FTSE 100 Index Future December 2008


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 4,205.0 3,881.0 -324.0 -7.7% 4,550.0
High 4,218.5 3,965.0 -253.5 -6.0% 4,550.0
Low 3,915.0 3,810.5 -104.5 -2.7% 4,028.5
Close 4,003.5 3,864.5 -139.0 -3.5% 4,231.5
Range 303.5 154.5 -149.0 -49.1% 521.5
ATR 268.6 263.2 -5.4 -2.0% 0.0
Volume 161,665 144,249 -17,416 -10.8% 799,484
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 4,343.5 4,258.5 3,949.5
R3 4,189.0 4,104.0 3,907.0
R2 4,034.5 4,034.5 3,893.0
R1 3,949.5 3,949.5 3,878.5 3,915.0
PP 3,880.0 3,880.0 3,880.0 3,862.5
S1 3,795.0 3,795.0 3,850.5 3,760.0
S2 3,725.5 3,725.5 3,836.0
S3 3,571.0 3,640.5 3,822.0
S4 3,416.5 3,486.0 3,779.5
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 5,834.5 5,554.5 4,518.5
R3 5,313.0 5,033.0 4,375.0
R2 4,791.5 4,791.5 4,327.0
R1 4,511.5 4,511.5 4,279.5 4,391.0
PP 4,270.0 4,270.0 4,270.0 4,209.5
S1 3,990.0 3,990.0 4,183.5 3,869.0
S2 3,748.5 3,748.5 4,136.0
S3 3,227.0 3,468.5 4,088.0
S4 2,705.5 2,947.0 3,944.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,346.5 3,810.5 536.0 13.9% 204.5 5.3% 10% False True 157,847
10 4,550.0 3,810.5 739.5 19.1% 226.5 5.9% 7% False True 163,681
20 4,688.0 3,652.5 1,035.5 26.8% 239.0 6.2% 20% False False 174,730
40 5,185.0 3,652.5 1,532.5 39.7% 280.5 7.3% 14% False False 192,101
60 5,690.0 3,652.5 2,037.5 52.7% 237.5 6.1% 10% False False 155,849
80 5,690.0 3,652.5 2,037.5 52.7% 199.5 5.2% 10% False False 116,987
100 5,690.0 3,652.5 2,037.5 52.7% 175.0 4.5% 10% False False 93,628
120 6,085.0 3,652.5 2,432.5 62.9% 153.0 4.0% 9% False False 78,028
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 40.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,621.5
2.618 4,369.5
1.618 4,215.0
1.000 4,119.5
0.618 4,060.5
HIGH 3,965.0
0.618 3,906.0
0.500 3,888.0
0.382 3,869.5
LOW 3,810.5
0.618 3,715.0
1.000 3,656.0
1.618 3,560.5
2.618 3,406.0
4.250 3,154.0
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 3,888.0 4,031.0
PP 3,880.0 3,975.5
S1 3,872.0 3,920.0

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

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