FTSE 100 Index Future September 2008


Trading Metrics calculated at close of trading on 18-Sep-2008
Day Change Summary
Previous Current
17-Sep-2008 18-Sep-2008 Change Change % Previous Week
Open 5,065.5 4,922.0 -143.5 -2.8% 5,421.0
High 5,122.5 5,055.5 -67.0 -1.3% 5,542.5
Low 4,880.5 4,804.0 -76.5 -1.6% 5,262.5
Close 4,910.0 4,886.5 -23.5 -0.5% 5,420.0
Range 242.0 251.5 9.5 3.9% 280.0
ATR 163.2 169.5 6.3 3.9% 0.0
Volume 475,538 418,037 -57,501 -12.1% 792,527
Daily Pivots for day following 18-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,670.0 5,529.5 5,025.0
R3 5,418.5 5,278.0 4,955.5
R2 5,167.0 5,167.0 4,932.5
R1 5,026.5 5,026.5 4,909.5 4,971.0
PP 4,915.5 4,915.5 4,915.5 4,887.5
S1 4,775.0 4,775.0 4,863.5 4,719.5
S2 4,664.0 4,664.0 4,840.5
S3 4,412.5 4,523.5 4,817.5
S4 4,161.0 4,272.0 4,748.0
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 5,432.5 4,804.0 628.5 12.9% 194.0 4.0% 13% False True 301,071
10 5,542.5 4,804.0 738.5 15.1% 167.0 3.4% 11% False True 228,266
20 5,658.5 4,804.0 854.5 17.5% 146.5 3.0% 10% False True 157,507
40 5,658.5 4,804.0 854.5 17.5% 125.0 2.6% 10% False True 127,114
60 5,669.0 4,804.0 865.0 17.7% 131.0 2.7% 10% False True 124,755
80 6,162.0 4,804.0 1,358.0 27.8% 122.0 2.5% 6% False True 106,339
100 6,424.5 4,804.0 1,620.5 33.2% 113.5 2.3% 5% False True 85,235
120 6,424.5 4,804.0 1,620.5 33.2% 104.0 2.1% 5% False True 71,040
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 44.3
Widest range in 138 trading days
Fibonacci Retracements and Extensions
4.250 6,124.5
2.618 5,714.0
1.618 5,462.5
1.000 5,307.0
0.618 5,211.0
HIGH 5,055.5
0.618 4,959.5
0.500 4,930.0
0.382 4,900.0
LOW 4,804.0
0.618 4,648.5
1.000 4,552.5
1.618 4,397.0
2.618 4,145.5
4.250 3,735.0
Fisher Pivots for day following 18-Sep-2008
Pivot 1 day 3 day
R1 4,930.0 4,974.5
PP 4,915.5 4,945.0
S1 4,901.0 4,916.0

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

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