FTSE 100 Index Future December 2013

Trading Metrics calculated at close of trading on 04-Oct-2013

Day Change Summary
	Previous	Current
	03-Oct-2013	04-Oct-2013	Change	Change %	Previous Week
Open	6,400.0	6,406.0	6.0	0.1%	6,440.0
High	6,443.5	6,449.0	5.5	0.1%	6,461.0
Low	6,390.0	6,394.5	4.5	0.1%	6,355.0
Close	6,412.0	6,425.5	13.5	0.2%	6,425.5
Range	53.5	54.5	1.0	1.9%	106.0
ATR	68.6	67.6	-1.0	-1.5%	0.0
Volume	62,527	76,985	14,458	23.1%	439,812

Daily Pivots for day following 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,586.5	6,560.5	6,455.5
R3	6,532.0	6,506.0	6,440.5
R2	6,477.5	6,477.5	6,435.5
R1	6,451.5	6,451.5	6,430.5	6,464.5
PP	6,423.0	6,423.0	6,423.0	6,429.5
S1	6,397.0	6,397.0	6,420.5	6,410.0
S2	6,368.5	6,368.5	6,415.5
S3	6,314.0	6,342.5	6,410.5
S4	6,259.5	6,288.0	6,395.5

Weekly Pivots for week ending 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,732.0	6,684.5	6,484.0
R3	6,626.0	6,578.5	6,454.5
R2	6,520.0	6,520.0	6,445.0
R1	6,472.5	6,472.5	6,435.0	6,443.0
PP	6,414.0	6,414.0	6,414.0	6,399.0
S1	6,366.5	6,366.5	6,416.0	6,337.0
S2	6,308.0	6,308.0	6,406.0
S3	6,202.0	6,260.5	6,396.5
S4	6,096.0	6,154.5	6,367.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,461.0	6,355.0	106.0	1.6%	61.0	0.9%	67%	False	False	87,962
10	6,571.5	6,355.0	216.5	3.4%	61.5	1.0%	33%	False	False	89,111
20	6,643.0	6,355.0	288.0	4.5%	58.5	0.9%	24%	False	False	94,239
40	6,643.0	6,337.0	306.0	4.8%	61.5	1.0%	29%	False	False	47,438
60	6,643.0	6,337.0	306.0	4.8%	58.0	0.9%	29%	False	False	31,656
80	6,643.0	5,951.5	691.5	10.8%	57.5	0.9%	69%	False	False	23,760
100	6,707.0	5,951.5	755.5	11.8%	47.5	0.7%	63%	False	False	19,013
120	6,707.0	5,951.5	755.5	11.8%	39.5	0.6%	63%	False	False	15,848

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	14.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,680.5
2.618	6,591.5
1.618	6,537.0
1.000	6,503.5
0.618	6,482.5
HIGH	6,449.0
0.618	6,428.0
0.500	6,422.0
0.382	6,415.5
LOW	6,394.5
0.618	6,361.0
1.000	6,340.0
1.618	6,306.5
2.618	6,252.0
4.250	6,163.0

Fisher Pivots for day following 04-Oct-2013
Pivot	1 day	3 day
R1	6,424.0	6,417.5
PP	6,423.0	6,410.0
S1	6,422.0	6,402.0

Download as Excel Spreadsheet

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

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