FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 20-Aug-2013

Day Change Summary
	Previous	Current
	19-Aug-2013	20-Aug-2013	Change	Change %	Previous Week
Open	6,494.5	6,437.5	-57.0	-0.9%	6,555.0
High	6,500.0	6,453.5	-46.5	-0.7%	6,635.0
Low	6,424.0	6,382.5	-41.5	-0.6%	6,437.5
Close	6,448.5	6,433.0	-15.5	-0.2%	6,475.0
Range	76.0	71.0	-5.0	-6.6%	197.5
ATR	86.6	85.5	-1.1	-1.3%	0.0
Volume	78,176	67,405	-10,771	-13.8%	416,089

Daily Pivots for day following 20-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,636.0	6,605.5	6,472.0
R3	6,565.0	6,534.5	6,452.5
R2	6,494.0	6,494.0	6,446.0
R1	6,463.5	6,463.5	6,439.5	6,443.0
PP	6,423.0	6,423.0	6,423.0	6,413.0
S1	6,392.5	6,392.5	6,426.5	6,372.0
S2	6,352.0	6,352.0	6,420.0
S3	6,281.0	6,321.5	6,413.5
S4	6,210.0	6,250.5	6,394.0

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	6,382.5	252.5	3.9%	81.0	1.3%	20%	False	True	82,174
10	6,635.0	6,382.5	252.5	3.9%	83.5	1.3%	20%	False	True	77,213
20	6,669.5	6,382.5	287.0	4.5%	84.5	1.3%	18%	False	True	81,405
40	6,669.5	6,040.0	629.5	9.8%	86.0	1.3%	62%	False	False	85,940
60	6,669.5	5,955.5	714.0	11.1%	91.5	1.4%	67%	False	False	82,426
80	6,815.0	5,955.5	859.5	13.4%	81.5	1.3%	56%	False	False	61,952
100	6,815.0	5,955.5	859.5	13.4%	72.0	1.1%	56%	False	False	49,571
120	6,815.0	5,955.5	859.5	13.4%	62.0	1.0%	56%	False	False	41,316

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	17.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,755.0
2.618	6,639.5
1.618	6,568.5
1.000	6,524.5
0.618	6,497.5
HIGH	6,453.5
0.618	6,426.5
0.500	6,418.0
0.382	6,409.5
LOW	6,382.5
0.618	6,338.5
1.000	6,311.5
1.618	6,267.5
2.618	6,196.5
4.250	6,081.0

Fisher Pivots for day following 20-Aug-2013
Pivot	1 day	3 day
R1	6,428.0	6,441.0
PP	6,423.0	6,438.5
S1	6,418.0	6,436.0

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

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