FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 17-Jun-2013

Day Change Summary
	Previous	Current
	14-Jun-2013	17-Jun-2013	Change	Change %	Previous Week
Open	6,298.0	6,256.5	-41.5	-0.7%	6,335.5
High	6,302.5	6,326.0	23.5	0.4%	6,364.0
Low	6,230.5	6,251.0	20.5	0.3%	6,160.0
Close	6,266.5	6,279.5	13.0	0.2%	6,266.5
Range	72.0	75.0	3.0	4.2%	204.0
ATR	88.0	87.1	-0.9	-1.1%	0.0
Volume	191,416	288,305	96,889	50.6%	385,785

Daily Pivots for day following 17-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,510.5	6,470.0	6,321.0
R3	6,435.5	6,395.0	6,300.0
R2	6,360.5	6,360.5	6,293.0
R1	6,320.0	6,320.0	6,286.5	6,340.0
PP	6,285.5	6,285.5	6,285.5	6,295.5
S1	6,245.0	6,245.0	6,272.5	6,265.0
S2	6,210.5	6,210.5	6,266.0
S3	6,135.5	6,170.0	6,259.0
S4	6,060.5	6,095.0	6,238.0

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,875.5	6,775.0	6,378.5
R3	6,671.5	6,571.0	6,322.5
R2	6,467.5	6,467.5	6,304.0
R1	6,367.0	6,367.0	6,285.0	6,315.0
PP	6,263.5	6,263.5	6,263.5	6,237.5
S1	6,163.0	6,163.0	6,248.0	6,111.0
S2	6,059.5	6,059.5	6,229.0
S3	5,855.5	5,959.0	6,210.5
S4	5,651.5	5,755.0	6,154.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,332.5	6,160.0	172.5	2.7%	100.0	1.6%	69%	False	False	131,809
10	6,515.0	6,160.0	355.0	5.7%	98.0	1.6%	34%	False	False	70,454
20	6,815.0	6,160.0	655.0	10.4%	88.0	1.4%	18%	False	False	36,221
40	6,815.0	6,160.0	655.0	10.4%	64.0	1.0%	18%	False	False	18,267
60	6,815.0	6,114.0	701.0	11.2%	52.5	0.8%	24%	False	False	12,198
80	6,815.0	6,114.0	701.0	11.2%	40.5	0.6%	24%	False	False	9,154
100	6,815.0	6,085.5	729.5	11.6%	33.0	0.5%	27%	False	False	7,341
120	6,815.0	5,735.5	1,079.5	17.2%	27.5	0.4%	50%	False	False	6,121

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	17.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,645.0
2.618	6,522.5
1.618	6,447.5
1.000	6,401.0
0.618	6,372.5
HIGH	6,326.0
0.618	6,297.5
0.500	6,288.5
0.382	6,279.5
LOW	6,251.0
0.618	6,204.5
1.000	6,176.0
1.618	6,129.5
2.618	6,054.5
4.250	5,932.0

Fisher Pivots for day following 17-Jun-2013
Pivot	1 day	3 day
R1	6,288.5	6,267.5
PP	6,285.5	6,255.0
S1	6,282.5	6,243.0

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

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