FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 4,064.5 4,160.5 96.0 2.4% 4,184.5
High 4,238.0 4,378.0 140.0 3.3% 4,555.0
Low 3,863.5 4,071.5 208.0 5.4% 3,811.0
Close 4,035.0 4,265.0 230.0 5.7% 4,035.0
Range 374.5 306.5 -68.0 -18.2% 744.0
ATR 323.3 324.7 1.4 0.4% 0.0
Volume 267,861 192,143 -75,718 -28.3% 1,404,861
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 5,157.5 5,018.0 4,433.5
R3 4,851.0 4,711.5 4,349.5
R2 4,544.5 4,544.5 4,321.0
R1 4,405.0 4,405.0 4,293.0 4,475.0
PP 4,238.0 4,238.0 4,238.0 4,273.0
S1 4,098.5 4,098.5 4,237.0 4,168.0
S2 3,931.5 3,931.5 4,209.0
S3 3,625.0 3,792.0 4,180.5
S4 3,318.5 3,485.5 4,096.5
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 6,365.5 5,944.5 4,444.0
R3 5,621.5 5,200.5 4,239.5
R2 4,877.5 4,877.5 4,171.5
R1 4,456.5 4,456.5 4,103.0 4,295.0
PP 4,133.5 4,133.5 4,133.5 4,053.0
S1 3,712.5 3,712.5 3,967.0 3,551.0
S2 3,389.5 3,389.5 3,898.5
S3 2,645.5 2,968.5 3,830.5
S4 1,901.5 2,224.5 3,626.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,555.0 3,811.0 744.0 17.4% 346.5 8.1% 61% False False 231,775
10 4,773.0 3,811.0 962.0 22.6% 365.0 8.6% 47% False False 251,097
20 5,284.5 3,811.0 1,473.5 34.5% 304.5 7.1% 31% False False 206,777
40 5,690.0 3,811.0 1,879.0 44.1% 225.0 5.3% 24% False False 134,480
60 5,690.0 3,811.0 1,879.0 44.1% 175.5 4.1% 24% False False 89,767
80 5,699.0 3,811.0 1,888.0 44.3% 151.5 3.6% 24% False False 67,372
100 6,125.5 3,811.0 2,314.5 54.3% 128.5 3.0% 20% False False 53,903
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 106.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,680.5
2.618 5,180.5
1.618 4,874.0
1.000 4,684.5
0.618 4,567.5
HIGH 4,378.0
0.618 4,261.0
0.500 4,225.0
0.382 4,188.5
LOW 4,071.5
0.618 3,882.0
1.000 3,765.0
1.618 3,575.5
2.618 3,269.0
4.250 2,769.0
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 4,251.5 4,208.0
PP 4,238.0 4,151.5
S1 4,225.0 4,094.5

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

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