FTSE 100 Index Future December 2013

Trading Metrics calculated at close of trading on 08-Nov-2013

Day Change Summary
	Previous	Current
	07-Nov-2013	08-Nov-2013	Change	Change %	Previous Week
Open	6,722.0	6,640.0	-82.0	-1.2%	6,735.0
High	6,763.5	6,721.5	-42.0	-0.6%	6,772.5
Low	6,626.5	6,623.0	-3.5	-0.1%	6,623.0
Close	6,677.5	6,683.0	5.5	0.1%	6,683.0
Range	137.0	98.5	-38.5	-28.1%	149.5
ATR	70.5	72.5	2.0	2.8%	0.0
Volume	122,965	72,440	-50,525	-41.1%	528,567

Daily Pivots for day following 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,971.5	6,925.5	6,737.0
R3	6,873.0	6,827.0	6,710.0
R2	6,774.5	6,774.5	6,701.0
R1	6,728.5	6,728.5	6,692.0	6,751.5
PP	6,676.0	6,676.0	6,676.0	6,687.0
S1	6,630.0	6,630.0	6,674.0	6,653.0
S2	6,577.5	6,577.5	6,665.0
S3	6,479.0	6,531.5	6,656.0
S4	6,380.5	6,433.0	6,629.0

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	7,141.5	7,061.5	6,765.0
R3	6,992.0	6,912.0	6,724.0
R2	6,842.5	6,842.5	6,710.5
R1	6,762.5	6,762.5	6,696.5	6,728.0
PP	6,693.0	6,693.0	6,693.0	6,675.5
S1	6,613.0	6,613.0	6,669.5	6,578.0
S2	6,543.5	6,543.5	6,655.5
S3	6,394.0	6,463.5	6,642.0
S4	6,244.5	6,314.0	6,601.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,772.5	6,623.0	149.5	2.2%	80.5	1.2%	40%	False	True	105,713
10	6,798.0	6,623.0	175.0	2.6%	68.5	1.0%	34%	False	True	100,630
20	6,798.0	6,433.5	364.5	5.5%	66.0	1.0%	68%	False	False	93,014
40	6,798.0	6,287.5	510.5	7.6%	67.5	1.0%	77%	False	False	99,218
60	6,798.0	6,287.5	510.5	7.6%	65.5	1.0%	77%	False	False	70,322
80	6,798.0	6,287.5	510.5	7.6%	63.0	0.9%	77%	False	False	52,791
100	6,798.0	5,951.5	846.5	12.7%	62.0	0.9%	86%	False	False	42,252
120	6,798.0	5,951.5	846.5	12.7%	54.0	0.8%	86%	False	False	35,217

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	17.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,140.0
2.618	6,979.5
1.618	6,881.0
1.000	6,820.0
0.618	6,782.5
HIGH	6,721.5
0.618	6,684.0
0.500	6,672.0
0.382	6,660.5
LOW	6,623.0
0.618	6,562.0
1.000	6,524.5
1.618	6,463.5
2.618	6,365.0
4.250	6,204.5

Fisher Pivots for day following 08-Nov-2013
Pivot	1 day	3 day
R1	6,679.5	6,693.0
PP	6,676.0	6,690.0
S1	6,672.0	6,686.5

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

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