FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 27-Jun-2013

Day Change Summary
	Previous	Current
	26-Jun-2013	27-Jun-2013	Change	Change %	Previous Week
Open	6,057.5	6,129.5	72.0	1.2%	6,256.5
High	6,142.5	6,224.5	82.0	1.3%	6,352.5
Low	6,040.0	6,121.0	81.0	1.3%	6,050.0
Close	6,115.5	6,199.5	84.0	1.4%	6,076.0
Range	102.5	103.5	1.0	1.0%	302.5
ATR	103.6	104.0	0.4	0.4%	0.0
Volume	81,823	112,989	31,166	38.1%	880,369

Daily Pivots for day following 27-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,492.0	6,449.5	6,256.5
R3	6,388.5	6,346.0	6,228.0
R2	6,285.0	6,285.0	6,218.5
R1	6,242.5	6,242.5	6,209.0	6,264.0
PP	6,181.5	6,181.5	6,181.5	6,192.5
S1	6,139.0	6,139.0	6,190.0	6,160.0
S2	6,078.0	6,078.0	6,180.5
S3	5,974.5	6,035.5	6,171.0
S4	5,871.0	5,932.0	6,142.5

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	6,224.5	5,955.5	269.0	4.3%	119.0	1.9%	91%	True	False	104,658
10	6,352.5	5,955.5	397.0	6.4%	110.0	1.8%	61%	False	False	146,269
20	6,593.0	5,955.5	637.5	10.3%	105.0	1.7%	38%	False	False	85,121
40	6,815.0	5,955.5	859.5	13.9%	80.5	1.3%	28%	False	False	42,805
60	6,815.0	5,955.5	859.5	13.9%	65.0	1.0%	28%	False	False	28,571
80	6,815.0	5,955.5	859.5	13.9%	52.5	0.8%	28%	False	False	21,436
100	6,815.0	5,955.5	859.5	13.9%	42.5	0.7%	28%	False	False	17,163
120	6,815.0	5,902.5	912.5	14.7%	35.5	0.6%	33%	False	False	14,309

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	13.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,664.5
2.618	6,495.5
1.618	6,392.0
1.000	6,328.0
0.618	6,288.5
HIGH	6,224.5
0.618	6,185.0
0.500	6,173.0
0.382	6,160.5
LOW	6,121.0
0.618	6,057.0
1.000	6,017.5
1.618	5,953.5
2.618	5,850.0
4.250	5,681.0

Fisher Pivots for day following 27-Jun-2013
Pivot	1 day	3 day
R1	6,190.5	6,163.0
PP	6,181.5	6,126.5
S1	6,173.0	6,090.0

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

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