FTSE 100 Index Future September 2008


Trading Metrics calculated at close of trading on 15-Aug-2008
Day Change Summary
Previous Current
14-Aug-2008 15-Aug-2008 Change Change % Previous Week
Open 5,504.0 5,529.0 25.0 0.5% 5,517.5
High 5,546.0 5,550.0 4.0 0.1% 5,571.5
Low 5,448.5 5,431.0 -17.5 -0.3% 5,431.0
Close 5,503.5 5,449.0 -54.5 -1.0% 5,449.0
Range 97.5 119.0 21.5 22.1% 140.5
ATR 118.1 118.1 0.1 0.1% 0.0
Volume 109,394 105,328 -4,066 -3.7% 479,557
Daily Pivots for day following 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,833.5 5,760.5 5,514.5
R3 5,714.5 5,641.5 5,481.5
R2 5,595.5 5,595.5 5,471.0
R1 5,522.5 5,522.5 5,460.0 5,499.5
PP 5,476.5 5,476.5 5,476.5 5,465.0
S1 5,403.5 5,403.5 5,438.0 5,380.5
S2 5,357.5 5,357.5 5,427.0
S3 5,238.5 5,284.5 5,416.5
S4 5,119.5 5,165.5 5,383.5
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,905.5 5,817.5 5,526.5
R3 5,765.0 5,677.0 5,487.5
R2 5,624.5 5,624.5 5,475.0
R1 5,536.5 5,536.5 5,462.0 5,510.0
PP 5,484.0 5,484.0 5,484.0 5,470.5
S1 5,396.0 5,396.0 5,436.0 5,370.0
S2 5,343.5 5,343.5 5,423.0
S3 5,203.0 5,255.5 5,410.5
S4 5,062.5 5,115.0 5,371.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,571.5 5,431.0 140.5 2.6% 94.0 1.7% 13% False True 95,911
10 5,571.5 5,289.0 282.5 5.2% 111.0 2.0% 57% False False 96,602
20 5,571.5 5,256.0 315.5 5.8% 109.5 2.0% 61% False False 100,393
40 5,758.0 5,073.0 685.0 12.6% 123.5 2.3% 55% False False 109,751
60 6,262.0 5,073.0 1,189.0 21.8% 113.0 2.1% 32% False False 82,932
80 6,424.5 5,073.0 1,351.5 24.8% 103.5 1.9% 28% False False 62,385
100 6,424.5 5,073.0 1,351.5 24.8% 94.0 1.7% 28% False False 49,919
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 33.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,056.0
2.618 5,861.5
1.618 5,742.5
1.000 5,669.0
0.618 5,623.5
HIGH 5,550.0
0.618 5,504.5
0.500 5,490.5
0.382 5,476.5
LOW 5,431.0
0.618 5,357.5
1.000 5,312.0
1.618 5,238.5
2.618 5,119.5
4.250 4,925.0
Fisher Pivots for day following 15-Aug-2008
Pivot 1 day 3 day
R1 5,490.5 5,490.5
PP 5,476.5 5,476.5
S1 5,463.0 5,463.0

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

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