FTSE 100 Index Future September 2008


Trading Metrics calculated at close of trading on 25-Aug-2008
Day Change Summary
Previous Current
22-Aug-2008 25-Aug-2008 Change Change % Previous Week
Open 5,404.0 5,404.0 0.0 0.0% 5,440.5
High 5,525.0 5,525.0 0.0 0.0% 5,525.0
Low 5,378.5 5,378.5 0.0 0.0% 5,307.0
Close 5,514.0 5,514.0 0.0 0.0% 5,514.0
Range 146.5 146.5 0.0 0.0% 218.0
ATR 117.8 119.8 2.1 1.7% 0.0
Volume 84,271 0 -84,271 -100.0% 467,248
Daily Pivots for day following 25-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,912.0 5,859.5 5,594.5
R3 5,765.5 5,713.0 5,554.5
R2 5,619.0 5,619.0 5,541.0
R1 5,566.5 5,566.5 5,527.5 5,593.0
PP 5,472.5 5,472.5 5,472.5 5,485.5
S1 5,420.0 5,420.0 5,500.5 5,446.0
S2 5,326.0 5,326.0 5,487.0
S3 5,179.5 5,273.5 5,473.5
S4 5,033.0 5,127.0 5,433.5
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 6,102.5 6,026.5 5,634.0
R3 5,884.5 5,808.5 5,574.0
R2 5,666.5 5,666.5 5,554.0
R1 5,590.5 5,590.5 5,534.0 5,628.5
PP 5,448.5 5,448.5 5,448.5 5,468.0
S1 5,372.5 5,372.5 5,494.0 5,410.5
S2 5,230.5 5,230.5 5,474.0
S3 5,012.5 5,154.5 5,454.0
S4 4,794.5 4,936.5 5,394.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,525.0 5,307.0 218.0 4.0% 111.5 2.0% 95% True False 72,048
10 5,571.5 5,307.0 264.5 4.8% 106.5 1.9% 78% False False 85,477
20 5,571.5 5,257.0 314.5 5.7% 108.0 2.0% 82% False False 90,973
40 5,660.0 5,073.0 587.0 10.6% 124.0 2.3% 75% False False 105,327
60 6,115.5 5,073.0 1,042.5 18.9% 116.5 2.1% 42% False False 90,678
80 6,424.5 5,073.0 1,351.5 24.5% 107.0 1.9% 33% False False 68,207
100 6,424.5 5,073.0 1,351.5 24.5% 98.0 1.8% 33% False False 54,590
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.7
Fibonacci Retracements and Extensions
4.250 6,147.5
2.618 5,908.5
1.618 5,762.0
1.000 5,671.5
0.618 5,615.5
HIGH 5,525.0
0.618 5,469.0
0.500 5,452.0
0.382 5,434.5
LOW 5,378.5
0.618 5,288.0
1.000 5,232.0
1.618 5,141.5
2.618 4,995.0
4.250 4,756.0
Fisher Pivots for day following 25-Aug-2008
Pivot 1 day 3 day
R1 5,493.0 5,483.5
PP 5,472.5 5,453.5
S1 5,452.0 5,423.0

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

View Archives - Comment on this page... - Back to Index of Symbols