FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 4,360.5 4,326.5 -34.0 -0.8% 4,325.0
High 4,388.5 4,360.5 -28.0 -0.6% 4,439.5
Low 4,227.5 4,229.0 1.5 0.0% 4,199.5
Close 4,306.5 4,325.5 19.0 0.4% 4,271.0
Range 161.0 131.5 -29.5 -18.3% 240.0
ATR 208.6 203.1 -5.5 -2.6% 0.0
Volume 393,969 279,729 -114,240 -29.0% 721,200
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,699.5 4,644.0 4,398.0
R3 4,568.0 4,512.5 4,361.5
R2 4,436.5 4,436.5 4,349.5
R1 4,381.0 4,381.0 4,337.5 4,343.0
PP 4,305.0 4,305.0 4,305.0 4,286.0
S1 4,249.5 4,249.5 4,313.5 4,211.5
S2 4,173.5 4,173.5 4,301.5
S3 4,042.0 4,118.0 4,289.5
S4 3,910.5 3,986.5 4,253.0
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 4,425.0 4,199.5 225.5 5.2% 148.5 3.4% 56% False False 261,847
10 4,439.5 4,003.5 436.0 10.1% 151.0 3.5% 74% False False 201,121
20 4,439.5 3,703.0 736.5 17.0% 188.5 4.4% 85% False False 175,717
40 4,688.0 3,652.5 1,035.5 23.9% 213.5 4.9% 65% False False 175,223
60 5,185.0 3,652.5 1,532.5 35.4% 250.0 5.8% 44% False False 186,639
80 5,690.0 3,652.5 2,037.5 47.1% 225.0 5.2% 33% False False 160,816
100 5,690.0 3,652.5 2,037.5 47.1% 197.0 4.6% 33% False False 128,733
120 5,690.0 3,652.5 2,037.5 47.1% 177.0 4.1% 33% False False 107,309
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 33.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,919.5
2.618 4,705.0
1.618 4,573.5
1.000 4,492.0
0.618 4,442.0
HIGH 4,360.5
0.618 4,310.5
0.500 4,295.0
0.382 4,279.0
LOW 4,229.0
0.618 4,147.5
1.000 4,097.5
1.618 4,016.0
2.618 3,884.5
4.250 3,670.0
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 4,315.0 4,326.0
PP 4,305.0 4,326.0
S1 4,295.0 4,326.0

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

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