FTSE 100 Index Future September 2008


Trading Metrics calculated at close of trading on 17-Sep-2008
Day Change Summary
Previous Current
16-Sep-2008 17-Sep-2008 Change Change % Previous Week
Open 5,115.0 5,065.5 -49.5 -1.0% 5,421.0
High 5,145.0 5,122.5 -22.5 -0.4% 5,542.5
Low 4,959.5 4,880.5 -79.0 -1.6% 5,262.5
Close 5,011.5 4,910.0 -101.5 -2.0% 5,420.0
Range 185.5 242.0 56.5 30.5% 280.0
ATR 157.1 163.2 6.1 3.9% 0.0
Volume 317,208 475,538 158,330 49.9% 792,527
Daily Pivots for day following 17-Sep-2008
Classic Woodie Camarilla DeMark
R4 5,697.0 5,545.5 5,043.0
R3 5,455.0 5,303.5 4,976.5
R2 5,213.0 5,213.0 4,954.5
R1 5,061.5 5,061.5 4,932.0 5,016.0
PP 4,971.0 4,971.0 4,971.0 4,948.5
S1 4,819.5 4,819.5 4,888.0 4,774.0
S2 4,729.0 4,729.0 4,865.5
S3 4,487.0 4,577.5 4,843.5
S4 4,245.0 4,335.5 4,777.0
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 5,432.5 4,880.5 552.0 11.2% 173.0 3.5% 5% False True 245,811
10 5,550.5 4,880.5 670.0 13.6% 165.5 3.4% 4% False True 199,840
20 5,658.5 4,880.5 778.0 15.8% 139.0 2.8% 4% False True 141,048
40 5,658.5 4,880.5 778.0 15.8% 122.5 2.5% 4% False True 119,121
60 5,713.0 4,880.5 832.5 17.0% 127.5 2.6% 4% False True 119,735
80 6,162.0 4,880.5 1,281.5 26.1% 120.0 2.4% 2% False True 101,116
100 6,424.5 4,880.5 1,544.0 31.4% 111.0 2.3% 2% False True 81,055
120 6,424.5 4,880.5 1,544.0 31.4% 102.5 2.1% 2% False True 67,557
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35.8
Widest range in 137 trading days
Fibonacci Retracements and Extensions
4.250 6,151.0
2.618 5,756.0
1.618 5,514.0
1.000 5,364.5
0.618 5,272.0
HIGH 5,122.5
0.618 5,030.0
0.500 5,001.5
0.382 4,973.0
LOW 4,880.5
0.618 4,731.0
1.000 4,638.5
1.618 4,489.0
2.618 4,247.0
4.250 3,852.0
Fisher Pivots for day following 17-Sep-2008
Pivot 1 day 3 day
R1 5,001.5 5,085.0
PP 4,971.0 5,027.0
S1 4,940.5 4,968.5

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

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