FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 28-Jun-2013

Day Change Summary
	Previous	Current
	27-Jun-2013	28-Jun-2013	Change	Change %	Previous Week
Open	6,129.5	6,174.0	44.5	0.7%	6,088.5
High	6,224.5	6,220.5	-4.0	-0.1%	6,224.5
Low	6,121.0	6,154.5	33.5	0.5%	5,955.5
Close	6,199.5	6,161.5	-38.0	-0.6%	6,161.5
Range	103.5	66.0	-37.5	-36.2%	269.0
ATR	104.0	101.2	-2.7	-2.6%	0.0
Volume	112,989	97,873	-15,116	-13.4%	488,779

Daily Pivots for day following 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,377.0	6,335.0	6,198.0
R3	6,311.0	6,269.0	6,179.5
R2	6,245.0	6,245.0	6,173.5
R1	6,203.0	6,203.0	6,167.5	6,191.0
PP	6,179.0	6,179.0	6,179.0	6,173.0
S1	6,137.0	6,137.0	6,155.5	6,125.0
S2	6,113.0	6,113.0	6,149.5
S3	6,047.0	6,071.0	6,143.5
S4	5,981.0	6,005.0	6,125.0

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,921.0	6,810.0	6,309.5
R3	6,652.0	6,541.0	6,235.5
R2	6,383.0	6,383.0	6,211.0
R1	6,272.0	6,272.0	6,186.0	6,327.5
PP	6,114.0	6,114.0	6,114.0	6,141.5
S1	6,003.0	6,003.0	6,137.0	6,058.5
S2	5,845.0	5,845.0	6,112.0
S3	5,576.0	5,734.0	6,087.5
S4	5,307.0	5,465.0	6,013.5

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	4.4%	103.5	1.7%	77%	False	False	97,755
10	6,352.5	5,955.5	397.0	6.4%	109.5	1.8%	52%	False	False	136,914
20	6,515.0	5,955.5	559.5	9.1%	103.0	1.7%	37%	False	False	89,548
40	6,815.0	5,955.5	859.5	13.9%	80.5	1.3%	24%	False	False	45,251
60	6,815.0	5,955.5	859.5	13.9%	64.5	1.1%	24%	False	False	30,202
80	6,815.0	5,955.5	859.5	13.9%	53.5	0.9%	24%	False	False	22,660
100	6,815.0	5,955.5	859.5	13.9%	43.0	0.7%	24%	False	False	18,139
120	6,815.0	5,943.0	872.0	14.2%	36.0	0.6%	25%	False	False	15,125

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.8
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	6,501.0
2.618	6,393.5
1.618	6,327.5
1.000	6,286.5
0.618	6,261.5
HIGH	6,220.5
0.618	6,195.5
0.500	6,187.5
0.382	6,179.5
LOW	6,154.5
0.618	6,113.5
1.000	6,088.5
1.618	6,047.5
2.618	5,981.5
4.250	5,874.0

Fisher Pivots for day following 28-Jun-2013
Pivot	1 day	3 day
R1	6,187.5	6,152.0
PP	6,179.0	6,142.0
S1	6,170.0	6,132.0

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

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