FTSE 100 Index Future September 2008


Trading Metrics calculated at close of trading on 29-Aug-2008
Day Change Summary
Previous Current
28-Aug-2008 29-Aug-2008 Change Change % Previous Week
Open 5,531.0 5,632.0 101.0 1.8% 5,404.0
High 5,646.5 5,658.5 12.0 0.2% 5,658.5
Low 5,503.5 5,594.0 90.5 1.6% 5,378.5
Close 5,609.0 5,648.5 39.5 0.7% 5,648.5
Range 143.0 64.5 -78.5 -54.9% 280.0
ATR 123.2 119.0 -4.2 -3.4% 0.0
Volume 100,794 102,355 1,561 1.5% 404,696
Daily Pivots for day following 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,827.0 5,802.5 5,684.0
R3 5,762.5 5,738.0 5,666.0
R2 5,698.0 5,698.0 5,660.5
R1 5,673.5 5,673.5 5,654.5 5,686.0
PP 5,633.5 5,633.5 5,633.5 5,640.0
S1 5,609.0 5,609.0 5,642.5 5,621.0
S2 5,569.0 5,569.0 5,636.5
S3 5,504.5 5,544.5 5,631.0
S4 5,440.0 5,480.0 5,613.0
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 6,402.0 6,305.0 5,802.5
R3 6,122.0 6,025.0 5,725.5
R2 5,842.0 5,842.0 5,700.0
R1 5,745.0 5,745.0 5,674.0 5,793.5
PP 5,562.0 5,562.0 5,562.0 5,586.0
S1 5,465.0 5,465.0 5,623.0 5,513.5
S2 5,282.0 5,282.0 5,597.0
S3 5,002.0 5,185.0 5,571.5
S4 4,722.0 4,905.0 5,494.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,658.5 5,378.5 280.0 5.0% 122.5 2.2% 96% True False 80,939
10 5,658.5 5,307.0 351.5 6.2% 114.0 2.0% 97% True False 87,194
20 5,658.5 5,289.0 369.5 6.5% 112.5 2.0% 97% True False 91,898
40 5,658.5 5,073.0 585.5 10.4% 119.5 2.1% 98% True False 101,996
60 6,115.5 5,073.0 1,042.5 18.5% 119.5 2.1% 55% False False 97,394
80 6,424.5 5,073.0 1,351.5 23.9% 110.0 1.9% 43% False False 73,182
100 6,424.5 5,073.0 1,351.5 23.9% 101.0 1.8% 43% False False 58,635
120 6,424.5 5,073.0 1,351.5 23.9% 91.5 1.6% 43% False False 48,891
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 28.7
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5,932.5
2.618 5,827.5
1.618 5,763.0
1.000 5,723.0
0.618 5,698.5
HIGH 5,658.5
0.618 5,634.0
0.500 5,626.0
0.382 5,618.5
LOW 5,594.0
0.618 5,554.0
1.000 5,529.5
1.618 5,489.5
2.618 5,425.0
4.250 5,320.0
Fisher Pivots for day following 29-Aug-2008
Pivot 1 day 3 day
R1 5,641.0 5,616.0
PP 5,633.5 5,583.5
S1 5,626.0 5,551.0

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

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