FTSE 100 Index Future December 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	6,550.0	6,625.0	75.0	1.1%	6,517.5
High	6,571.0	6,643.0	72.0	1.1%	6,579.0
Low	6,534.5	6,583.5	49.0	0.7%	6,482.0
Close	6,556.5	6,596.0	39.5	0.6%	6,556.5
Range	36.5	59.5	23.0	63.0%	97.0
ATR	64.0	65.6	1.6	2.5%	0.0
Volume	156,217	254,974	98,757	63.2%	240,820

Daily Pivots for day following 16-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,786.0	6,750.5	6,628.5
R3	6,726.5	6,691.0	6,612.5
R2	6,667.0	6,667.0	6,607.0
R1	6,631.5	6,631.5	6,601.5	6,619.5
PP	6,607.5	6,607.5	6,607.5	6,601.5
S1	6,572.0	6,572.0	6,590.5	6,560.0
S2	6,548.0	6,548.0	6,585.0
S3	6,488.5	6,512.5	6,579.5
S4	6,429.0	6,453.0	6,563.5

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,830.0	6,790.5	6,610.0
R3	6,733.0	6,693.5	6,583.0
R2	6,636.0	6,636.0	6,574.5
R1	6,596.5	6,596.5	6,565.5	6,616.0
PP	6,539.0	6,539.0	6,539.0	6,549.0
S1	6,499.5	6,499.5	6,547.5	6,519.0
S2	6,442.0	6,442.0	6,538.5
S3	6,345.0	6,402.5	6,530.0
S4	6,248.0	6,305.5	6,503.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,643.0	6,523.0	120.0	1.8%	46.0	0.7%	61%	True	False	96,526
10	6,643.0	6,400.0	243.0	3.7%	55.5	0.8%	81%	True	False	50,429
20	6,643.0	6,337.0	306.0	4.6%	62.5	0.9%	85%	True	False	25,277
40	6,643.0	6,337.0	306.0	4.6%	58.5	0.9%	85%	True	False	12,738
60	6,643.0	5,951.5	691.5	10.5%	57.0	0.9%	93%	True	False	8,520
80	6,687.0	5,951.5	735.5	11.2%	48.0	0.7%	88%	False	False	6,403
100	6,707.0	5,951.5	755.5	11.5%	38.5	0.6%	85%	False	False	5,127
120	6,707.0	5,951.5	755.5	11.5%	32.5	0.5%	85%	False	False	4,273

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	15.7
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,896.0
2.618	6,799.0
1.618	6,739.5
1.000	6,702.5
0.618	6,680.0
HIGH	6,643.0
0.618	6,620.5
0.500	6,613.0
0.382	6,606.0
LOW	6,583.5
0.618	6,546.5
1.000	6,524.0
1.618	6,487.0
2.618	6,427.5
4.250	6,330.5

Fisher Pivots for day following 16-Sep-2013
Pivot	1 day	3 day
R1	6,613.0	6,593.5
PP	6,607.5	6,591.0
S1	6,602.0	6,589.0

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

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