FTSE 100 Index Future December 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 5,565.0 5,654.5 89.5 1.6% 5,478.0
High 5,673.0 5,686.5 13.5 0.2% 5,686.5
Low 5,546.5 5,636.0 89.5 1.6% 5,414.0
Close 5,644.0 5,684.0 40.0 0.7% 5,684.0
Range 126.5 50.5 -76.0 -60.1% 272.5
ATR 98.8 95.3 -3.4 -3.5% 0.0
Volume 149 47 -102 -68.5% 1,401
Daily Pivots for day following 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 5,820.5 5,802.5 5,712.0
R3 5,770.0 5,752.0 5,698.0
R2 5,719.5 5,719.5 5,693.5
R1 5,701.5 5,701.5 5,688.5 5,710.5
PP 5,669.0 5,669.0 5,669.0 5,673.0
S1 5,651.0 5,651.0 5,679.5 5,660.0
S2 5,618.5 5,618.5 5,674.5
S3 5,568.0 5,600.5 5,670.0
S4 5,517.5 5,550.0 5,656.0
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 6,412.5 6,320.5 5,834.0
R3 6,140.0 6,048.0 5,759.0
R2 5,867.5 5,867.5 5,734.0
R1 5,775.5 5,775.5 5,709.0 5,821.5
PP 5,595.0 5,595.0 5,595.0 5,618.0
S1 5,503.0 5,503.0 5,659.0 5,549.0
S2 5,322.5 5,322.5 5,634.0
S3 5,050.0 5,230.5 5,609.0
S4 4,777.5 4,958.0 5,534.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,686.5 5,414.0 272.5 4.8% 103.5 1.8% 99% True False 320
10 5,686.5 5,353.5 333.0 5.9% 90.5 1.6% 99% True False 313
20 5,686.5 5,337.5 349.0 6.1% 85.0 1.5% 99% True False 403
40 5,686.5 5,133.0 553.5 9.7% 80.0 1.4% 100% True False 221
60 6,025.5 5,133.0 892.5 15.7% 69.5 1.2% 62% False False 208
80 6,421.0 5,133.0 1,288.0 22.7% 54.0 1.0% 43% False False 159
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 18.5
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,901.0
2.618 5,818.5
1.618 5,768.0
1.000 5,737.0
0.618 5,717.5
HIGH 5,686.5
0.618 5,667.0
0.500 5,661.0
0.382 5,655.5
LOW 5,636.0
0.618 5,605.0
1.000 5,585.5
1.618 5,554.5
2.618 5,504.0
4.250 5,421.5
Fisher Pivots for day following 29-Aug-2008
Pivot 1 day 3 day
R1 5,676.5 5,653.0
PP 5,669.0 5,622.0
S1 5,661.0 5,591.0

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

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