FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 02-Aug-2013

Day Change Summary
	Previous	Current
	01-Aug-2013	02-Aug-2013	Change	Change %	Previous Week
Open	6,576.5	6,659.0	82.5	1.3%	6,542.5
High	6,669.5	6,664.0	-5.5	-0.1%	6,669.5
Low	6,565.0	6,575.5	10.5	0.2%	6,495.0
Close	6,625.5	6,605.0	-20.5	-0.3%	6,605.0
Range	104.5	88.5	-16.0	-15.3%	174.5
ATR	87.4	87.5	0.1	0.1%	0.0
Volume	85,472	62,911	-22,561	-26.4%	457,830

Daily Pivots for day following 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,880.5	6,831.0	6,653.5
R3	6,792.0	6,742.5	6,629.5
R2	6,703.5	6,703.5	6,621.0
R1	6,654.0	6,654.0	6,613.0	6,634.5
PP	6,615.0	6,615.0	6,615.0	6,605.0
S1	6,565.5	6,565.5	6,597.0	6,546.0
S2	6,526.5	6,526.5	6,589.0
S3	6,438.0	6,477.0	6,580.5
S4	6,349.5	6,388.5	6,556.5

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	7,113.5	7,033.5	6,701.0
R3	6,939.0	6,859.0	6,653.0
R2	6,764.5	6,764.5	6,637.0
R1	6,684.5	6,684.5	6,621.0	6,724.5
PP	6,590.0	6,590.0	6,590.0	6,610.0
S1	6,510.0	6,510.0	6,589.0	6,550.0
S2	6,415.5	6,415.5	6,573.0
S3	6,241.0	6,335.5	6,557.0
S4	6,066.5	6,161.0	6,509.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,669.5	6,495.0	174.5	2.6%	83.0	1.3%	63%	False	False	91,566
10	6,669.5	6,485.5	184.0	2.8%	80.0	1.2%	65%	False	False	85,673
20	6,669.5	6,363.0	306.5	4.6%	77.0	1.2%	79%	False	False	84,783
40	6,669.5	5,955.5	714.0	10.8%	93.0	1.4%	91%	False	False	98,707
60	6,815.0	5,955.5	859.5	13.0%	87.0	1.3%	76%	False	False	66,707
80	6,815.0	5,955.5	859.5	13.0%	73.0	1.1%	76%	False	False	50,065
100	6,815.0	5,955.5	859.5	13.0%	64.0	1.0%	76%	False	False	40,062
120	6,815.0	5,955.5	859.5	13.0%	54.0	0.8%	76%	False	False	33,390

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,040.0
2.618	6,895.5
1.618	6,807.0
1.000	6,752.5
0.618	6,718.5
HIGH	6,664.0
0.618	6,630.0
0.500	6,620.0
0.382	6,609.5
LOW	6,575.5
0.618	6,521.0
1.000	6,487.0
1.618	6,432.5
2.618	6,344.0
4.250	6,199.5

Fisher Pivots for day following 02-Aug-2013
Pivot	1 day	3 day
R1	6,620.0	6,599.5
PP	6,615.0	6,594.5
S1	6,610.0	6,589.0

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

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