FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 12-Aug-2013

Day Change Summary
	Previous	Current
	09-Aug-2013	12-Aug-2013	Change	Change %	Previous Week
Open	6,511.0	6,555.0	44.0	0.7%	6,607.0
High	6,576.5	6,577.0	0.5	0.0%	6,640.0
Low	6,495.0	6,500.0	5.0	0.1%	6,452.0
Close	6,548.5	6,540.0	-8.5	-0.1%	6,548.5
Range	81.5	77.0	-4.5	-5.5%	188.0
ATR	88.6	87.7	-0.8	-0.9%	0.0
Volume	62,577	79,156	16,579	26.5%	389,879

Daily Pivots for day following 12-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,770.0	6,732.0	6,582.5
R3	6,693.0	6,655.0	6,561.0
R2	6,616.0	6,616.0	6,554.0
R1	6,578.0	6,578.0	6,547.0	6,558.5
PP	6,539.0	6,539.0	6,539.0	6,529.0
S1	6,501.0	6,501.0	6,533.0	6,481.5
S2	6,462.0	6,462.0	6,526.0
S3	6,385.0	6,424.0	6,519.0
S4	6,308.0	6,347.0	6,497.5

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	7,111.0	7,017.5	6,652.0
R3	6,923.0	6,829.5	6,600.0
R2	6,735.0	6,735.0	6,583.0
R1	6,641.5	6,641.5	6,565.5	6,594.0
PP	6,547.0	6,547.0	6,547.0	6,523.0
S1	6,453.5	6,453.5	6,531.5	6,406.0
S2	6,359.0	6,359.0	6,514.0
S3	6,171.0	6,265.5	6,497.0
S4	5,983.0	6,077.5	6,445.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,595.5	6,452.0	143.5	2.2%	85.0	1.3%	61%	False	False	80,617
10	6,669.5	6,452.0	217.5	3.3%	87.5	1.3%	40%	False	False	85,858
20	6,669.5	6,452.0	217.5	3.3%	81.0	1.2%	40%	False	False	84,090
40	6,669.5	5,955.5	714.0	10.9%	92.5	1.4%	82%	False	False	93,581
60	6,815.0	5,955.5	859.5	13.1%	91.0	1.4%	68%	False	False	74,461
80	6,815.0	5,955.5	859.5	13.1%	78.0	1.2%	68%	False	False	55,924
100	6,815.0	5,955.5	859.5	13.1%	68.5	1.0%	68%	False	False	44,751
120	6,815.0	5,955.5	859.5	13.1%	58.0	0.9%	68%	False	False	37,296

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	19.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,904.0
2.618	6,778.5
1.618	6,701.5
1.000	6,654.0
0.618	6,624.5
HIGH	6,577.0
0.618	6,547.5
0.500	6,538.5
0.382	6,529.5
LOW	6,500.0
0.618	6,452.5
1.000	6,423.0
1.618	6,375.5
2.618	6,298.5
4.250	6,173.0

Fisher Pivots for day following 12-Aug-2013
Pivot	1 day	3 day
R1	6,539.5	6,535.0
PP	6,539.0	6,529.5
S1	6,538.5	6,524.5

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

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