FTSE 100 Index Future December 2014

Trading Metrics calculated at close of trading on 19-Nov-2014

Day Change Summary
	Previous	Current
	18-Nov-2014	19-Nov-2014	Change	Change %	Previous Week
Open	6,688.0	6,708.0	20.0	0.3%	6,562.0
High	6,724.5	6,713.5	-11.0	-0.2%	6,653.0
Low	6,669.0	6,673.0	4.0	0.1%	6,548.0
Close	6,699.5	6,687.5	-12.0	-0.2%	6,642.0
Range	55.5	40.5	-15.0	-27.0%	105.0
ATR	79.7	76.9	-2.8	-3.5%	0.0
Volume	77,079	75,597	-1,482	-1.9%	368,637

Daily Pivots for day following 19-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,813.0	6,790.5	6,710.0
R3	6,772.5	6,750.0	6,698.5
R2	6,732.0	6,732.0	6,695.0
R1	6,709.5	6,709.5	6,691.0	6,700.5
PP	6,691.5	6,691.5	6,691.5	6,687.0
S1	6,669.0	6,669.0	6,684.0	6,660.0
S2	6,651.0	6,651.0	6,680.0
S3	6,610.5	6,628.5	6,676.5
S4	6,570.0	6,588.0	6,665.0

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,929.5	6,890.5	6,700.0
R3	6,824.5	6,785.5	6,671.0
R2	6,719.5	6,719.5	6,661.0
R1	6,680.5	6,680.5	6,651.5	6,700.0
PP	6,614.5	6,614.5	6,614.5	6,624.0
S1	6,575.5	6,575.5	6,632.5	6,595.0
S2	6,509.5	6,509.5	6,623.0
S3	6,404.5	6,470.5	6,613.0
S4	6,299.5	6,365.5	6,584.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,724.5	6,591.0	133.5	2.0%	54.5	0.8%	72%	False	False	77,552
10	6,724.5	6,491.0	233.5	3.5%	54.0	0.8%	84%	False	False	79,418
20	6,724.5	6,292.0	432.5	6.5%	68.5	1.0%	91%	False	False	89,028
40	6,724.5	6,042.5	682.0	10.2%	94.5	1.4%	95%	False	False	116,967
60	6,875.0	6,042.5	832.5	12.4%	82.5	1.2%	77%	False	False	101,289
80	6,875.0	6,042.5	832.5	12.4%	70.5	1.1%	77%	False	False	76,006
100	6,875.0	6,042.5	832.5	12.4%	60.0	0.9%	77%	False	False	60,813
120	6,875.0	6,042.5	832.5	12.4%	50.5	0.8%	77%	False	False	50,686

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	10.8
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,885.5
2.618	6,819.5
1.618	6,779.0
1.000	6,754.0
0.618	6,738.5
HIGH	6,713.5
0.618	6,698.0
0.500	6,693.0
0.382	6,688.5
LOW	6,673.0
0.618	6,648.0
1.000	6,632.5
1.618	6,607.5
2.618	6,567.0
4.250	6,501.0

Fisher Pivots for day following 19-Nov-2014
Pivot	1 day	3 day
R1	6,693.0	6,681.0
PP	6,691.5	6,675.0
S1	6,689.5	6,669.0

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

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