FTSE 100 Index Future September 2008


Trading Metrics calculated at close of trading on 05-Aug-2008
Day Change Summary
Previous Current
04-Aug-2008 05-Aug-2008 Change Change % Previous Week
Open 5,348.5 5,323.0 -25.5 -0.5% 5,358.0
High 5,412.0 5,495.0 83.0 1.5% 5,455.0
Low 5,297.5 5,289.0 -8.5 -0.2% 5,256.0
Close 5,303.5 5,451.0 147.5 2.8% 5,343.5
Range 114.5 206.0 91.5 79.9% 199.0
ATR 126.2 131.9 5.7 4.5% 0.0
Volume 95,166 90,099 -5,067 -5.3% 486,003
Daily Pivots for day following 05-Aug-2008
Classic Woodie Camarilla DeMark
R4 6,029.5 5,946.5 5,564.5
R3 5,823.5 5,740.5 5,507.5
R2 5,617.5 5,617.5 5,489.0
R1 5,534.5 5,534.5 5,470.0 5,576.0
PP 5,411.5 5,411.5 5,411.5 5,432.5
S1 5,328.5 5,328.5 5,432.0 5,370.0
S2 5,205.5 5,205.5 5,413.0
S3 4,999.5 5,122.5 5,394.5
S4 4,793.5 4,916.5 5,337.5
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,948.5 5,845.0 5,453.0
R3 5,749.5 5,646.0 5,398.0
R2 5,550.5 5,550.5 5,380.0
R1 5,447.0 5,447.0 5,361.5 5,399.0
PP 5,351.5 5,351.5 5,351.5 5,327.5
S1 5,248.0 5,248.0 5,325.5 5,200.0
S2 5,152.5 5,152.5 5,307.0
S3 4,953.5 5,049.0 5,289.0
S4 4,754.5 4,850.0 5,234.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,495.0 5,289.0 206.0 3.8% 119.5 2.2% 79% True True 100,368
10 5,495.0 5,256.0 239.0 4.4% 114.5 2.1% 82% True False 95,463
20 5,552.5 5,073.0 479.5 8.8% 128.0 2.3% 79% False False 114,433
40 5,963.5 5,073.0 890.5 16.3% 123.0 2.3% 42% False False 104,722
60 6,424.5 5,073.0 1,351.5 24.8% 112.5 2.1% 28% False False 70,025
80 6,424.5 5,073.0 1,351.5 24.8% 101.0 1.8% 28% False False 52,633
100 6,424.5 5,073.0 1,351.5 24.8% 90.5 1.7% 28% False False 42,143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.6
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 6,370.5
2.618 6,034.5
1.618 5,828.5
1.000 5,701.0
0.618 5,622.5
HIGH 5,495.0
0.618 5,416.5
0.500 5,392.0
0.382 5,367.5
LOW 5,289.0
0.618 5,161.5
1.000 5,083.0
1.618 4,955.5
2.618 4,749.5
4.250 4,413.5
Fisher Pivots for day following 05-Aug-2008
Pivot 1 day 3 day
R1 5,431.5 5,431.5
PP 5,411.5 5,411.5
S1 5,392.0 5,392.0

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

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