FTSE 100 Index Future December 2014

Trading Metrics calculated at close of trading on 13-Oct-2014

Day Change Summary
	Previous	Current
	10-Oct-2014	13-Oct-2014	Change	Change %	Previous Week
Open	6,335.0	6,252.5	-82.5	-1.3%	6,512.0
High	6,383.0	6,361.5	-21.5	-0.3%	6,561.0
Low	6,253.5	6,240.0	-13.5	-0.2%	6,253.5
Close	6,322.0	6,337.0	15.0	0.2%	6,322.0
Range	129.5	121.5	-8.0	-6.2%	307.5
ATR	90.7	92.9	2.2	2.4%	0.0
Volume	147,439	155,690	8,251	5.6%	754,723

Daily Pivots for day following 13-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,677.5	6,628.5	6,404.0
R3	6,556.0	6,507.0	6,370.5
R2	6,434.5	6,434.5	6,359.5
R1	6,385.5	6,385.5	6,348.0	6,410.0
PP	6,313.0	6,313.0	6,313.0	6,325.0
S1	6,264.0	6,264.0	6,326.0	6,288.5
S2	6,191.5	6,191.5	6,314.5
S3	6,070.0	6,142.5	6,303.5
S4	5,948.5	6,021.0	6,270.0

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,301.5	7,119.0	6,491.0
R3	6,994.0	6,811.5	6,406.5
R2	6,686.5	6,686.5	6,378.5
R1	6,504.0	6,504.0	6,350.0	6,441.5
PP	6,379.0	6,379.0	6,379.0	6,347.5
S1	6,196.5	6,196.5	6,294.0	6,134.0
S2	6,071.5	6,071.5	6,265.5
S3	5,764.0	5,889.0	6,237.5
S4	5,456.5	5,581.5	6,153.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,540.0	6,240.0	300.0	4.7%	131.0	2.1%	32%	False	True	155,445
10	6,633.0	6,240.0	393.0	6.2%	108.0	1.7%	25%	False	True	139,269
20	6,875.0	6,240.0	635.0	10.0%	93.5	1.5%	15%	False	True	126,659
40	6,875.0	6,240.0	635.0	10.0%	67.5	1.1%	15%	False	True	76,643
60	6,875.0	6,240.0	635.0	10.0%	55.0	0.9%	15%	False	True	51,109
80	6,875.0	6,240.0	635.0	10.0%	44.0	0.7%	15%	False	True	38,335
100	6,875.0	6,240.0	635.0	10.0%	36.0	0.6%	15%	False	True	30,680
120	6,875.0	6,240.0	635.0	10.0%	30.5	0.5%	15%	False	True	25,573

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	True
Bull Hook	False
Stretch	15.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,878.0
2.618	6,679.5
1.618	6,558.0
1.000	6,483.0
0.618	6,436.5
HIGH	6,361.5
0.618	6,315.0
0.500	6,301.0
0.382	6,286.5
LOW	6,240.0
0.618	6,165.0
1.000	6,118.5
1.618	6,043.5
2.618	5,922.0
4.250	5,723.5

Fisher Pivots for day following 13-Oct-2014
Pivot	1 day	3 day
R1	6,325.0	6,385.0
PP	6,313.0	6,369.0
S1	6,301.0	6,353.0

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

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