FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 15-Jul-2013

Day Change Summary
	Previous	Current
	12-Jul-2013	15-Jul-2013	Change	Change %	Previous Week
Open	6,513.5	6,508.0	-5.5	-0.1%	6,405.0
High	6,537.0	6,560.0	23.0	0.4%	6,604.0
Low	6,490.5	6,501.0	10.5	0.2%	6,363.0
Close	6,499.0	6,533.5	34.5	0.5%	6,499.0
Range	46.5	59.0	12.5	26.9%	241.0
ATR	102.9	99.9	-3.0	-2.9%	0.0
Volume	62,245	84,240	21,995	35.3%	398,652

Daily Pivots for day following 15-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,708.5	6,680.0	6,566.0
R3	6,649.5	6,621.0	6,549.5
R2	6,590.5	6,590.5	6,544.5
R1	6,562.0	6,562.0	6,539.0	6,576.0
PP	6,531.5	6,531.5	6,531.5	6,538.5
S1	6,503.0	6,503.0	6,528.0	6,517.0
S2	6,472.5	6,472.5	6,522.5
S3	6,413.5	6,444.0	6,517.5
S4	6,354.5	6,385.0	6,501.0

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	6,407.0	197.0	3.0%	75.0	1.2%	64%	False	False	78,289
10	6,604.0	6,130.0	474.0	7.3%	95.0	1.5%	85%	False	False	90,349
20	6,604.0	5,955.5	648.5	9.9%	104.0	1.6%	89%	False	False	103,072
40	6,815.0	5,955.5	859.5	13.2%	96.0	1.5%	67%	False	False	69,646
60	6,815.0	5,955.5	859.5	13.2%	77.5	1.2%	67%	False	False	46,536
80	6,815.0	5,955.5	859.5	13.2%	65.5	1.0%	67%	False	False	34,917
100	6,815.0	5,955.5	859.5	13.2%	53.5	0.8%	67%	False	False	27,938
120	6,815.0	5,955.5	859.5	13.2%	45.0	0.7%	67%	False	False	23,296

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,811.0
2.618	6,714.5
1.618	6,655.5
1.000	6,619.0
0.618	6,596.5
HIGH	6,560.0
0.618	6,537.5
0.500	6,530.5
0.382	6,523.5
LOW	6,501.0
0.618	6,464.5
1.000	6,442.0
1.618	6,405.5
2.618	6,346.5
4.250	6,250.0

Fisher Pivots for day following 15-Jul-2013
Pivot	1 day	3 day
R1	6,532.5	6,540.5
PP	6,531.5	6,538.0
S1	6,530.5	6,536.0

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

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