FTSE 100 Index Future September 2008


Trading Metrics calculated at close of trading on 28-Jul-2008
Day Change Summary
Previous Current
25-Jul-2008 28-Jul-2008 Change Change % Previous Week
Open 5,319.0 5,358.0 39.0 0.7% 5,372.0
High 5,375.0 5,364.5 -10.5 -0.2% 5,480.5
Low 5,286.5 5,256.0 -30.5 -0.6% 5,283.0
Close 5,355.0 5,312.5 -42.5 -0.8% 5,355.0
Range 88.5 108.5 20.0 22.6% 197.5
ATR 136.0 134.0 -2.0 -1.4% 0.0
Volume 99,435 99,809 374 0.4% 555,845
Daily Pivots for day following 28-Jul-2008
Classic Woodie Camarilla DeMark
R4 5,636.5 5,583.0 5,372.0
R3 5,528.0 5,474.5 5,342.5
R2 5,419.5 5,419.5 5,332.5
R1 5,366.0 5,366.0 5,322.5 5,338.5
PP 5,311.0 5,311.0 5,311.0 5,297.0
S1 5,257.5 5,257.5 5,302.5 5,230.0
S2 5,202.5 5,202.5 5,292.5
S3 5,094.0 5,149.0 5,282.5
S4 4,985.5 5,040.5 5,253.0
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 5,965.5 5,857.5 5,463.5
R3 5,768.0 5,660.0 5,409.5
R2 5,570.5 5,570.5 5,391.0
R1 5,462.5 5,462.5 5,373.0 5,418.0
PP 5,373.0 5,373.0 5,373.0 5,350.5
S1 5,265.0 5,265.0 5,337.0 5,220.0
S2 5,175.5 5,175.5 5,319.0
S3 4,978.0 5,067.5 5,300.5
S4 4,780.5 4,870.0 5,246.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,480.5 5,256.0 224.5 4.2% 118.0 2.2% 25% False True 99,477
10 5,480.5 5,073.0 407.5 7.7% 132.0 2.5% 59% False False 123,952
20 5,660.0 5,073.0 587.0 11.0% 140.0 2.6% 41% False False 119,681
40 6,115.5 5,073.0 1,042.5 19.6% 121.0 2.3% 23% False False 90,531
60 6,424.5 5,073.0 1,351.5 25.4% 107.0 2.0% 18% False False 60,619
80 6,424.5 5,073.0 1,351.5 25.4% 95.5 1.8% 18% False False 45,494
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,825.5
2.618 5,648.5
1.618 5,540.0
1.000 5,473.0
0.618 5,431.5
HIGH 5,364.5
0.618 5,323.0
0.500 5,310.0
0.382 5,297.5
LOW 5,256.0
0.618 5,189.0
1.000 5,147.5
1.618 5,080.5
2.618 4,972.0
4.250 4,795.0
Fisher Pivots for day following 28-Jul-2008
Pivot 1 day 3 day
R1 5,312.0 5,366.0
PP 5,311.0 5,348.0
S1 5,310.0 5,330.5

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

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