FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 10-Jun-2013

Day Change Summary
	Previous	Current
	07-Jun-2013	10-Jun-2013	Change	Change %	Previous Week
Open	6,288.0	6,335.5	47.5	0.8%	6,479.5
High	6,361.5	6,364.0	2.5	0.0%	6,515.0
Low	6,256.5	6,325.5	69.0	1.1%	6,239.5
Close	6,353.0	6,339.5	-13.5	-0.2%	6,353.0
Range	105.0	38.5	-66.5	-63.3%	275.5
ATR	84.8	81.5	-3.3	-3.9%	0.0
Volume	17,254	15,042	-2,212	-12.8%	36,032

Daily Pivots for day following 10-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,458.5	6,437.5	6,360.5
R3	6,420.0	6,399.0	6,350.0
R2	6,381.5	6,381.5	6,346.5
R1	6,360.5	6,360.5	6,343.0	6,371.0
PP	6,343.0	6,343.0	6,343.0	6,348.0
S1	6,322.0	6,322.0	6,336.0	6,332.5
S2	6,304.5	6,304.5	6,332.5
S3	6,266.0	6,283.5	6,329.0
S4	6,227.5	6,245.0	6,318.5

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	7,195.5	7,050.0	6,504.5
R3	6,920.0	6,774.5	6,429.0
R2	6,644.5	6,644.5	6,403.5
R1	6,499.0	6,499.0	6,378.5	6,434.0
PP	6,369.0	6,369.0	6,369.0	6,337.0
S1	6,223.5	6,223.5	6,327.5	6,158.5
S2	6,093.5	6,093.5	6,302.5
S3	5,818.0	5,948.0	6,277.0
S4	5,542.5	5,672.5	6,201.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,515.0	6,239.5	275.5	4.3%	96.0	1.5%	36%	False	False	9,099
10	6,726.0	6,239.5	486.5	7.7%	88.5	1.4%	21%	False	False	6,147
20	6,815.0	6,239.5	575.5	9.1%	75.5	1.2%	17%	False	False	3,453
40	6,815.0	6,149.0	666.0	10.5%	54.0	0.8%	29%	False	False	1,798
60	6,815.0	6,114.0	701.0	11.1%	46.0	0.7%	32%	False	False	1,215
80	6,815.0	6,114.0	701.0	11.1%	34.5	0.5%	32%	False	False	917
100	6,815.0	5,977.0	838.0	13.2%	28.0	0.4%	43%	False	False	751
120	6,815.0	5,735.5	1,079.5	17.0%	23.5	0.4%	56%	False	False	630

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.6
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	6,527.5
2.618	6,465.0
1.618	6,426.5
1.000	6,402.5
0.618	6,388.0
HIGH	6,364.0
0.618	6,349.5
0.500	6,345.0
0.382	6,340.0
LOW	6,325.5
0.618	6,301.5
1.000	6,287.0
1.618	6,263.0
2.618	6,224.5
4.250	6,162.0

Fisher Pivots for day following 10-Jun-2013
Pivot	1 day	3 day
R1	6,345.0	6,328.5
PP	6,343.0	6,318.0
S1	6,341.0	6,307.0

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

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