FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 25-Jul-2013

Day Change Summary
	Previous	Current
	24-Jul-2013	25-Jul-2013	Change	Change %	Previous Week
Open	6,562.0	6,574.0	12.0	0.2%	6,508.0
High	6,616.5	6,581.0	-35.5	-0.5%	6,612.5
Low	6,533.0	6,491.0	-42.0	-0.6%	6,468.0
Close	6,573.5	6,539.0	-34.5	-0.5%	6,586.5
Range	83.5	90.0	6.5	7.8%	144.5
ATR	87.8	88.0	0.2	0.2%	0.0
Volume	92,404	65,917	-26,487	-28.7%	440,282

Daily Pivots for day following 25-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,807.0	6,763.0	6,588.5
R3	6,717.0	6,673.0	6,564.0
R2	6,627.0	6,627.0	6,555.5
R1	6,583.0	6,583.0	6,547.0	6,560.0
PP	6,537.0	6,537.0	6,537.0	6,525.5
S1	6,493.0	6,493.0	6,531.0	6,470.0
S2	6,447.0	6,447.0	6,522.5
S3	6,357.0	6,403.0	6,514.0
S4	6,267.0	6,313.0	6,489.5

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	6,491.0	125.5	1.9%	66.5	1.0%	38%	False	True	82,586
10	6,616.5	6,468.0	148.5	2.3%	68.5	1.1%	48%	False	False	84,102
20	6,616.5	6,130.0	486.5	7.4%	85.5	1.3%	84%	False	False	88,650
40	6,616.5	5,955.5	661.0	10.1%	95.5	1.5%	88%	False	False	86,886
60	6,815.0	5,955.5	859.5	13.1%	82.0	1.3%	68%	False	False	58,087
80	6,815.0	5,955.5	859.5	13.1%	70.0	1.1%	68%	False	False	43,591
100	6,815.0	5,955.5	859.5	13.1%	59.0	0.9%	68%	False	False	34,879
120	6,815.0	5,955.5	859.5	13.1%	49.5	0.8%	68%	False	False	29,077

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.4
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,963.5
2.618	6,816.5
1.618	6,726.5
1.000	6,671.0
0.618	6,636.5
HIGH	6,581.0
0.618	6,546.5
0.500	6,536.0
0.382	6,525.5
LOW	6,491.0
0.618	6,435.5
1.000	6,401.0
1.618	6,345.5
2.618	6,255.5
4.250	6,108.5

Fisher Pivots for day following 25-Jul-2013
Pivot	1 day	3 day
R1	6,538.0	6,554.0
PP	6,537.0	6,549.0
S1	6,536.0	6,544.0

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

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