FTSE 100 Index Future September 2008


Trading Metrics calculated at close of trading on 28-Aug-2008
Day Change Summary
Previous Current
27-Aug-2008 28-Aug-2008 Change Change % Previous Week
Open 5,472.5 5,531.0 58.5 1.1% 5,440.5
High 5,574.0 5,646.5 72.5 1.3% 5,525.0
Low 5,443.5 5,503.5 60.0 1.1% 5,307.0
Close 5,531.0 5,609.0 78.0 1.4% 5,514.0
Range 130.5 143.0 12.5 9.6% 218.0
ATR 121.6 123.2 1.5 1.3% 0.0
Volume 99,947 100,794 847 0.8% 467,248
Daily Pivots for day following 28-Aug-2008
Classic Woodie Camarilla DeMark
R4 6,015.5 5,955.0 5,687.5
R3 5,872.5 5,812.0 5,648.5
R2 5,729.5 5,729.5 5,635.0
R1 5,669.0 5,669.0 5,622.0 5,699.0
PP 5,586.5 5,586.5 5,586.5 5,601.5
S1 5,526.0 5,526.0 5,596.0 5,556.0
S2 5,443.5 5,443.5 5,583.0
S3 5,300.5 5,383.0 5,569.5
S4 5,157.5 5,240.0 5,530.5
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 5,646.5 5,378.5 268.0 4.8% 139.0 2.5% 86% True False 77,322
10 5,646.5 5,307.0 339.5 6.1% 119.5 2.1% 89% True False 87,491
20 5,646.5 5,289.0 357.5 6.4% 114.5 2.0% 90% True False 91,697
40 5,646.5 5,073.0 573.5 10.2% 121.5 2.2% 93% True False 102,524
60 6,115.5 5,073.0 1,042.5 18.6% 120.0 2.1% 51% False False 95,695
80 6,424.5 5,073.0 1,351.5 24.1% 110.0 2.0% 40% False False 71,981
100 6,424.5 5,073.0 1,351.5 24.1% 100.5 1.8% 40% False False 57,612
120 6,424.5 5,073.0 1,351.5 24.1% 91.0 1.6% 40% False False 48,038
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 28.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,254.0
2.618 6,021.0
1.618 5,878.0
1.000 5,789.5
0.618 5,735.0
HIGH 5,646.5
0.618 5,592.0
0.500 5,575.0
0.382 5,558.0
LOW 5,503.5
0.618 5,415.0
1.000 5,360.5
1.618 5,272.0
2.618 5,129.0
4.250 4,896.0
Fisher Pivots for day following 28-Aug-2008
Pivot 1 day 3 day
R1 5,597.5 5,577.0
PP 5,586.5 5,544.5
S1 5,575.0 5,512.5

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

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