FTSE 100 Index Future December 2013

Trading Metrics calculated at close of trading on 22-Oct-2013

Day Change Summary
	Previous	Current
	21-Oct-2013	22-Oct-2013	Change	Change %	Previous Week
Open	6,609.5	6,625.0	15.5	0.2%	6,455.0
High	6,678.0	6,691.5	13.5	0.2%	6,604.5
Low	6,587.0	6,619.0	32.0	0.5%	6,433.5
Close	6,624.0	6,666.0	42.0	0.6%	6,593.5
Range	91.0	72.5	-18.5	-20.3%	171.0
ATR	76.3	76.0	-0.3	-0.4%	0.0
Volume	100,618	81,479	-19,139	-19.0%	459,547

Daily Pivots for day following 22-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,876.5	6,843.5	6,706.0
R3	6,804.0	6,771.0	6,686.0
R2	6,731.5	6,731.5	6,679.5
R1	6,698.5	6,698.5	6,672.5	6,715.0
PP	6,659.0	6,659.0	6,659.0	6,667.0
S1	6,626.0	6,626.0	6,659.5	6,642.5
S2	6,586.5	6,586.5	6,652.5
S3	6,514.0	6,553.5	6,646.0
S4	6,441.5	6,481.0	6,626.0

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	6,691.5	6,475.0	216.5	3.2%	76.5	1.1%	88%	True	False	88,453
10	6,691.5	6,287.5	404.0	6.1%	78.0	1.2%	94%	True	False	89,890
20	6,691.5	6,287.5	404.0	6.1%	73.0	1.1%	94%	True	False	91,183
40	6,691.5	6,287.5	404.0	6.1%	67.0	1.0%	94%	True	False	75,003
60	6,691.5	6,287.5	404.0	6.1%	65.0	1.0%	94%	True	False	50,064
80	6,691.5	6,126.0	565.5	8.5%	61.5	0.9%	95%	True	False	37,575
100	6,691.5	5,951.5	740.0	11.1%	56.5	0.8%	97%	True	False	30,073
120	6,707.0	5,951.5	755.5	11.3%	47.5	0.7%	95%	False	False	25,063

Crabel Price Patterns
NR	True
NR4	False
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	19.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,999.5
2.618	6,881.5
1.618	6,809.0
1.000	6,764.0
0.618	6,736.5
HIGH	6,691.5
0.618	6,664.0
0.500	6,655.0
0.382	6,646.5
LOW	6,619.0
0.618	6,574.0
1.000	6,546.5
1.618	6,501.5
2.618	6,429.0
4.250	6,311.0

Fisher Pivots for day following 22-Oct-2013
Pivot	1 day	3 day
R1	6,662.5	6,651.0
PP	6,659.0	6,636.0
S1	6,655.0	6,621.0

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

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