FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 16-Aug-2013

Day Change Summary
	Previous	Current
	15-Aug-2013	16-Aug-2013	Change	Change %	Previous Week
Open	6,572.0	6,455.0	-117.0	-1.8%	6,555.0
High	6,574.5	6,496.0	-78.5	-1.2%	6,635.0
Low	6,445.0	6,437.5	-7.5	-0.1%	6,437.5
Close	6,472.0	6,475.0	3.0	0.0%	6,475.0
Range	129.5	58.5	-71.0	-54.8%	197.5
ATR	89.6	87.4	-2.2	-2.5%	0.0
Volume	79,497	66,064	-13,433	-16.9%	416,089

Daily Pivots for day following 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,645.0	6,618.5	6,507.0
R3	6,586.5	6,560.0	6,491.0
R2	6,528.0	6,528.0	6,485.5
R1	6,501.5	6,501.5	6,480.5	6,515.0
PP	6,469.5	6,469.5	6,469.5	6,476.0
S1	6,443.0	6,443.0	6,469.5	6,456.0
S2	6,411.0	6,411.0	6,464.5
S3	6,352.5	6,384.5	6,459.0
S4	6,294.0	6,326.0	6,443.0

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	7,108.5	6,989.0	6,583.5
R3	6,911.0	6,791.5	6,529.5
R2	6,713.5	6,713.5	6,511.0
R1	6,594.0	6,594.0	6,493.0	6,555.0
PP	6,516.0	6,516.0	6,516.0	6,496.0
S1	6,396.5	6,396.5	6,457.0	6,357.5
S2	6,318.5	6,318.5	6,439.0
S3	6,121.0	6,199.0	6,420.5
S4	5,923.5	6,001.5	6,366.5

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	6,437.5	197.5	3.1%	81.5	1.3%	19%	False	True	83,217
10	6,640.0	6,437.5	202.5	3.1%	85.5	1.3%	19%	False	True	80,596
20	6,669.5	6,437.5	232.0	3.6%	83.0	1.3%	16%	False	True	83,135
40	6,669.5	5,955.5	714.0	11.0%	88.5	1.4%	73%	False	False	87,203
60	6,726.0	5,955.5	770.5	11.9%	91.5	1.4%	67%	False	False	80,029
80	6,815.0	5,955.5	859.5	13.3%	80.5	1.2%	60%	False	False	60,133
100	6,815.0	5,955.5	859.5	13.3%	71.5	1.1%	60%	False	False	48,118
120	6,815.0	5,955.5	859.5	13.3%	60.5	0.9%	60%	False	False	40,103

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	20.0
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,744.5
2.618	6,649.0
1.618	6,590.5
1.000	6,554.5
0.618	6,532.0
HIGH	6,496.0
0.618	6,473.5
0.500	6,467.0
0.382	6,460.0
LOW	6,437.5
0.618	6,401.5
1.000	6,379.0
1.618	6,343.0
2.618	6,284.5
4.250	6,189.0

Fisher Pivots for day following 16-Aug-2013
Pivot	1 day	3 day
R1	6,472.0	6,536.0
PP	6,469.5	6,516.0
S1	6,467.0	6,495.5

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

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