FTSE 100 Index Future December 2013

Trading Metrics calculated at close of trading on 27-Sep-2013

Day Change Summary
	Previous	Current
	26-Sep-2013	27-Sep-2013	Change	Change %	Previous Week
Open	6,516.0	6,546.5	30.5	0.5%	6,545.0
High	6,555.0	6,548.0	-7.0	-0.1%	6,571.5
Low	6,504.5	6,457.0	-47.5	-0.7%	6,457.0
Close	6,530.5	6,480.5	-50.0	-0.8%	6,480.5
Range	50.5	91.0	40.5	80.2%	114.5
ATR	66.2	68.0	1.8	2.7%	0.0
Volume	89,514	123,718	34,204	38.2%	451,306

Daily Pivots for day following 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,768.0	6,715.5	6,530.5
R3	6,677.0	6,624.5	6,505.5
R2	6,586.0	6,586.0	6,497.0
R1	6,533.5	6,533.5	6,489.0	6,514.0
PP	6,495.0	6,495.0	6,495.0	6,485.5
S1	6,442.5	6,442.5	6,472.0	6,423.0
S2	6,404.0	6,404.0	6,464.0
S3	6,313.0	6,351.5	6,455.5
S4	6,222.0	6,260.5	6,430.5

Weekly Pivots for week ending 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,846.5	6,778.0	6,543.5
R3	6,732.0	6,663.5	6,512.0
R2	6,617.5	6,617.5	6,501.5
R1	6,549.0	6,549.0	6,491.0	6,526.0
PP	6,503.0	6,503.0	6,503.0	6,491.5
S1	6,434.5	6,434.5	6,470.0	6,411.5
S2	6,388.5	6,388.5	6,459.5
S3	6,274.0	6,320.0	6,449.0
S4	6,159.5	6,205.5	6,417.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,571.5	6,457.0	114.5	1.8%	62.0	1.0%	21%	False	True	90,261
10	6,643.0	6,457.0	186.0	2.9%	64.0	1.0%	13%	False	True	120,414
20	6,643.0	6,400.0	243.0	3.7%	61.5	0.9%	33%	False	False	72,678
40	6,643.0	6,337.0	306.0	4.7%	62.0	1.0%	47%	False	False	36,446
60	6,643.0	6,318.0	325.0	5.0%	57.0	0.9%	50%	False	False	24,329
80	6,643.0	5,951.5	691.5	10.7%	55.0	0.8%	77%	False	False	18,264
100	6,707.0	5,951.5	755.5	11.7%	44.5	0.7%	70%	False	False	14,615
120	6,707.0	5,951.5	755.5	11.7%	37.0	0.6%	70%	False	False	12,183

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.3
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	6,935.0
2.618	6,786.0
1.618	6,695.0
1.000	6,639.0
0.618	6,604.0
HIGH	6,548.0
0.618	6,513.0
0.500	6,502.5
0.382	6,492.0
LOW	6,457.0
0.618	6,401.0
1.000	6,366.0
1.618	6,310.0
2.618	6,219.0
4.250	6,070.0

Fisher Pivots for day following 27-Sep-2013
Pivot	1 day	3 day
R1	6,502.5	6,510.0
PP	6,495.0	6,500.0
S1	6,488.0	6,490.0

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

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