FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 20-Jun-2013

Day Change Summary
	Previous	Current
	19-Jun-2013	20-Jun-2013	Change	Change %	Previous Week
Open	6,334.5	6,262.0	-72.5	-1.1%	6,335.5
High	6,343.0	6,262.0	-81.0	-1.3%	6,364.0
Low	6,268.0	6,067.5	-200.5	-3.2%	6,160.0
Close	6,307.0	6,129.0	-178.0	-2.8%	6,266.5
Range	75.0	194.5	119.5	159.3%	204.0
ATR	86.2	97.2	10.9	12.7%	0.0
Volume	134,295	163,104	28,809	21.5%	385,785

Daily Pivots for day following 20-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,736.5	6,627.0	6,236.0
R3	6,542.0	6,432.5	6,182.5
R2	6,347.5	6,347.5	6,164.5
R1	6,238.0	6,238.0	6,147.0	6,195.5
PP	6,153.0	6,153.0	6,153.0	6,131.5
S1	6,043.5	6,043.5	6,111.0	6,001.0
S2	5,958.5	5,958.5	6,093.5
S3	5,764.0	5,849.0	6,075.5
S4	5,569.5	5,654.5	6,022.0

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	6,352.5	6,067.5	285.0	4.7%	100.5	1.6%	22%	False	True	187,879
10	6,364.0	6,067.5	296.5	4.8%	100.0	1.6%	21%	False	True	115,102
20	6,726.0	6,067.5	658.5	10.7%	95.5	1.6%	9%	False	True	59,127
40	6,815.0	6,067.5	747.5	12.2%	69.5	1.1%	8%	False	True	29,758
60	6,815.0	6,067.5	747.5	12.2%	57.5	0.9%	8%	False	True	19,856
80	6,815.0	6,067.5	747.5	12.2%	45.0	0.7%	8%	False	True	14,899
100	6,815.0	6,067.5	747.5	12.2%	37.0	0.6%	8%	False	True	11,938
120	6,815.0	5,735.5	1,079.5	17.6%	30.5	0.5%	36%	False	False	9,950

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.9
Widest range in 142 trading days

Fibonacci Retracements and Extensions
4.250	7,088.5
2.618	6,771.0
1.618	6,576.5
1.000	6,456.5
0.618	6,382.0
HIGH	6,262.0
0.618	6,187.5
0.500	6,165.0
0.382	6,142.0
LOW	6,067.5
0.618	5,947.5
1.000	5,873.0
1.618	5,753.0
2.618	5,558.5
4.250	5,241.0

Fisher Pivots for day following 20-Jun-2013
Pivot	1 day	3 day
R1	6,165.0	6,210.0
PP	6,153.0	6,183.0
S1	6,141.0	6,156.0

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

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