FTSE 100 Index Future December 2013

Trading Metrics calculated at close of trading on 28-Jun-2013

Day Change Summary
	Previous	Current
	27-Jun-2013	28-Jun-2013	Change	Change %	Previous Week
Open	6,105.5	6,172.5	67.0	1.1%	6,053.0
High	6,197.0	6,182.0	-15.0	-0.2%	6,197.0
Low	6,095.0	6,140.0	45.0	0.7%	5,951.5
Close	6,173.5	6,135.5	-38.0	-0.6%	6,135.5
Range	102.0	42.0	-60.0	-58.8%	245.5
ATR	69.0	67.0	-1.9	-2.8%	0.0
Volume	62	81	19	30.6%	306

Daily Pivots for day following 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,278.5	6,249.0	6,158.5
R3	6,236.5	6,207.0	6,147.0
R2	6,194.5	6,194.5	6,143.0
R1	6,165.0	6,165.0	6,139.5	6,159.0
PP	6,152.5	6,152.5	6,152.5	6,149.5
S1	6,123.0	6,123.0	6,131.5	6,117.0
S2	6,110.5	6,110.5	6,128.0
S3	6,068.5	6,081.0	6,124.0
S4	6,026.5	6,039.0	6,112.5

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,831.0	6,729.0	6,270.5
R3	6,585.5	6,483.5	6,203.0
R2	6,340.0	6,340.0	6,180.5
R1	6,238.0	6,238.0	6,158.0	6,289.0
PP	6,094.5	6,094.5	6,094.5	6,120.0
S1	5,992.5	5,992.5	6,113.0	6,043.5
S2	5,849.0	5,849.0	6,090.5
S3	5,603.5	5,747.0	6,068.0
S4	5,358.0	5,501.5	6,000.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,197.0	5,951.5	245.5	4.0%	58.0	0.9%	75%	False	False	61
10	6,314.5	5,951.5	363.0	5.9%	57.5	0.9%	51%	False	False	91
20	6,480.0	5,951.5	528.5	8.6%	35.0	0.6%	35%	False	False	64
40	6,707.0	5,951.5	755.5	12.3%	18.0	0.3%	24%	False	False	41
60	6,707.0	5,951.5	755.5	12.3%	12.5	0.2%	24%	False	False	32
80	6,707.0	5,951.5	755.5	12.3%	9.5	0.2%	24%	False	False	24
100	6,707.0	5,951.5	755.5	12.3%	7.5	0.1%	24%	False	False	34

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,360.5
2.618	6,292.0
1.618	6,250.0
1.000	6,224.0
0.618	6,208.0
HIGH	6,182.0
0.618	6,166.0
0.500	6,161.0
0.382	6,156.0
LOW	6,140.0
0.618	6,114.0
1.000	6,098.0
1.618	6,072.0
2.618	6,030.0
4.250	5,961.5

Fisher Pivots for day following 28-Jun-2013
Pivot	1 day	3 day
R1	6,161.0	6,141.0
PP	6,152.5	6,139.0
S1	6,144.0	6,137.5

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

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