FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 24-Jul-2013

Day Change Summary
	Previous	Current
	23-Jul-2013	24-Jul-2013	Change	Change %	Previous Week
Open	6,575.5	6,562.0	-13.5	-0.2%	6,508.0
High	6,612.0	6,616.5	4.5	0.1%	6,612.5
Low	6,545.5	6,533.0	-12.5	-0.2%	6,468.0
Close	6,565.0	6,573.5	8.5	0.1%	6,586.5
Range	66.5	83.5	17.0	25.6%	144.5
ATR	88.1	87.8	-0.3	-0.4%	0.0
Volume	84,908	92,404	7,496	8.8%	440,282

Daily Pivots for day following 24-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,825.0	6,782.5	6,619.5
R3	6,741.5	6,699.0	6,596.5
R2	6,658.0	6,658.0	6,589.0
R1	6,615.5	6,615.5	6,581.0	6,637.0
PP	6,574.5	6,574.5	6,574.5	6,585.0
S1	6,532.0	6,532.0	6,566.0	6,553.0
S2	6,491.0	6,491.0	6,558.0
S3	6,407.5	6,448.5	6,550.5
S4	6,324.0	6,365.0	6,527.5

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,989.0	6,932.5	6,666.0
R3	6,844.5	6,788.0	6,626.0
R2	6,700.0	6,700.0	6,613.0
R1	6,643.5	6,643.5	6,599.5	6,672.0
PP	6,555.5	6,555.5	6,555.5	6,570.0
S1	6,499.0	6,499.0	6,573.5	6,527.0
S2	6,411.0	6,411.0	6,560.0
S3	6,266.5	6,354.5	6,547.0
S4	6,122.0	6,210.0	6,507.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,616.5	6,507.0	109.5	1.7%	69.5	1.1%	61%	True	False	85,620
10	6,616.5	6,468.0	148.5	2.3%	72.5	1.1%	71%	True	False	83,609
20	6,616.5	6,121.0	495.5	7.5%	86.0	1.3%	91%	True	False	91,004
40	6,616.5	5,955.5	661.0	10.1%	94.5	1.4%	93%	True	False	85,244
60	6,815.0	5,955.5	859.5	13.1%	80.5	1.2%	72%	False	False	56,998
80	6,815.0	5,955.5	859.5	13.1%	69.5	1.1%	72%	False	False	42,767
100	6,815.0	5,955.5	859.5	13.1%	58.0	0.9%	72%	False	False	34,221
120	6,815.0	5,955.5	859.5	13.1%	49.0	0.7%	72%	False	False	28,530

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	23.3
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,971.5
2.618	6,835.0
1.618	6,751.5
1.000	6,700.0
0.618	6,668.0
HIGH	6,616.5
0.618	6,584.5
0.500	6,575.0
0.382	6,565.0
LOW	6,533.0
0.618	6,481.5
1.000	6,449.5
1.618	6,398.0
2.618	6,314.5
4.250	6,178.0

Fisher Pivots for day following 24-Jul-2013
Pivot	1 day	3 day
R1	6,575.0	6,575.0
PP	6,574.5	6,574.5
S1	6,574.0	6,574.0

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

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