FTSE 100 Index Future September 2008


Trading Metrics calculated at close of trading on 09-Sep-2008
Day Change Summary
Previous Current
08-Sep-2008 09-Sep-2008 Change Change % Previous Week
Open 5,421.0 5,462.0 41.0 0.8% 5,605.0
High 5,542.5 5,535.0 -7.5 -0.1% 5,656.0
Low 5,415.0 5,344.0 -71.0 -1.3% 5,232.0
Close 5,472.0 5,425.0 -47.0 -0.9% 5,244.0
Range 127.5 191.0 63.5 49.8% 424.0
ATR 138.2 142.0 3.8 2.7% 0.0
Volume 163,812 182,405 18,593 11.4% 515,131
Daily Pivots for day following 09-Sep-2008
Classic Woodie Camarilla DeMark
R4 6,007.5 5,907.5 5,530.0
R3 5,816.5 5,716.5 5,477.5
R2 5,625.5 5,625.5 5,460.0
R1 5,525.5 5,525.5 5,442.5 5,480.0
PP 5,434.5 5,434.5 5,434.5 5,412.0
S1 5,334.5 5,334.5 5,407.5 5,289.0
S2 5,243.5 5,243.5 5,390.0
S3 5,052.5 5,143.5 5,372.5
S4 4,861.5 4,952.5 5,320.0
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 6,649.5 6,370.5 5,477.0
R3 6,225.5 5,946.5 5,360.5
R2 5,801.5 5,801.5 5,321.5
R1 5,522.5 5,522.5 5,283.0 5,450.0
PP 5,377.5 5,377.5 5,377.5 5,341.0
S1 5,098.5 5,098.5 5,205.0 5,026.0
S2 4,953.5 4,953.5 5,166.5
S3 4,529.5 4,674.5 5,127.5
S4 4,105.5 4,250.5 5,011.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,591.0 5,232.0 359.0 6.6% 159.0 2.9% 54% False False 143,475
10 5,658.5 5,232.0 426.5 7.9% 129.0 2.4% 45% False False 116,444
20 5,658.5 5,232.0 426.5 7.9% 120.0 2.2% 45% False False 102,442
40 5,658.5 5,073.0 585.5 10.8% 118.5 2.2% 60% False False 105,481
60 5,963.5 5,073.0 890.5 16.4% 122.5 2.3% 40% False False 110,437
80 6,424.5 5,073.0 1,351.5 24.9% 114.5 2.1% 26% False False 83,889
100 6,424.5 5,073.0 1,351.5 24.9% 105.5 1.9% 26% False False 67,244
120 6,424.5 5,073.0 1,351.5 24.9% 97.5 1.8% 26% False False 56,069
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 31.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,347.0
2.618 6,035.0
1.618 5,844.0
1.000 5,726.0
0.618 5,653.0
HIGH 5,535.0
0.618 5,462.0
0.500 5,439.5
0.382 5,417.0
LOW 5,344.0
0.618 5,226.0
1.000 5,153.0
1.618 5,035.0
2.618 4,844.0
4.250 4,532.0
Fisher Pivots for day following 09-Sep-2008
Pivot 1 day 3 day
R1 5,439.5 5,412.5
PP 5,434.5 5,400.0
S1 5,430.0 5,387.0

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

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