FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 05-Jul-2013

Day Change Summary
	Previous	Current
	04-Jul-2013	05-Jul-2013	Change	Change %	Previous Week
Open	6,195.0	6,366.0	171.0	2.8%	6,164.5
High	6,385.5	6,453.0	67.5	1.1%	6,453.0
Low	6,184.0	6,315.5	131.5	2.1%	6,130.0
Close	6,376.5	6,346.5	-30.0	-0.5%	6,346.5
Range	201.5	137.5	-64.0	-31.8%	323.0
ATR	108.1	110.2	2.1	1.9%	0.0
Volume	145,226	88,340	-56,886	-39.2%	497,714

Daily Pivots for day following 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,784.0	6,703.0	6,422.0
R3	6,646.5	6,565.5	6,384.5
R2	6,509.0	6,509.0	6,371.5
R1	6,428.0	6,428.0	6,359.0	6,400.0
PP	6,371.5	6,371.5	6,371.5	6,357.5
S1	6,290.5	6,290.5	6,334.0	6,262.0
S2	6,234.0	6,234.0	6,321.5
S3	6,096.5	6,153.0	6,308.5
S4	5,959.0	6,015.5	6,271.0

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	7,279.0	7,135.5	6,524.0
R3	6,956.0	6,812.5	6,435.5
R2	6,633.0	6,633.0	6,405.5
R1	6,489.5	6,489.5	6,376.0	6,561.0
PP	6,310.0	6,310.0	6,310.0	6,345.5
S1	6,166.5	6,166.5	6,317.0	6,238.0
S2	5,987.0	5,987.0	6,287.5
S3	5,664.0	5,843.5	6,257.5
S4	5,341.0	5,520.5	6,169.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,453.0	6,130.0	323.0	5.1%	124.5	2.0%	67%	True	False	99,542
10	6,453.0	5,955.5	497.5	7.8%	114.0	1.8%	79%	True	False	98,649
20	6,453.0	5,955.5	497.5	7.8%	109.0	1.7%	79%	True	False	112,632
40	6,815.0	5,955.5	859.5	13.5%	92.5	1.5%	45%	False	False	57,669
60	6,815.0	5,955.5	859.5	13.5%	72.0	1.1%	45%	False	False	38,492
80	6,815.0	5,955.5	859.5	13.5%	61.0	1.0%	45%	False	False	28,881
100	6,815.0	5,955.5	859.5	13.5%	49.0	0.8%	45%	False	False	23,111
120	6,815.0	5,954.0	861.0	13.6%	41.5	0.7%	46%	False	False	19,272

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	19.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,037.5
2.618	6,813.0
1.618	6,675.5
1.000	6,590.5
0.618	6,538.0
HIGH	6,453.0
0.618	6,400.5
0.500	6,384.0
0.382	6,368.0
LOW	6,315.5
0.618	6,230.5
1.000	6,178.0
1.618	6,093.0
2.618	5,955.5
4.250	5,731.0

Fisher Pivots for day following 05-Jul-2013
Pivot	1 day	3 day
R1	6,384.0	6,328.0
PP	6,371.5	6,310.0
S1	6,359.0	6,291.5

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

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