FTSE 100 Index Future December 2013

Trading Metrics calculated at close of trading on 26-Sep-2013

Day Change Summary
	Previous	Current
	25-Sep-2013	26-Sep-2013	Change	Change %	Previous Week
Open	6,530.0	6,516.0	-14.0	-0.2%	6,625.0
High	6,562.5	6,555.0	-7.5	-0.1%	6,643.0
Low	6,496.5	6,504.5	8.0	0.1%	6,502.0
Close	6,527.0	6,530.5	3.5	0.1%	6,567.5
Range	66.0	50.5	-15.5	-23.5%	141.0
ATR	67.4	66.2	-1.2	-1.8%	0.0
Volume	64,490	89,514	25,024	38.8%	752,842

Daily Pivots for day following 26-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,681.5	6,656.5	6,558.5
R3	6,631.0	6,606.0	6,544.5
R2	6,580.5	6,580.5	6,540.0
R1	6,555.5	6,555.5	6,535.0	6,568.0
PP	6,530.0	6,530.0	6,530.0	6,536.0
S1	6,505.0	6,505.0	6,526.0	6,517.5
S2	6,479.5	6,479.5	6,521.0
S3	6,429.0	6,454.5	6,516.5
S4	6,378.5	6,404.0	6,502.5

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,994.0	6,921.5	6,645.0
R3	6,853.0	6,780.5	6,606.5
R2	6,712.0	6,712.0	6,593.5
R1	6,639.5	6,639.5	6,580.5	6,605.0
PP	6,571.0	6,571.0	6,571.0	6,553.5
S1	6,498.5	6,498.5	6,554.5	6,464.0
S2	6,430.0	6,430.0	6,541.5
S3	6,289.0	6,357.5	6,528.5
S4	6,148.0	6,216.5	6,490.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,605.5	6,496.5	109.0	1.7%	56.0	0.9%	31%	False	False	80,572
10	6,643.0	6,496.5	146.5	2.2%	59.0	0.9%	23%	False	False	123,664
20	6,643.0	6,376.0	267.0	4.1%	61.5	0.9%	58%	False	False	66,511
40	6,643.0	6,337.0	306.0	4.7%	61.0	0.9%	63%	False	False	33,355
60	6,643.0	6,169.0	474.0	7.3%	58.5	0.9%	76%	False	False	22,267
80	6,643.0	5,951.5	691.5	10.6%	54.0	0.8%	84%	False	False	16,719
100	6,707.0	5,951.5	755.5	11.6%	43.5	0.7%	77%	False	False	13,378
120	6,707.0	5,951.5	755.5	11.6%	36.5	0.6%	77%	False	False	11,152

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	20.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,769.5
2.618	6,687.0
1.618	6,636.5
1.000	6,605.5
0.618	6,586.0
HIGH	6,555.0
0.618	6,535.5
0.500	6,530.0
0.382	6,524.0
LOW	6,504.5
0.618	6,473.5
1.000	6,454.0
1.618	6,423.0
2.618	6,372.5
4.250	6,290.0

Fisher Pivots for day following 26-Sep-2013
Pivot	1 day	3 day
R1	6,530.0	6,530.0
PP	6,530.0	6,530.0
S1	6,530.0	6,529.5

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

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