FTSE 100 Index Future September 2008


Trading Metrics calculated at close of trading on 27-Aug-2008
Day Change Summary
Previous Current
26-Aug-2008 27-Aug-2008 Change Change % Previous Week
Open 5,450.0 5,472.5 22.5 0.4% 5,440.5
High 5,507.5 5,574.0 66.5 1.2% 5,525.0
Low 5,378.5 5,443.5 65.0 1.2% 5,307.0
Close 5,494.0 5,531.0 37.0 0.7% 5,514.0
Range 129.0 130.5 1.5 1.2% 218.0
ATR 121.0 121.6 0.7 0.6% 0.0
Volume 101,600 99,947 -1,653 -1.6% 467,248
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,907.5 5,850.0 5,603.0
R3 5,777.0 5,719.5 5,567.0
R2 5,646.5 5,646.5 5,555.0
R1 5,589.0 5,589.0 5,543.0 5,618.0
PP 5,516.0 5,516.0 5,516.0 5,530.5
S1 5,458.5 5,458.5 5,519.0 5,487.0
S2 5,385.5 5,385.5 5,507.0
S3 5,255.0 5,328.0 5,495.0
S4 5,124.5 5,197.5 5,459.0
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 5,574.0 5,321.0 253.0 4.6% 131.0 2.4% 83% True False 74,932
10 5,574.0 5,307.0 267.0 4.8% 115.0 2.1% 84% True False 88,351
20 5,574.0 5,289.0 285.0 5.2% 112.0 2.0% 85% True False 92,305
40 5,587.0 5,073.0 514.0 9.3% 123.0 2.2% 89% False False 103,918
60 6,115.5 5,073.0 1,042.5 18.8% 118.5 2.1% 44% False False 94,024
80 6,424.5 5,073.0 1,351.5 24.4% 109.0 2.0% 34% False False 70,726
100 6,424.5 5,073.0 1,351.5 24.4% 99.5 1.8% 34% False False 56,604
120 6,424.5 5,073.0 1,351.5 24.4% 90.5 1.6% 34% False False 47,198
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,128.5
2.618 5,915.5
1.618 5,785.0
1.000 5,704.5
0.618 5,654.5
HIGH 5,574.0
0.618 5,524.0
0.500 5,509.0
0.382 5,493.5
LOW 5,443.5
0.618 5,363.0
1.000 5,313.0
1.618 5,232.5
2.618 5,102.0
4.250 4,889.0
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 5,523.5 5,513.0
PP 5,516.0 5,494.5
S1 5,509.0 5,476.0

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

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