FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 10-Jul-2013

Day Change Summary
	Previous	Current
	09-Jul-2013	10-Jul-2013	Change	Change %	Previous Week
Open	6,417.5	6,476.0	58.5	0.9%	6,164.5
High	6,484.5	6,490.0	5.5	0.1%	6,453.0
Low	6,407.0	6,424.0	17.0	0.3%	6,130.0
Close	6,475.0	6,447.5	-27.5	-0.4%	6,346.5
Range	77.5	66.0	-11.5	-14.8%	323.0
ATR	106.3	103.4	-2.9	-2.7%	0.0
Volume	90,962	93,014	2,052	2.3%	497,714

Daily Pivots for day following 10-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,652.0	6,615.5	6,484.0
R3	6,586.0	6,549.5	6,465.5
R2	6,520.0	6,520.0	6,459.5
R1	6,483.5	6,483.5	6,453.5	6,469.0
PP	6,454.0	6,454.0	6,454.0	6,446.5
S1	6,417.5	6,417.5	6,441.5	6,403.0
S2	6,388.0	6,388.0	6,435.5
S3	6,322.0	6,351.5	6,429.5
S4	6,256.0	6,285.5	6,411.0

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	6,490.0	6,184.0	306.0	4.7%	110.0	1.7%	86%	True	False	101,797
10	6,490.0	6,121.0	369.0	5.7%	100.0	1.6%	88%	True	False	98,399
20	6,490.0	5,955.5	534.5	8.3%	107.0	1.7%	92%	True	False	120,710
40	6,815.0	5,955.5	859.5	13.3%	94.0	1.5%	57%	False	False	64,505
60	6,815.0	5,955.5	859.5	13.3%	75.0	1.2%	57%	False	False	43,082
80	6,815.0	5,955.5	859.5	13.3%	63.0	1.0%	57%	False	False	32,324
100	6,815.0	5,955.5	859.5	13.3%	51.0	0.8%	57%	False	False	25,864
120	6,815.0	5,955.5	859.5	13.3%	43.0	0.7%	57%	False	False	21,568

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.5
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,770.5
2.618	6,663.0
1.618	6,597.0
1.000	6,556.0
0.618	6,531.0
HIGH	6,490.0
0.618	6,465.0
0.500	6,457.0
0.382	6,449.0
LOW	6,424.0
0.618	6,383.0
1.000	6,358.0
1.618	6,317.0
2.618	6,251.0
4.250	6,143.5

Fisher Pivots for day following 10-Jul-2013
Pivot	1 day	3 day
R1	6,457.0	6,440.5
PP	6,454.0	6,433.5
S1	6,450.5	6,426.5

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

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