FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 24-Jun-2013

Day Change Summary
	Previous	Current
	21-Jun-2013	24-Jun-2013	Change	Change %	Previous Week
Open	6,077.0	6,088.5	11.5	0.2%	6,256.5
High	6,195.5	6,088.5	-107.0	-1.7%	6,352.5
Low	6,050.0	5,973.5	-76.5	-1.3%	6,050.0
Close	6,076.0	5,979.0	-97.0	-1.6%	6,076.0
Range	145.5	115.0	-30.5	-21.0%	302.5
ATR	100.6	101.7	1.0	1.0%	0.0
Volume	132,388	102,376	-30,012	-22.7%	880,369

Daily Pivots for day following 24-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,358.5	6,284.0	6,042.0
R3	6,243.5	6,169.0	6,010.5
R2	6,128.5	6,128.5	6,000.0
R1	6,054.0	6,054.0	5,989.5	6,034.0
PP	6,013.5	6,013.5	6,013.5	6,003.5
S1	5,939.0	5,939.0	5,968.5	5,919.0
S2	5,898.5	5,898.5	5,958.0
S3	5,783.5	5,824.0	5,947.5
S4	5,668.5	5,709.0	5,916.0

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	7,067.0	6,874.0	6,242.5
R3	6,764.5	6,571.5	6,159.0
R2	6,462.0	6,462.0	6,131.5
R1	6,269.0	6,269.0	6,103.5	6,214.0
PP	6,159.5	6,159.5	6,159.5	6,132.0
S1	5,966.5	5,966.5	6,048.5	5,912.0
S2	5,857.0	5,857.0	6,020.5
S3	5,554.5	5,664.0	5,993.0
S4	5,252.0	5,361.5	5,909.5

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	5,973.5	379.0	6.3%	123.5	2.1%	1%	False	True	138,888
10	6,352.5	5,973.5	379.0	6.3%	111.5	1.9%	1%	False	True	135,348
20	6,726.0	5,973.5	752.5	12.6%	100.0	1.7%	1%	False	True	70,748
40	6,815.0	5,973.5	841.5	14.1%	75.0	1.3%	1%	False	True	35,622
60	6,815.0	5,973.5	841.5	14.1%	61.0	1.0%	1%	False	True	23,768
80	6,815.0	5,973.5	841.5	14.1%	48.5	0.8%	1%	False	True	17,833
100	6,815.0	5,973.5	841.5	14.1%	39.0	0.7%	1%	False	True	14,285
120	6,815.0	5,889.0	926.0	15.5%	33.0	0.5%	10%	False	False	11,906

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	14.5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,577.0
2.618	6,389.5
1.618	6,274.5
1.000	6,203.5
0.618	6,159.5
HIGH	6,088.5
0.618	6,044.5
0.500	6,031.0
0.382	6,017.5
LOW	5,973.5
0.618	5,902.5
1.000	5,858.5
1.618	5,787.5
2.618	5,672.5
4.250	5,485.0

Fisher Pivots for day following 24-Jun-2013
Pivot	1 day	3 day
R1	6,031.0	6,118.0
PP	6,013.5	6,071.5
S1	5,996.5	6,025.0

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

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