FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 01-May-2013

Day Change Summary
	Previous	Current
	30-Apr-2013	01-May-2013	Change	Change %	Previous Week
Open	6,391.5	6,359.5	-32.0	-0.5%	6,235.0
High	6,391.5	6,362.0	-29.5	-0.5%	6,353.5
Low	6,336.5	6,355.0	18.5	0.3%	6,172.0
Close	6,338.5	6,356.5	18.0	0.3%	6,329.5
Range	55.0	7.0	-48.0	-87.3%	181.5
ATR	50.7	48.8	-1.9	-3.8%	0.0
Volume	623	581	-42	-6.7%	275

Daily Pivots for day following 01-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,379.0	6,374.5	6,360.5
R3	6,372.0	6,367.5	6,358.5
R2	6,365.0	6,365.0	6,358.0
R1	6,360.5	6,360.5	6,357.0	6,359.0
PP	6,358.0	6,358.0	6,358.0	6,357.0
S1	6,353.5	6,353.5	6,356.0	6,352.0
S2	6,351.0	6,351.0	6,355.0
S3	6,344.0	6,346.5	6,354.5
S4	6,337.0	6,339.5	6,352.5

Weekly Pivots for week ending 26-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,829.5	6,761.0	6,429.5
R3	6,648.0	6,579.5	6,379.5
R2	6,466.5	6,466.5	6,363.0
R1	6,398.0	6,398.0	6,346.0	6,432.0
PP	6,285.0	6,285.0	6,285.0	6,302.0
S1	6,216.5	6,216.5	6,313.0	6,251.0
S2	6,103.5	6,103.5	6,296.0
S3	5,922.0	6,035.0	6,279.5
S4	5,740.5	5,853.5	6,229.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,395.5	6,316.5	79.0	1.2%	34.5	0.5%	51%	False	False	285
10	6,395.5	6,149.0	246.5	3.9%	32.5	0.5%	84%	False	False	172
20	6,395.5	6,114.0	281.5	4.4%	34.5	0.5%	86%	False	False	104
40	6,413.5	6,114.0	299.5	4.7%	24.5	0.4%	81%	False	False	68
60	6,413.5	6,085.5	328.0	5.2%	17.5	0.3%	83%	False	False	68
80	6,413.5	5,902.5	511.0	8.0%	13.5	0.2%	89%	False	False	61
100	6,413.5	5,735.5	678.0	10.7%	11.0	0.2%	92%	False	False	56

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.1
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	6,392.0
2.618	6,380.5
1.618	6,373.5
1.000	6,369.0
0.618	6,366.5
HIGH	6,362.0
0.618	6,359.5
0.500	6,358.5
0.382	6,357.5
LOW	6,355.0
0.618	6,350.5
1.000	6,348.0
1.618	6,343.5
2.618	6,336.5
4.250	6,325.0

Fisher Pivots for day following 01-May-2013
Pivot	1 day	3 day
R1	6,358.5	6,363.5
PP	6,358.0	6,361.0
S1	6,357.0	6,359.0

Download as Excel Spreadsheet

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

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