FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 4,326.5 4,282.0 -44.5 -1.0% 4,328.0
High 4,360.5 4,302.0 -58.5 -1.3% 4,425.0
Low 4,229.0 4,232.5 3.5 0.1% 4,227.5
Close 4,325.5 4,234.0 -91.5 -2.1% 4,234.0
Range 131.5 69.5 -62.0 -47.1% 197.5
ATR 203.1 195.2 -7.9 -3.9% 0.0
Volume 279,729 158,338 -121,391 -43.4% 1,302,980
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,464.5 4,419.0 4,272.0
R3 4,395.0 4,349.5 4,253.0
R2 4,325.5 4,325.5 4,246.5
R1 4,280.0 4,280.0 4,240.5 4,268.0
PP 4,256.0 4,256.0 4,256.0 4,250.0
S1 4,210.5 4,210.5 4,227.5 4,198.5
S2 4,186.5 4,186.5 4,221.5
S3 4,117.0 4,141.0 4,215.0
S4 4,047.5 4,071.5 4,196.0
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,888.0 4,758.5 4,342.5
R3 4,690.5 4,561.0 4,288.5
R2 4,493.0 4,493.0 4,270.0
R1 4,363.5 4,363.5 4,252.0 4,329.5
PP 4,295.5 4,295.5 4,295.5 4,278.5
S1 4,166.0 4,166.0 4,216.0 4,132.0
S2 4,098.0 4,098.0 4,198.0
S3 3,900.5 3,968.5 4,179.5
S4 3,703.0 3,771.0 4,125.5
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 4,227.5 197.5 4.7% 129.5 3.1% 3% False False 260,596
10 4,439.5 4,199.5 240.0 5.7% 136.0 3.2% 14% False False 202,418
20 4,439.5 3,833.0 606.5 14.3% 179.5 4.2% 66% False False 173,181
40 4,688.0 3,652.5 1,035.5 24.5% 209.5 5.0% 56% False False 174,861
60 5,100.0 3,652.5 1,447.5 34.2% 249.5 5.9% 40% False False 186,854
80 5,690.0 3,652.5 2,037.5 48.1% 225.5 5.3% 29% False False 162,794
100 5,690.0 3,652.5 2,037.5 48.1% 197.5 4.7% 29% False False 130,316
120 5,690.0 3,652.5 2,037.5 48.1% 177.0 4.2% 29% False False 108,603
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 26.1
Narrowest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 4,597.5
2.618 4,484.0
1.618 4,414.5
1.000 4,371.5
0.618 4,345.0
HIGH 4,302.0
0.618 4,275.5
0.500 4,267.0
0.382 4,259.0
LOW 4,232.5
0.618 4,189.5
1.000 4,163.0
1.618 4,120.0
2.618 4,050.5
4.250 3,937.0
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 4,267.0 4,308.0
PP 4,256.0 4,283.5
S1 4,245.0 4,258.5

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

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