FTSE 100 Index Future December 2013

Trading Metrics calculated at close of trading on 02-Oct-2013

Day Change Summary
	Previous	Current
	01-Oct-2013	02-Oct-2013	Change	Change %	Previous Week
Open	6,426.0	6,431.0	5.0	0.1%	6,545.0
High	6,461.0	6,438.5	-22.5	-0.3%	6,571.5
Low	6,393.0	6,355.0	-38.0	-0.6%	6,457.0
Close	6,421.0	6,403.0	-18.0	-0.3%	6,480.5
Range	68.0	83.5	15.5	22.8%	114.5
ATR	68.7	69.7	1.1	1.5%	0.0
Volume	123,718	73,913	-49,805	-40.3%	451,306

Daily Pivots for day following 02-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,649.5	6,609.5	6,449.0
R3	6,566.0	6,526.0	6,426.0
R2	6,482.5	6,482.5	6,418.5
R1	6,442.5	6,442.5	6,410.5	6,421.0
PP	6,399.0	6,399.0	6,399.0	6,388.0
S1	6,359.0	6,359.0	6,395.5	6,337.0
S2	6,315.5	6,315.5	6,387.5
S3	6,232.0	6,275.5	6,380.0
S4	6,148.5	6,192.0	6,357.0

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	6,555.0	6,355.0	200.0	3.1%	67.5	1.1%	24%	False	True	102,706
10	6,630.5	6,355.0	275.5	4.3%	62.0	1.0%	17%	False	True	92,745
20	6,643.0	6,355.0	288.0	4.5%	60.0	0.9%	17%	False	True	87,607
40	6,643.0	6,337.0	306.0	4.8%	63.0	1.0%	22%	False	False	43,952
60	6,643.0	6,337.0	306.0	4.8%	58.0	0.9%	22%	False	False	29,332
80	6,643.0	5,951.5	691.5	10.8%	56.5	0.9%	65%	False	False	22,016
100	6,707.0	5,951.5	755.5	11.8%	46.5	0.7%	60%	False	False	17,618
120	6,707.0	5,951.5	755.5	11.8%	39.0	0.6%	60%	False	False	14,686

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	16.6
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,793.5
2.618	6,657.0
1.618	6,573.5
1.000	6,522.0
0.618	6,490.0
HIGH	6,438.5
0.618	6,406.5
0.500	6,397.0
0.382	6,387.0
LOW	6,355.0
0.618	6,303.5
1.000	6,271.5
1.618	6,220.0
2.618	6,136.5
4.250	6,000.0

Fisher Pivots for day following 02-Oct-2013
Pivot	1 day	3 day
R1	6,401.0	6,408.0
PP	6,399.0	6,406.5
S1	6,397.0	6,404.5

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

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