FTSE 100 Index Future December 2013

Trading Metrics calculated at close of trading on 21-Oct-2013

Day Change Summary
	Previous	Current
	18-Oct-2013	21-Oct-2013	Change	Change %	Previous Week
Open	6,586.0	6,609.5	23.5	0.4%	6,455.0
High	6,604.5	6,678.0	73.5	1.1%	6,604.5
Low	6,550.0	6,587.0	37.0	0.6%	6,433.5
Close	6,593.5	6,624.0	30.5	0.5%	6,593.5
Range	54.5	91.0	36.5	67.0%	171.0
ATR	75.1	76.3	1.1	1.5%	0.0
Volume	65,584	100,618	35,034	53.4%	459,547

Daily Pivots for day following 21-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,902.5	6,854.5	6,674.0
R3	6,811.5	6,763.5	6,649.0
R2	6,720.5	6,720.5	6,640.5
R1	6,672.5	6,672.5	6,632.5	6,696.5
PP	6,629.5	6,629.5	6,629.5	6,642.0
S1	6,581.5	6,581.5	6,615.5	6,605.5
S2	6,538.5	6,538.5	6,607.5
S3	6,447.5	6,490.5	6,599.0
S4	6,356.5	6,399.5	6,574.0

Weekly Pivots for week ending 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	7,057.0	6,996.0	6,687.5
R3	6,886.0	6,825.0	6,640.5
R2	6,715.0	6,715.0	6,625.0
R1	6,654.0	6,654.0	6,609.0	6,684.5
PP	6,544.0	6,544.0	6,544.0	6,559.0
S1	6,483.0	6,483.0	6,578.0	6,513.5
S2	6,373.0	6,373.0	6,562.0
S3	6,202.0	6,312.0	6,546.5
S4	6,031.0	6,141.0	6,499.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,678.0	6,475.0	203.0	3.1%	71.0	1.1%	73%	True	False	92,604
10	6,678.0	6,287.5	390.5	5.9%	81.5	1.2%	86%	True	False	91,931
20	6,678.0	6,287.5	390.5	5.9%	72.0	1.1%	86%	True	False	92,132
40	6,678.0	6,287.5	390.5	5.9%	67.0	1.0%	86%	True	False	72,973
60	6,678.0	6,287.5	390.5	5.9%	64.5	1.0%	86%	True	False	48,707
80	6,678.0	6,126.0	552.0	8.3%	61.0	0.9%	90%	True	False	36,557
100	6,678.0	5,951.5	726.5	11.0%	56.0	0.8%	93%	True	False	29,258
120	6,707.0	5,951.5	755.5	11.4%	47.0	0.7%	89%	False	False	24,385

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	20.6
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	7,065.0
2.618	6,916.0
1.618	6,825.0
1.000	6,769.0
0.618	6,734.0
HIGH	6,678.0
0.618	6,643.0
0.500	6,632.5
0.382	6,622.0
LOW	6,587.0
0.618	6,531.0
1.000	6,496.0
1.618	6,440.0
2.618	6,349.0
4.250	6,200.0

Fisher Pivots for day following 21-Oct-2013
Pivot	1 day	3 day
R1	6,632.5	6,612.5
PP	6,629.5	6,600.5
S1	6,627.0	6,589.0

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

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