FTSE 100 Index Future December 2013

Trading Metrics calculated at close of trading on 11-Sep-2013

Day Change Summary
	Previous	Current
	10-Sep-2013	11-Sep-2013	Change	Change %	Previous Week
Open	6,529.5	6,560.0	30.5	0.5%	6,411.5
High	6,575.5	6,570.5	-5.0	-0.1%	6,542.0
Low	6,523.0	6,533.0	10.0	0.2%	6,400.0
Close	6,566.5	6,545.0	-21.5	-0.3%	6,514.0
Range	52.5	37.5	-15.0	-28.6%	142.0
ATR	70.1	67.7	-2.3	-3.3%	0.0
Volume	26,454	13,174	-13,280	-50.2%	8,594

Daily Pivots for day following 11-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,662.0	6,641.0	6,565.5
R3	6,624.5	6,603.5	6,555.5
R2	6,587.0	6,587.0	6,552.0
R1	6,566.0	6,566.0	6,548.5	6,558.0
PP	6,549.5	6,549.5	6,549.5	6,545.5
S1	6,528.5	6,528.5	6,541.5	6,520.0
S2	6,512.0	6,512.0	6,538.0
S3	6,474.5	6,491.0	6,534.5
S4	6,437.0	6,453.5	6,524.5

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,911.5	6,854.5	6,592.0
R3	6,769.5	6,712.5	6,553.0
R2	6,627.5	6,627.5	6,540.0
R1	6,570.5	6,570.5	6,527.0	6,599.0
PP	6,485.5	6,485.5	6,485.5	6,499.5
S1	6,428.5	6,428.5	6,501.0	6,457.0
S2	6,343.5	6,343.5	6,488.0
S3	6,201.5	6,286.5	6,475.0
S4	6,059.5	6,144.5	6,436.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,575.5	6,450.0	125.5	1.9%	55.5	0.8%	76%	False	False	11,934
10	6,575.5	6,376.0	199.5	3.0%	66.0	1.0%	85%	False	False	6,183
20	6,588.0	6,337.0	251.0	3.8%	65.0	1.0%	83%	False	False	3,144
40	6,615.0	6,337.0	278.0	4.2%	59.0	0.9%	75%	False	False	1,682
60	6,615.0	5,951.5	663.5	10.1%	58.5	0.9%	89%	False	False	1,146
80	6,707.0	5,951.5	755.5	11.5%	46.0	0.7%	79%	False	False	866
100	6,707.0	5,951.5	755.5	11.5%	37.5	0.6%	79%	False	False	698
120	6,707.0	5,951.5	755.5	11.5%	31.0	0.5%	79%	False	False	582

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.7
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	6,730.0
2.618	6,668.5
1.618	6,631.0
1.000	6,608.0
0.618	6,593.5
HIGH	6,570.5
0.618	6,556.0
0.500	6,552.0
0.382	6,547.5
LOW	6,533.0
0.618	6,510.0
1.000	6,495.5
1.618	6,472.5
2.618	6,435.0
4.250	6,373.5

Fisher Pivots for day following 11-Sep-2013
Pivot	1 day	3 day
R1	6,552.0	6,539.5
PP	6,549.5	6,534.0
S1	6,547.0	6,529.0

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

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