FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 06-Aug-2013

Day Change Summary
	Previous	Current
	05-Aug-2013	06-Aug-2013	Change	Change %	Previous Week
Open	6,607.0	6,566.5	-40.5	-0.6%	6,542.5
High	6,640.0	6,583.0	-57.0	-0.9%	6,669.5
Low	6,541.0	6,514.0	-27.0	-0.4%	6,495.0
Close	6,573.5	6,553.5	-20.0	-0.3%	6,605.0
Range	99.0	69.0	-30.0	-30.3%	174.5
ATR	88.3	87.0	-1.4	-1.6%	0.0
Volume	65,946	113,471	47,525	72.1%	457,830

Daily Pivots for day following 06-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,757.0	6,724.5	6,591.5
R3	6,688.0	6,655.5	6,572.5
R2	6,619.0	6,619.0	6,566.0
R1	6,586.5	6,586.5	6,560.0	6,568.0
PP	6,550.0	6,550.0	6,550.0	6,541.0
S1	6,517.5	6,517.5	6,547.0	6,499.0
S2	6,481.0	6,481.0	6,541.0
S3	6,412.0	6,448.5	6,534.5
S4	6,343.0	6,379.5	6,515.5

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	6,508.5	161.0	2.5%	93.5	1.4%	28%	False	False	87,461
10	6,669.5	6,485.5	184.0	2.8%	85.5	1.3%	37%	False	False	85,597
20	6,669.5	6,424.0	245.5	3.7%	78.0	1.2%	53%	False	False	84,634
40	6,669.5	5,955.5	714.0	10.9%	93.5	1.4%	84%	False	False	101,960
60	6,815.0	5,955.5	859.5	13.1%	89.0	1.4%	70%	False	False	69,677
80	6,815.0	5,955.5	859.5	13.1%	75.0	1.1%	70%	False	False	52,307
100	6,815.0	5,955.5	859.5	13.1%	65.5	1.0%	70%	False	False	41,856
120	6,815.0	5,955.5	859.5	13.1%	55.0	0.8%	70%	False	False	34,884

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.5
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,876.0
2.618	6,763.5
1.618	6,694.5
1.000	6,652.0
0.618	6,625.5
HIGH	6,583.0
0.618	6,556.5
0.500	6,548.5
0.382	6,540.5
LOW	6,514.0
0.618	6,471.5
1.000	6,445.0
1.618	6,402.5
2.618	6,333.5
4.250	6,221.0

Fisher Pivots for day following 06-Aug-2013
Pivot	1 day	3 day
R1	6,552.0	6,589.0
PP	6,550.0	6,577.0
S1	6,548.5	6,565.5

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

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