FTSE 100 Index Future September 2008


Trading Metrics calculated at close of trading on 16-Sep-2008
Day Change Summary
Previous Current
15-Sep-2008 16-Sep-2008 Change Change % Previous Week
Open 5,290.0 5,115.0 -175.0 -3.3% 5,421.0
High 5,290.0 5,145.0 -145.0 -2.7% 5,542.5
Low 5,108.5 4,959.5 -149.0 -2.9% 5,262.5
Close 5,208.5 5,011.5 -197.0 -3.8% 5,420.0
Range 181.5 185.5 4.0 2.2% 280.0
ATR 150.0 157.1 7.1 4.7% 0.0
Volume 142,745 317,208 174,463 122.2% 792,527
Daily Pivots for day following 16-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,595.0 5,489.0 5,113.5
R3 5,409.5 5,303.5 5,062.5
R2 5,224.0 5,224.0 5,045.5
R1 5,118.0 5,118.0 5,028.5 5,078.0
PP 5,038.5 5,038.5 5,038.5 5,019.0
S1 4,932.5 4,932.5 4,994.5 4,893.0
S2 4,853.0 4,853.0 4,977.5
S3 4,667.5 4,747.0 4,960.5
S4 4,482.0 4,561.5 4,909.5
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 6,248.5 6,114.0 5,574.0
R3 5,968.5 5,834.0 5,497.0
R2 5,688.5 5,688.5 5,471.5
R1 5,554.0 5,554.0 5,445.5 5,481.0
PP 5,408.5 5,408.5 5,408.5 5,372.0
S1 5,274.0 5,274.0 5,394.5 5,201.0
S2 5,128.5 5,128.5 5,368.5
S3 4,848.5 4,994.0 5,343.0
S4 4,568.5 4,714.0 5,266.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,434.5 4,959.5 475.0 9.5% 145.0 2.9% 11% False True 181,252
10 5,591.0 4,959.5 631.5 12.6% 152.0 3.0% 8% False True 162,364
20 5,658.5 4,959.5 699.0 13.9% 130.0 2.6% 7% False True 122,370
40 5,658.5 4,959.5 699.0 13.9% 118.5 2.4% 7% False True 109,373
60 5,717.5 4,959.5 758.0 15.1% 125.5 2.5% 7% False True 113,335
80 6,172.5 4,959.5 1,213.0 24.2% 118.0 2.4% 4% False True 95,174
100 6,424.5 4,959.5 1,465.0 29.2% 109.0 2.2% 4% False True 76,300
120 6,424.5 4,959.5 1,465.0 29.2% 101.0 2.0% 4% False True 63,594
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31.9
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,933.5
2.618 5,630.5
1.618 5,445.0
1.000 5,330.5
0.618 5,259.5
HIGH 5,145.0
0.618 5,074.0
0.500 5,052.0
0.382 5,030.5
LOW 4,959.5
0.618 4,845.0
1.000 4,774.0
1.618 4,659.5
2.618 4,474.0
4.250 4,171.0
Fisher Pivots for day following 16-Sep-2008
Pivot 1 day 3 day
R1 5,052.0 5,196.0
PP 5,038.5 5,134.5
S1 5,025.0 5,073.0

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

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