FTSE 100 Index Future September 2014

Trading Metrics calculated at close of trading on 01-Jul-2014

Day Change Summary
	Previous	Current
	30-Jun-2014	01-Jul-2014	Change	Change %	Previous Week
Open	6,730.0	6,704.5	-25.5	-0.4%	6,781.0
High	6,731.0	6,763.5	32.5	0.5%	6,790.0
Low	6,682.0	6,703.5	21.5	0.3%	6,653.0
Close	6,711.0	6,754.0	43.0	0.6%	6,715.5
Range	49.0	60.0	11.0	22.4%	137.0
ATR	49.3	50.1	0.8	1.5%	0.0
Volume	68,749	63,195	-5,554	-8.1%	384,335

Daily Pivots for day following 01-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,920.5	6,897.0	6,787.0
R3	6,860.5	6,837.0	6,770.5
R2	6,800.5	6,800.5	6,765.0
R1	6,777.0	6,777.0	6,759.5	6,789.0
PP	6,740.5	6,740.5	6,740.5	6,746.0
S1	6,717.0	6,717.0	6,748.5	6,729.0
S2	6,680.5	6,680.5	6,743.0
S3	6,620.5	6,657.0	6,737.5
S4	6,560.5	6,597.0	6,721.0

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,130.5	7,060.0	6,791.0
R3	6,993.5	6,923.0	6,753.0
R2	6,856.5	6,856.5	6,740.5
R1	6,786.0	6,786.0	6,728.0	6,753.0
PP	6,719.5	6,719.5	6,719.5	6,703.0
S1	6,649.0	6,649.0	6,703.0	6,616.0
S2	6,582.5	6,582.5	6,690.5
S3	6,445.5	6,512.0	6,678.0
S4	6,308.5	6,375.0	6,640.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,763.5	6,653.0	110.5	1.6%	51.5	0.8%	91%	True	False	71,017
10	6,794.5	6,653.0	141.5	2.1%	49.0	0.7%	71%	False	False	79,042
20	6,824.5	6,653.0	171.5	2.5%	46.0	0.7%	59%	False	False	80,301
40	6,824.5	6,653.0	171.5	2.5%	37.0	0.5%	59%	False	False	40,264
60	6,824.5	6,460.0	364.5	5.4%	27.0	0.4%	81%	False	False	26,844
80	6,824.5	6,397.0	427.5	6.3%	22.0	0.3%	84%	False	False	20,137
100	6,824.5	6,357.5	467.0	6.9%	18.0	0.3%	85%	False	False	16,115

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.6
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7,018.5
2.618	6,920.5
1.618	6,860.5
1.000	6,823.5
0.618	6,800.5
HIGH	6,763.5
0.618	6,740.5
0.500	6,733.5
0.382	6,726.5
LOW	6,703.5
0.618	6,666.5
1.000	6,643.5
1.618	6,606.5
2.618	6,546.5
4.250	6,448.5

Fisher Pivots for day following 01-Jul-2014
Pivot	1 day	3 day
R1	6,747.0	6,743.5
PP	6,740.5	6,733.0
S1	6,733.5	6,723.0

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

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