FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 30-Aug-2013

Day Change Summary
	Previous	Current
	29-Aug-2013	30-Aug-2013	Change	Change %	Previous Week
Open	6,414.0	6,477.5	63.5	1.0%	6,478.5
High	6,499.0	6,501.0	2.0	0.0%	6,501.0
Low	6,408.0	6,385.5	-22.5	-0.4%	6,385.5
Close	6,485.5	6,408.0	-77.5	-1.2%	6,408.0
Range	91.0	115.5	24.5	26.9%	115.5
ATR	86.8	88.9	2.0	2.4%	0.0
Volume	96,006	64,890	-31,116	-32.4%	315,001

Daily Pivots for day following 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,778.0	6,708.5	6,471.5
R3	6,662.5	6,593.0	6,440.0
R2	6,547.0	6,547.0	6,429.0
R1	6,477.5	6,477.5	6,418.5	6,454.5
PP	6,431.5	6,431.5	6,431.5	6,420.0
S1	6,362.0	6,362.0	6,397.5	6,339.0
S2	6,316.0	6,316.0	6,387.0
S3	6,200.5	6,246.5	6,376.0
S4	6,085.0	6,131.0	6,344.5

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,778.0	6,708.5	6,471.5
R3	6,662.5	6,593.0	6,440.0
R2	6,547.0	6,547.0	6,429.0
R1	6,477.5	6,477.5	6,418.5	6,454.5
PP	6,431.5	6,431.5	6,431.5	6,420.0
S1	6,362.0	6,362.0	6,397.5	6,339.0
S2	6,316.0	6,316.0	6,387.0
S3	6,200.5	6,246.5	6,376.0
S4	6,085.0	6,131.0	6,344.5

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	6,385.5	127.0	2.0%	91.0	1.4%	18%	False	True	82,533
10	6,512.5	6,346.5	166.0	2.6%	86.0	1.3%	37%	False	False	77,568
20	6,664.0	6,346.5	317.5	5.0%	87.5	1.4%	19%	False	False	78,925
40	6,669.5	6,315.5	354.0	5.5%	83.5	1.3%	26%	False	False	82,490
60	6,669.5	5,955.5	714.0	11.1%	91.5	1.4%	63%	False	False	91,352
80	6,815.0	5,955.5	859.5	13.4%	86.5	1.3%	53%	False	False	68,975
100	6,815.0	5,955.5	859.5	13.4%	75.5	1.2%	53%	False	False	55,208
120	6,815.0	5,955.5	859.5	13.4%	67.5	1.1%	53%	False	False	46,014

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.2
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,992.0
2.618	6,803.5
1.618	6,688.0
1.000	6,616.5
0.618	6,572.5
HIGH	6,501.0
0.618	6,457.0
0.500	6,443.0
0.382	6,429.5
LOW	6,385.5
0.618	6,314.0
1.000	6,270.0
1.618	6,198.5
2.618	6,083.0
4.250	5,894.5

Fisher Pivots for day following 30-Aug-2013
Pivot	1 day	3 day
R1	6,443.0	6,443.0
PP	6,431.5	6,431.5
S1	6,420.0	6,420.0

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

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