FTSE 100 Index Future September 2013

Trading Metrics calculated at close of trading on 13-Sep-2013

Day Change Summary
	Previous	Current
	12-Sep-2013	13-Sep-2013	Change	Change %	Previous Week
Open	6,592.0	6,590.0	-2.0	0.0%	6,545.0
High	6,608.0	6,600.0	-8.0	-0.1%	6,608.0
Low	6,557.5	6,561.5	4.0	0.1%	6,506.5
Close	6,587.0	6,584.0	-3.0	0.0%	6,584.0
Range	50.5	38.5	-12.0	-23.8%	101.5
ATR	80.2	77.3	-3.0	-3.7%	0.0
Volume	94,280	237,501	143,221	151.9%	604,171

Daily Pivots for day following 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,697.5	6,679.0	6,605.0
R3	6,659.0	6,640.5	6,594.5
R2	6,620.5	6,620.5	6,591.0
R1	6,602.0	6,602.0	6,587.5	6,592.0
PP	6,582.0	6,582.0	6,582.0	6,577.0
S1	6,563.5	6,563.5	6,580.5	6,553.5
S2	6,543.5	6,543.5	6,577.0
S3	6,505.0	6,525.0	6,573.5
S4	6,466.5	6,486.5	6,563.0

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,870.5	6,829.0	6,640.0
R3	6,769.0	6,727.5	6,612.0
R2	6,667.5	6,667.5	6,602.5
R1	6,626.0	6,626.0	6,593.5	6,647.0
PP	6,566.0	6,566.0	6,566.0	6,576.5
S1	6,524.5	6,524.5	6,574.5	6,545.0
S2	6,464.5	6,464.5	6,565.5
S3	6,363.0	6,423.0	6,556.0
S4	6,261.5	6,321.5	6,528.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,608.0	6,506.5	101.5	1.5%	49.0	0.7%	76%	False	False	120,834
10	6,608.0	6,422.5	185.5	2.8%	66.5	1.0%	87%	False	False	102,920
20	6,608.0	6,346.5	261.5	4.0%	76.5	1.2%	91%	False	False	90,244
40	6,669.5	6,346.5	323.0	4.9%	79.5	1.2%	74%	False	False	86,898
60	6,669.5	5,955.5	714.0	10.8%	86.0	1.3%	88%	False	False	89,322
80	6,726.0	5,955.5	770.5	11.7%	88.0	1.3%	82%	False	False	81,773
100	6,815.0	5,955.5	859.5	13.1%	79.5	1.2%	73%	False	False	65,496
120	6,815.0	5,955.5	859.5	13.1%	71.5	1.1%	73%	False	False	54,589

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.4
Narrowest range in 68 trading days

Fibonacci Retracements and Extensions
4.250	6,763.5
2.618	6,701.0
1.618	6,662.5
1.000	6,638.5
0.618	6,624.0
HIGH	6,600.0
0.618	6,585.5
0.500	6,581.0
0.382	6,576.0
LOW	6,561.5
0.618	6,537.5
1.000	6,523.0
1.618	6,499.0
2.618	6,460.5
4.250	6,398.0

Fisher Pivots for day following 13-Sep-2013
Pivot	1 day	3 day
R1	6,583.0	6,583.5
PP	6,582.0	6,583.0
S1	6,581.0	6,583.0

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

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