 5,699.0 3,652.5 2,046.5 47.9% 175.0 4.1% 30% False False 99,144
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 45.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,811.0
2.618 4,633.5
1.618 4,524.5
1.000 4,457.0
0.618 4,415.5
HIGH 4,348.0
0.618 4,306.5
0.500 4,293.5
0.382 4,280.5
LOW 4,239.0
0.618 4,171.5
1.000 4,130.0
1.618 4,062.5
2.618 3,953.5
4.250 3,776.0
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 4,293.5 4,319.5
PP 4,287.0 4,304.5
S1 4,280.5 4,289.0

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

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