FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 12-Jul-2013

Day Change Summary
	Previous	Current
	11-Jul-2013	12-Jul-2013	Change	Change %	Previous Week
Open	6,523.0	6,513.5	-9.5	-0.1%	6,405.0
High	6,604.0	6,537.0	-67.0	-1.0%	6,604.0
Low	6,477.0	6,490.5	13.5	0.2%	6,363.0
Close	6,504.5	6,499.0	-5.5	-0.1%	6,499.0
Range	127.0	46.5	-80.5	-63.4%	241.0
ATR	107.2	102.9	-4.3	-4.0%	0.0
Volume	60,984	62,245	1,261	2.1%	398,652

Daily Pivots for day following 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,648.5	6,620.0	6,524.5
R3	6,602.0	6,573.5	6,512.0
R2	6,555.5	6,555.5	6,507.5
R1	6,527.0	6,527.0	6,503.5	6,518.0
PP	6,509.0	6,509.0	6,509.0	6,504.0
S1	6,480.5	6,480.5	6,494.5	6,471.5
S2	6,462.5	6,462.5	6,490.5
S3	6,416.0	6,434.0	6,486.0
S4	6,369.5	6,387.5	6,473.5

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	7,211.5	7,096.5	6,631.5
R3	6,970.5	6,855.5	6,565.5
R2	6,729.5	6,729.5	6,543.0
R1	6,614.5	6,614.5	6,521.0	6,672.0
PP	6,488.5	6,488.5	6,488.5	6,517.5
S1	6,373.5	6,373.5	6,477.0	6,431.0
S2	6,247.5	6,247.5	6,455.0
S3	6,006.5	6,132.5	6,432.5
S4	5,765.5	5,891.5	6,366.5

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	6,363.0	241.0	3.7%	76.5	1.2%	56%	False	False	79,730
10	6,604.0	6,130.0	474.0	7.3%	100.5	1.5%	78%	False	False	89,636
20	6,604.0	5,955.5	648.5	10.0%	105.0	1.6%	84%	False	False	113,275
40	6,815.0	5,955.5	859.5	13.2%	96.5	1.5%	63%	False	False	67,561
60	6,815.0	5,955.5	859.5	13.2%	76.5	1.2%	63%	False	False	45,133
80	6,815.0	5,955.5	859.5	13.2%	65.5	1.0%	63%	False	False	33,864
100	6,815.0	5,955.5	859.5	13.2%	53.0	0.8%	63%	False	False	27,095
120	6,815.0	5,955.5	859.5	13.2%	44.5	0.7%	63%	False	False	22,594

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	21.6
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	6,734.5
2.618	6,658.5
1.618	6,612.0
1.000	6,583.5
0.618	6,565.5
HIGH	6,537.0
0.618	6,519.0
0.500	6,514.0
0.382	6,508.5
LOW	6,490.5
0.618	6,462.0
1.000	6,444.0
1.618	6,415.5
2.618	6,369.0
4.250	6,293.0

Fisher Pivots for day following 12-Jul-2013
Pivot	1 day	3 day
R1	6,514.0	6,514.0
PP	6,509.0	6,509.0
S1	6,504.0	6,504.0

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

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