FTSE 100 Index Future September 2013

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

Day Change Summary
	Previous	Current
	13-Sep-2013	16-Sep-2013	Change	Change %	Previous Week
Open	6,590.0	6,652.5	62.5	0.9%	6,545.0
High	6,600.0	6,670.0	70.0	1.1%	6,608.0
Low	6,561.5	6,610.0	48.5	0.7%	6,506.5
Close	6,584.0	6,623.0	39.0	0.6%	6,584.0
Range	38.5	60.0	21.5	55.8%	101.5
ATR	77.3	77.9	0.6	0.8%	0.0
Volume	237,501	322,963	85,462	36.0%	604,171

Daily Pivots for day following 16-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,814.5	6,778.5	6,656.0
R3	6,754.5	6,718.5	6,639.5
R2	6,694.5	6,694.5	6,634.0
R1	6,658.5	6,658.5	6,628.5	6,646.5
PP	6,634.5	6,634.5	6,634.5	6,628.0
S1	6,598.5	6,598.5	6,617.5	6,586.5
S2	6,574.5	6,574.5	6,612.0
S3	6,514.5	6,538.5	6,606.5
S4	6,454.5	6,478.5	6,590.0

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	6,670.0	6,548.0	122.0	1.8%	50.0	0.8%	61%	True	False	166,841
10	6,670.0	6,422.5	247.5	3.7%	63.0	1.0%	81%	True	False	126,424
20	6,670.0	6,346.5	323.5	4.9%	76.5	1.2%	85%	True	False	103,089
40	6,670.0	6,346.5	323.5	4.9%	79.5	1.2%	85%	True	False	93,112
60	6,670.0	5,955.5	714.5	10.8%	84.5	1.3%	93%	True	False	92,498
80	6,726.0	5,955.5	770.5	11.6%	87.5	1.3%	87%	False	False	85,794
100	6,815.0	5,955.5	859.5	13.0%	79.5	1.2%	78%	False	False	68,724
120	6,815.0	5,955.5	859.5	13.0%	72.0	1.1%	78%	False	False	57,280

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.0
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,925.0
2.618	6,827.0
1.618	6,767.0
1.000	6,730.0
0.618	6,707.0
HIGH	6,670.0
0.618	6,647.0
0.500	6,640.0
0.382	6,633.0
LOW	6,610.0
0.618	6,573.0
1.000	6,550.0
1.618	6,513.0
2.618	6,453.0
4.250	6,355.0

Fisher Pivots for day following 16-Sep-2013
Pivot	1 day	3 day
R1	6,640.0	6,620.0
PP	6,634.5	6,617.0
S1	6,628.5	6,614.0

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

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