FTSE 100 Index Future September 2008


Trading Metrics calculated at close of trading on 12-Sep-2008
Day Change Summary
Previous Current
11-Sep-2008 12-Sep-2008 Change Change % Previous Week
Open 5,365.0 5,385.5 20.5 0.4% 5,421.0
High 5,407.5 5,432.5 25.0 0.5% 5,542.5
Low 5,262.5 5,322.5 60.0 1.1% 5,262.5
Close 5,322.0 5,420.0 98.0 1.8% 5,420.0
Range 145.0 110.0 -35.0 -24.1% 280.0
ATR 139.7 137.6 -2.1 -1.5% 0.0
Volume 141,736 151,831 10,095 7.1% 792,527
Daily Pivots for day following 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,721.5 5,681.0 5,480.5
R3 5,611.5 5,571.0 5,450.0
R2 5,501.5 5,501.5 5,440.0
R1 5,461.0 5,461.0 5,430.0 5,481.0
PP 5,391.5 5,391.5 5,391.5 5,402.0
S1 5,351.0 5,351.0 5,410.0 5,371.0
S2 5,281.5 5,281.5 5,400.0
S3 5,171.5 5,241.0 5,390.0
S4 5,061.5 5,131.0 5,359.5
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 5,542.5 5,262.5 280.0 5.2% 135.5 2.5% 56% False False 158,505
10 5,656.0 5,232.0 424.0 7.8% 131.0 2.4% 44% False False 130,765
20 5,658.5 5,232.0 426.5 7.9% 122.5 2.3% 44% False False 108,980
40 5,658.5 5,232.0 426.5 7.9% 116.0 2.1% 44% False False 104,686
60 5,758.0 5,073.0 685.0 12.6% 123.0 2.3% 51% False False 109,494
80 6,262.0 5,073.0 1,189.0 21.9% 115.0 2.1% 29% False False 89,444
100 6,424.5 5,073.0 1,351.5 24.9% 107.0 2.0% 26% False False 71,704
120 6,424.5 5,073.0 1,351.5 24.9% 99.0 1.8% 26% False False 59,762
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 36.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,900.0
2.618 5,720.5
1.618 5,610.5
1.000 5,542.5
0.618 5,500.5
HIGH 5,432.5
0.618 5,390.5
0.500 5,377.5
0.382 5,364.5
LOW 5,322.5
0.618 5,254.5
1.000 5,212.5
1.618 5,144.5
2.618 5,034.5
4.250 4,855.0
Fisher Pivots for day following 12-Sep-2008
Pivot 1 day 3 day
R1 5,406.0 5,396.0
PP 5,391.5 5,372.5
S1 5,377.5 5,348.5

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

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