FTSE 100 Index Future March 2014

Trading Metrics calculated at close of trading on 24-Feb-2014

Day Change Summary
	Previous	Current
	21-Feb-2014	24-Feb-2014	Change	Change %	Previous Week
Open	6,802.0	6,791.5	-10.5	-0.2%	6,627.0
High	6,836.0	6,858.0	22.0	0.3%	6,836.0
Low	6,776.0	6,768.0	-8.0	-0.1%	6,617.5
Close	6,810.5	6,834.0	23.5	0.3%	6,810.5
Range	60.0	90.0	30.0	50.0%	218.5
ATR	79.0	79.8	0.8	1.0%	0.0
Volume	112,681	155,609	42,928	38.1%	632,578

Daily Pivots for day following 24-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,090.0	7,052.0	6,883.5
R3	7,000.0	6,962.0	6,859.0
R2	6,910.0	6,910.0	6,850.5
R1	6,872.0	6,872.0	6,842.0	6,891.0
PP	6,820.0	6,820.0	6,820.0	6,829.5
S1	6,782.0	6,782.0	6,826.0	6,801.0
S2	6,730.0	6,730.0	6,817.5
S3	6,640.0	6,692.0	6,809.0
S4	6,550.0	6,602.0	6,784.5

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,410.0	7,329.0	6,930.5
R3	7,191.5	7,110.5	6,870.5
R2	6,973.0	6,973.0	6,850.5
R1	6,892.0	6,892.0	6,830.5	6,932.5
PP	6,754.5	6,754.5	6,754.5	6,775.0
S1	6,673.5	6,673.5	6,790.5	6,714.0
S2	6,536.0	6,536.0	6,770.5
S3	6,317.5	6,455.0	6,750.5
S4	6,099.0	6,236.5	6,690.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,858.0	6,674.5	183.5	2.7%	81.0	1.2%	87%	True	False	132,865
10	6,858.0	6,548.5	309.5	4.5%	75.0	1.1%	92%	True	False	113,887
20	6,858.0	6,344.5	513.5	7.5%	83.5	1.2%	95%	True	False	119,645
40	6,858.0	6,344.5	513.5	7.5%	74.5	1.1%	95%	True	False	105,393
60	6,858.0	6,344.5	513.5	7.5%	71.5	1.0%	95%	True	False	91,159
80	6,858.0	6,344.5	513.5	7.5%	64.5	0.9%	95%	True	False	68,530
100	6,858.0	6,275.0	583.0	8.5%	57.0	0.8%	96%	True	False	54,851
120	6,858.0	6,275.0	583.0	8.5%	49.0	0.7%	96%	True	False	45,727

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,240.5
2.618	7,093.5
1.618	7,003.5
1.000	6,948.0
0.618	6,913.5
HIGH	6,858.0
0.618	6,823.5
0.500	6,813.0
0.382	6,802.5
LOW	6,768.0
0.618	6,712.5
1.000	6,678.0
1.618	6,622.5
2.618	6,532.5
4.250	6,385.5

Fisher Pivots for day following 24-Feb-2014
Pivot	1 day	3 day
R1	6,827.0	6,816.0
PP	6,820.0	6,798.5
S1	6,813.0	6,781.0

Download as Excel Spreadsheet

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

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