FTSE 100 Index Future September 2008


Trading Metrics calculated at close of trading on 18-Jul-2008
Day Change Summary
Previous Current
17-Jul-2008 18-Jul-2008 Change Change % Previous Week
Open 5,215.0 5,251.5 36.5 0.7% 5,330.0
High 5,345.0 5,388.0 43.0 0.8% 5,388.0
Low 5,206.0 5,221.5 15.5 0.3% 5,073.0
Close 5,292.5 5,370.5 78.0 1.5% 5,370.5
Range 139.0 166.5 27.5 19.8% 315.0
ATR 140.9 142.8 1.8 1.3% 0.0
Volume 155,473 151,718 -3,755 -2.4% 719,790
Daily Pivots for day following 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 5,826.0 5,765.0 5,462.0
R3 5,659.5 5,598.5 5,416.5
R2 5,493.0 5,493.0 5,401.0
R1 5,432.0 5,432.0 5,386.0 5,462.5
PP 5,326.5 5,326.5 5,326.5 5,342.0
S1 5,265.5 5,265.5 5,355.0 5,296.0
S2 5,160.0 5,160.0 5,340.0
S3 4,993.5 5,099.0 5,324.5
S4 4,827.0 4,932.5 5,279.0
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 6,222.0 6,111.5 5,544.0
R3 5,907.0 5,796.5 5,457.0
R2 5,592.0 5,592.0 5,428.0
R1 5,481.5 5,481.5 5,399.5 5,537.0
PP 5,277.0 5,277.0 5,277.0 5,305.0
S1 5,166.5 5,166.5 5,341.5 5,222.0
S2 4,962.0 4,962.0 5,313.0
S3 4,647.0 4,851.5 5,284.0
S4 4,332.0 4,536.5 5,197.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,388.0 5,073.0 315.0 5.9% 145.0 2.7% 94% True False 143,958
10 5,552.5 5,073.0 479.5 8.9% 145.5 2.7% 62% False False 120,002
20 5,758.0 5,073.0 685.0 12.8% 137.5 2.6% 43% False False 119,108
40 6,262.0 5,073.0 1,189.0 22.1% 114.5 2.1% 25% False False 74,201
60 6,424.5 5,073.0 1,351.5 25.2% 101.0 1.9% 22% False False 49,716
80 6,424.5 5,073.0 1,351.5 25.2% 90.0 1.7% 22% False False 37,300
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31.3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,095.5
2.618 5,824.0
1.618 5,657.5
1.000 5,554.5
0.618 5,491.0
HIGH 5,388.0
0.618 5,324.5
0.500 5,305.0
0.382 5,285.0
LOW 5,221.5
0.618 5,118.5
1.000 5,055.0
1.618 4,952.0
2.618 4,785.5
4.250 4,514.0
Fisher Pivots for day following 18-Jul-2008
Pivot 1 day 3 day
R1 5,348.5 5,324.0
PP 5,326.5 5,277.0
S1 5,305.0 5,230.5

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

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