FTSE 100 Index Future September 2008


Trading Metrics calculated at close of trading on 01-Sep-2008
Day Change Summary
Previous Current
29-Aug-2008 01-Sep-2008 Change Change % Previous Week
Open 5,632.0 5,605.0 -27.0 -0.5% 5,404.0
High 5,658.5 5,632.5 -26.0 -0.5% 5,658.5
Low 5,594.0 5,579.0 -15.0 -0.3% 5,378.5
Close 5,648.5 5,609.0 -39.5 -0.7% 5,648.5
Range 64.5 53.5 -11.0 -17.1% 280.0
ATR 119.0 115.4 -3.5 -3.0% 0.0
Volume 102,355 98,297 -4,058 -4.0% 404,696
Daily Pivots for day following 01-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,767.5 5,741.5 5,638.5
R3 5,714.0 5,688.0 5,623.5
R2 5,660.5 5,660.5 5,619.0
R1 5,634.5 5,634.5 5,614.0 5,647.5
PP 5,607.0 5,607.0 5,607.0 5,613.0
S1 5,581.0 5,581.0 5,604.0 5,594.0
S2 5,553.5 5,553.5 5,599.0
S3 5,500.0 5,527.5 5,594.5
S4 5,446.5 5,474.0 5,579.5
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% 104.0 1.9% 82% False False 100,598
10 5,658.5 5,307.0 351.5 6.3% 108.0 1.9% 86% False False 86,323
20 5,658.5 5,289.0 369.5 6.6% 109.5 1.9% 87% False False 92,055
40 5,658.5 5,073.0 585.5 10.4% 117.5 2.1% 92% False False 103,386
60 5,978.5 5,073.0 905.5 16.1% 117.0 2.1% 59% False False 99,015
80 6,424.5 5,073.0 1,351.5 24.1% 110.0 2.0% 40% False False 74,409
100 6,424.5 5,073.0 1,351.5 24.1% 101.0 1.8% 40% False False 59,617
120 6,424.5 5,073.0 1,351.5 24.1% 92.0 1.6% 40% False False 49,710
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26.0
Narrowest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 5,860.0
2.618 5,772.5
1.618 5,719.0
1.000 5,686.0
0.618 5,665.5
HIGH 5,632.5
0.618 5,612.0
0.500 5,606.0
0.382 5,599.5
LOW 5,579.0
0.618 5,546.0
1.000 5,525.5
1.618 5,492.5
2.618 5,439.0
4.250 5,351.5
Fisher Pivots for day following 01-Sep-2008
Pivot 1 day 3 day
R1 5,608.0 5,599.5
PP 5,607.0 5,590.5
S1 5,606.0 5,581.0

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

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