FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 11-Jul-2013

Day Change Summary
	Previous	Current
	10-Jul-2013	11-Jul-2013	Change	Change %	Previous Week
Open	6,476.0	6,523.0	47.0	0.7%	6,164.5
High	6,490.0	6,604.0	114.0	1.8%	6,453.0
Low	6,424.0	6,477.0	53.0	0.8%	6,130.0
Close	6,447.5	6,504.5	57.0	0.9%	6,346.5
Range	66.0	127.0	61.0	92.4%	323.0
ATR	103.4	107.2	3.8	3.7%	0.0
Volume	93,014	60,984	-32,030	-34.4%	497,714

Daily Pivots for day following 11-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,909.5	6,834.0	6,574.5
R3	6,782.5	6,707.0	6,539.5
R2	6,655.5	6,655.5	6,528.0
R1	6,580.0	6,580.0	6,516.0	6,554.0
PP	6,528.5	6,528.5	6,528.5	6,515.5
S1	6,453.0	6,453.0	6,493.0	6,427.0
S2	6,401.5	6,401.5	6,481.0
S3	6,274.5	6,326.0	6,469.5
S4	6,147.5	6,199.0	6,434.5

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	6,604.0	6,315.5	288.5	4.4%	95.0	1.5%	66%	True	False	84,949
10	6,604.0	6,130.0	474.0	7.3%	102.5	1.6%	79%	True	False	93,199
20	6,604.0	5,955.5	648.5	10.0%	106.0	1.6%	85%	True	False	119,734
40	6,815.0	5,955.5	859.5	13.2%	96.5	1.5%	64%	False	False	66,014
60	6,815.0	5,955.5	859.5	13.2%	76.0	1.2%	64%	False	False	44,098
80	6,815.0	5,955.5	859.5	13.2%	65.0	1.0%	64%	False	False	33,086
100	6,815.0	5,955.5	859.5	13.2%	52.5	0.8%	64%	False	False	26,473
120	6,815.0	5,955.5	859.5	13.2%	44.0	0.7%	64%	False	False	22,076

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	21.2
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,144.0
2.618	6,936.5
1.618	6,809.5
1.000	6,731.0
0.618	6,682.5
HIGH	6,604.0
0.618	6,555.5
0.500	6,540.5
0.382	6,525.5
LOW	6,477.0
0.618	6,398.5
1.000	6,350.0
1.618	6,271.5
2.618	6,144.5
4.250	5,937.0

Fisher Pivots for day following 11-Jul-2013
Pivot	1 day	3 day
R1	6,540.5	6,505.5
PP	6,528.5	6,505.0
S1	6,516.5	6,505.0

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

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