FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 09-Jul-2013

Day Change Summary
	Previous	Current
	08-Jul-2013	09-Jul-2013	Change	Change %	Previous Week
Open	6,405.0	6,417.5	12.5	0.2%	6,164.5
High	6,429.5	6,484.5	55.0	0.9%	6,453.0
Low	6,363.0	6,407.0	44.0	0.7%	6,130.0
Close	6,403.0	6,475.0	72.0	1.1%	6,346.5
Range	66.5	77.5	11.0	16.5%	323.0
ATR	108.2	106.3	-1.9	-1.8%	0.0
Volume	91,447	90,962	-485	-0.5%	497,714

Daily Pivots for day following 09-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,688.0	6,659.0	6,517.5
R3	6,610.5	6,581.5	6,496.5
R2	6,533.0	6,533.0	6,489.0
R1	6,504.0	6,504.0	6,482.0	6,518.5
PP	6,455.5	6,455.5	6,455.5	6,463.0
S1	6,426.5	6,426.5	6,468.0	6,441.0
S2	6,378.0	6,378.0	6,461.0
S3	6,300.5	6,349.0	6,453.5
S4	6,223.0	6,271.5	6,432.5

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	6,484.5	6,130.0	354.5	5.5%	118.0	1.8%	97%	True	False	102,337
10	6,484.5	6,040.0	444.5	6.9%	104.0	1.6%	98%	True	False	97,280
20	6,484.5	5,955.5	529.0	8.2%	108.5	1.7%	98%	True	False	119,286
40	6,815.0	5,955.5	859.5	13.3%	94.5	1.5%	60%	False	False	62,198
60	6,815.0	5,955.5	859.5	13.3%	74.0	1.1%	60%	False	False	41,532
80	6,815.0	5,955.5	859.5	13.3%	62.5	1.0%	60%	False	False	31,161
100	6,815.0	5,955.5	859.5	13.3%	50.5	0.8%	60%	False	False	24,934
120	6,815.0	5,955.5	859.5	13.3%	42.5	0.7%	60%	False	False	20,792

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	17.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,814.0
2.618	6,687.5
1.618	6,610.0
1.000	6,562.0
0.618	6,532.5
HIGH	6,484.5
0.618	6,455.0
0.500	6,446.0
0.382	6,436.5
LOW	6,407.0
0.618	6,359.0
1.000	6,329.5
1.618	6,281.5
2.618	6,204.0
4.250	6,077.5

Fisher Pivots for day following 09-Jul-2013
Pivot	1 day	3 day
R1	6,465.0	6,450.0
PP	6,455.5	6,425.0
S1	6,446.0	6,400.0

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

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