FTSE 100 Index Future September 2008


Trading Metrics calculated at close of trading on 02-Sep-2008
Day Change Summary
Previous Current
01-Sep-2008 02-Sep-2008 Change Change % Previous Week
Open 5,605.0 5,600.5 -4.5 -0.1% 5,404.0
High 5,632.5 5,656.0 23.5 0.4% 5,658.5
Low 5,579.0 5,554.0 -25.0 -0.4% 5,378.5
Close 5,609.0 5,630.0 21.0 0.4% 5,648.5
Range 53.5 102.0 48.5 90.7% 280.0
ATR 115.4 114.5 -1.0 -0.8% 0.0
Volume 98,297 45,672 -52,625 -53.5% 404,696
Daily Pivots for day following 02-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,919.5 5,876.5 5,686.0
R3 5,817.5 5,774.5 5,658.0
R2 5,715.5 5,715.5 5,648.5
R1 5,672.5 5,672.5 5,639.5 5,694.0
PP 5,613.5 5,613.5 5,613.5 5,624.0
S1 5,570.5 5,570.5 5,620.5 5,592.0
S2 5,511.5 5,511.5 5,611.5
S3 5,409.5 5,468.5 5,602.0
S4 5,307.5 5,366.5 5,574.0
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 6,402.0 6,305.0 5,802.5
R3 6,122.0 6,025.0 5,725.5
R2 5,842.0 5,842.0 5,700.0
R1 5,745.0 5,745.0 5,674.0 5,793.5
PP 5,562.0 5,562.0 5,562.0 5,586.0
S1 5,465.0 5,465.0 5,623.0 5,513.5
S2 5,282.0 5,282.0 5,597.0
S3 5,002.0 5,185.0 5,571.5
S4 4,722.0 4,905.0 5,494.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,658.5 5,443.5 215.0 3.8% 98.5 1.8% 87% False False 89,413
10 5,658.5 5,321.0 337.5 6.0% 108.0 1.9% 92% False False 82,375
20 5,658.5 5,307.0 351.5 6.2% 104.0 1.8% 92% False False 89,833
40 5,658.5 5,073.0 585.5 10.4% 116.0 2.1% 95% False False 102,133
60 5,963.5 5,073.0 890.5 15.8% 117.0 2.1% 63% False False 99,759
80 6,424.5 5,073.0 1,351.5 24.0% 110.5 2.0% 41% False False 74,977
100 6,424.5 5,073.0 1,351.5 24.0% 101.5 1.8% 41% False False 60,073
120 6,424.5 5,073.0 1,351.5 24.0% 93.0 1.6% 41% False False 50,091
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,089.5
2.618 5,923.0
1.618 5,821.0
1.000 5,758.0
0.618 5,719.0
HIGH 5,656.0
0.618 5,617.0
0.500 5,605.0
0.382 5,593.0
LOW 5,554.0
0.618 5,491.0
1.000 5,452.0
1.618 5,389.0
2.618 5,287.0
4.250 5,120.5
Fisher Pivots for day following 02-Sep-2008
Pivot 1 day 3 day
R1 5,621.5 5,622.0
PP 5,613.5 5,614.0
S1 5,605.0 5,606.0

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

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