FTSE 100 Index Future December 2013

Trading Metrics calculated at close of trading on 30-Sep-2013

Day Change Summary
	Previous	Current
	27-Sep-2013	30-Sep-2013	Change	Change %	Previous Week
Open	6,546.5	6,440.0	-106.5	-1.6%	6,545.0
High	6,548.0	6,447.5	-100.5	-1.5%	6,571.5
Low	6,457.0	6,402.5	-54.5	-0.8%	6,457.0
Close	6,480.5	6,429.5	-51.0	-0.8%	6,480.5
Range	91.0	45.0	-46.0	-50.5%	114.5
ATR	68.0	68.7	0.7	1.1%	0.0
Volume	123,718	102,669	-21,049	-17.0%	451,306

Daily Pivots for day following 30-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,561.5	6,540.5	6,454.0
R3	6,516.5	6,495.5	6,442.0
R2	6,471.5	6,471.5	6,438.0
R1	6,450.5	6,450.5	6,433.5	6,438.5
PP	6,426.5	6,426.5	6,426.5	6,420.5
S1	6,405.5	6,405.5	6,425.5	6,393.5
S2	6,381.5	6,381.5	6,421.0
S3	6,336.5	6,360.5	6,417.0
S4	6,291.5	6,315.5	6,405.0

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	6,562.5	6,402.5	160.0	2.5%	59.0	0.9%	17%	False	True	96,171
10	6,630.5	6,402.5	228.0	3.5%	63.0	1.0%	12%	False	True	105,184
20	6,643.0	6,400.0	243.0	3.8%	59.0	0.9%	12%	False	False	77,807
40	6,643.0	6,337.0	306.0	4.8%	62.0	1.0%	30%	False	False	39,012
60	6,643.0	6,337.0	306.0	4.8%	56.5	0.9%	30%	False	False	26,039
80	6,643.0	5,951.5	691.5	10.8%	55.5	0.9%	69%	False	False	19,547
100	6,707.0	5,951.5	755.5	11.8%	45.0	0.7%	63%	False	False	15,642
120	6,707.0	5,951.5	755.5	11.8%	37.5	0.6%	63%	False	False	13,039

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.2
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,639.0
2.618	6,565.5
1.618	6,520.5
1.000	6,492.5
0.618	6,475.5
HIGH	6,447.5
0.618	6,430.5
0.500	6,425.0
0.382	6,419.5
LOW	6,402.5
0.618	6,374.5
1.000	6,357.5
1.618	6,329.5
2.618	6,284.5
4.250	6,211.0

Fisher Pivots for day following 30-Sep-2013
Pivot	1 day	3 day
R1	6,428.0	6,479.0
PP	6,426.5	6,462.5
S1	6,425.0	6,446.0

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

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