FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 23-Aug-2013

Day Change Summary
	Previous	Current
	22-Aug-2013	23-Aug-2013	Change	Change %	Previous Week
Open	6,364.5	6,463.5	99.0	1.6%	6,494.5
High	6,465.0	6,512.5	47.5	0.7%	6,512.5
Low	6,346.5	6,415.5	69.0	1.1%	6,346.5
Close	6,430.5	6,486.0	55.5	0.9%	6,486.0
Range	118.5	97.0	-21.5	-18.1%	166.0
ATR	87.6	88.2	0.7	0.8%	0.0
Volume	79,418	97,664	18,246	23.0%	394,620

Daily Pivots for day following 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,762.5	6,721.0	6,539.5
R3	6,665.5	6,624.0	6,512.5
R2	6,568.5	6,568.5	6,504.0
R1	6,527.0	6,527.0	6,495.0	6,548.0
PP	6,471.5	6,471.5	6,471.5	6,481.5
S1	6,430.0	6,430.0	6,477.0	6,451.0
S2	6,374.5	6,374.5	6,468.0
S3	6,277.5	6,333.0	6,459.5
S4	6,180.5	6,236.0	6,432.5

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,946.5	6,882.0	6,577.5
R3	6,780.5	6,716.0	6,531.5
R2	6,614.5	6,614.5	6,516.5
R1	6,550.0	6,550.0	6,501.0	6,499.0
PP	6,448.5	6,448.5	6,448.5	6,423.0
S1	6,384.0	6,384.0	6,471.0	6,333.0
S2	6,282.5	6,282.5	6,455.5
S3	6,116.5	6,218.0	6,440.5
S4	5,950.5	6,052.0	6,394.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,512.5	6,346.5	166.0	2.6%	89.0	1.4%	84%	True	False	78,924
10	6,635.0	6,346.5	288.5	4.4%	85.0	1.3%	48%	False	False	81,070
20	6,669.5	6,346.5	323.0	5.0%	86.0	1.3%	43%	False	False	82,920
40	6,669.5	6,130.0	539.5	8.3%	86.5	1.3%	66%	False	False	84,849
60	6,669.5	5,955.5	714.0	11.0%	92.0	1.4%	74%	False	False	86,415
80	6,815.0	5,955.5	859.5	13.3%	83.5	1.3%	62%	False	False	65,050
100	6,815.0	5,955.5	859.5	13.3%	73.5	1.1%	62%	False	False	52,061
120	6,815.0	5,955.5	859.5	13.3%	64.5	1.0%	62%	False	False	43,389

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	18.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,925.0
2.618	6,766.5
1.618	6,669.5
1.000	6,609.5
0.618	6,572.5
HIGH	6,512.5
0.618	6,475.5
0.500	6,464.0
0.382	6,452.5
LOW	6,415.5
0.618	6,355.5
1.000	6,318.5
1.618	6,258.5
2.618	6,161.5
4.250	6,003.0

Fisher Pivots for day following 23-Aug-2013
Pivot	1 day	3 day
R1	6,478.5	6,467.0
PP	6,471.5	6,448.5
S1	6,464.0	6,429.5

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

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