FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 15-Aug-2013

Day Change Summary
	Previous	Current
	14-Aug-2013	15-Aug-2013	Change	Change %	Previous Week
Open	6,603.0	6,572.0	-31.0	-0.5%	6,607.0
High	6,635.0	6,574.5	-60.5	-0.9%	6,640.0
Low	6,566.0	6,445.0	-121.0	-1.8%	6,452.0
Close	6,588.0	6,472.0	-116.0	-1.8%	6,548.5
Range	69.0	129.5	60.5	87.7%	188.0
ATR	85.5	89.6	4.1	4.8%	0.0
Volume	119,732	79,497	-40,235	-33.6%	389,879

Daily Pivots for day following 15-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,885.5	6,808.5	6,543.0
R3	6,756.0	6,679.0	6,507.5
R2	6,626.5	6,626.5	6,495.5
R1	6,549.5	6,549.5	6,484.0	6,523.0
PP	6,497.0	6,497.0	6,497.0	6,484.0
S1	6,420.0	6,420.0	6,460.0	6,394.0
S2	6,367.5	6,367.5	6,448.5
S3	6,238.0	6,290.5	6,436.5
S4	6,108.5	6,161.0	6,401.0

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	6,635.0	6,445.0	190.0	2.9%	86.0	1.3%	14%	False	True	82,520
10	6,664.0	6,445.0	219.0	3.4%	88.5	1.4%	12%	False	True	80,281
20	6,669.5	6,445.0	224.5	3.5%	82.0	1.3%	12%	False	True	83,553
40	6,669.5	5,955.5	714.0	11.0%	90.5	1.4%	72%	False	False	88,861
60	6,726.0	5,955.5	770.5	11.9%	92.0	1.4%	67%	False	False	78,949
80	6,815.0	5,955.5	859.5	13.3%	80.0	1.2%	60%	False	False	59,309
100	6,815.0	5,955.5	859.5	13.3%	71.0	1.1%	60%	False	False	47,458
120	6,815.0	5,955.5	859.5	13.3%	60.0	0.9%	60%	False	False	39,553

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	18.8
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	7,125.0
2.618	6,913.5
1.618	6,784.0
1.000	6,704.0
0.618	6,654.5
HIGH	6,574.5
0.618	6,525.0
0.500	6,510.0
0.382	6,494.5
LOW	6,445.0
0.618	6,365.0
1.000	6,315.5
1.618	6,235.5
2.618	6,106.0
4.250	5,894.5

Fisher Pivots for day following 15-Aug-2013
Pivot	1 day	3 day
R1	6,510.0	6,540.0
PP	6,497.0	6,517.5
S1	6,484.5	6,494.5

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

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