FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 02-Jul-2013

Day Change Summary
	Previous	Current
	01-Jul-2013	02-Jul-2013	Change	Change %	Previous Week
Open	6,164.5	6,232.5	68.0	1.1%	6,088.5
High	6,270.0	6,266.0	-4.0	-0.1%	6,224.5
Low	6,154.5	6,206.5	52.0	0.8%	5,955.5
Close	6,251.0	6,252.5	1.5	0.0%	6,161.5
Range	115.5	59.5	-56.0	-48.5%	269.0
ATR	102.3	99.2	-3.1	-3.0%	0.0
Volume	77,107	91,329	14,222	18.4%	488,779

Daily Pivots for day following 02-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,420.0	6,396.0	6,285.0
R3	6,360.5	6,336.5	6,269.0
R2	6,301.0	6,301.0	6,263.5
R1	6,277.0	6,277.0	6,258.0	6,289.0
PP	6,241.5	6,241.5	6,241.5	6,248.0
S1	6,217.5	6,217.5	6,247.0	6,229.5
S2	6,182.0	6,182.0	6,241.5
S3	6,122.5	6,158.0	6,236.0
S4	6,063.0	6,098.5	6,220.0

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	6,270.0	6,040.0	230.0	3.7%	89.5	1.4%	92%	False	False	92,224
10	6,343.0	5,955.5	387.5	6.2%	110.5	1.8%	77%	False	False	108,700
20	6,478.0	5,955.5	522.5	8.4%	105.5	1.7%	57%	False	False	97,588
40	6,815.0	5,955.5	859.5	13.7%	83.0	1.3%	35%	False	False	49,442
60	6,815.0	5,955.5	859.5	13.7%	65.0	1.0%	35%	False	False	33,004
80	6,815.0	5,955.5	859.5	13.7%	55.5	0.9%	35%	False	False	24,765
100	6,815.0	5,955.5	859.5	13.7%	45.0	0.7%	35%	False	False	19,820
120	6,815.0	5,954.0	861.0	13.8%	37.5	0.6%	35%	False	False	16,528

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	16.8
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	6,519.0
2.618	6,422.0
1.618	6,362.5
1.000	6,325.5
0.618	6,303.0
HIGH	6,266.0
0.618	6,243.5
0.500	6,236.0
0.382	6,229.0
LOW	6,206.5
0.618	6,169.5
1.000	6,147.0
1.618	6,110.0
2.618	6,050.5
4.250	5,953.5

Fisher Pivots for day following 02-Jul-2013
Pivot	1 day	3 day
R1	6,247.0	6,239.0
PP	6,241.5	6,225.5
S1	6,236.0	6,212.0

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

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