FTSE 100 Index Future December 2013

Trading Metrics calculated at close of trading on 15-Oct-2013

Day Change Summary
	Previous	Current
	14-Oct-2013	15-Oct-2013	Change	Change %	Previous Week
Open	6,455.0	6,527.0	72.0	1.1%	6,425.0
High	6,520.0	6,541.5	21.5	0.3%	6,491.0
Low	6,433.5	6,496.0	62.5	1.0%	6,287.5
Close	6,476.5	6,520.0	43.5	0.7%	6,457.5
Range	86.5	45.5	-41.0	-47.4%	203.5
ATR	76.1	75.3	-0.8	-1.0%	0.0
Volume	97,145	102,231	5,086	5.2%	464,490

Daily Pivots for day following 15-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,655.5	6,633.5	6,545.0
R3	6,610.0	6,588.0	6,532.5
R2	6,564.5	6,564.5	6,528.5
R1	6,542.5	6,542.5	6,524.0	6,531.0
PP	6,519.0	6,519.0	6,519.0	6,513.5
S1	6,497.0	6,497.0	6,516.0	6,485.0
S2	6,473.5	6,473.5	6,511.5
S3	6,428.0	6,451.5	6,507.5
S4	6,382.5	6,406.0	6,495.0

Weekly Pivots for week ending 11-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	7,022.5	6,943.5	6,569.5
R3	6,819.0	6,740.0	6,513.5
R2	6,615.5	6,615.5	6,495.0
R1	6,536.5	6,536.5	6,476.0	6,576.0
PP	6,412.0	6,412.0	6,412.0	6,432.0
S1	6,333.0	6,333.0	6,439.0	6,372.5
S2	6,208.5	6,208.5	6,420.0
S3	6,005.0	6,129.5	6,401.5
S4	5,801.5	5,926.0	6,345.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,541.5	6,287.5	254.0	3.9%	80.0	1.2%	92%	True	False	91,327
10	6,541.5	6,287.5	254.0	3.9%	76.0	1.2%	92%	True	False	87,729
20	6,630.5	6,287.5	343.0	5.3%	70.0	1.1%	68%	False	False	92,154
40	6,643.0	6,287.5	355.5	5.5%	66.5	1.0%	65%	False	False	63,959
60	6,643.0	6,287.5	355.5	5.5%	63.0	1.0%	65%	False	False	42,706
80	6,643.0	5,977.5	665.5	10.2%	59.5	0.9%	82%	False	False	32,050
100	6,687.0	5,951.5	735.5	11.3%	53.0	0.8%	77%	False	False	25,651
120	6,707.0	5,951.5	755.5	11.6%	44.5	0.7%	75%	False	False	21,380

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	12.9
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	6,735.0
2.618	6,660.5
1.618	6,615.0
1.000	6,587.0
0.618	6,569.5
HIGH	6,541.5
0.618	6,524.0
0.500	6,519.0
0.382	6,513.5
LOW	6,496.0
0.618	6,468.0
1.000	6,450.5
1.618	6,422.5
2.618	6,377.0
4.250	6,302.5

Fisher Pivots for day following 15-Oct-2013
Pivot	1 day	3 day
R1	6,519.5	6,504.5
PP	6,519.0	6,489.0
S1	6,519.0	6,473.0

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

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