FTSE 100 Index Future December 2013

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

Day Change Summary
	Previous	Current
	21-Nov-2013	22-Nov-2013	Change	Change %	Previous Week
Open	6,668.0	6,700.5	32.5	0.5%	6,683.5
High	6,700.0	6,711.0	11.0	0.2%	6,725.0
Low	6,641.0	6,658.5	17.5	0.3%	6,641.0
Close	6,690.0	6,672.5	-17.5	-0.3%	6,672.5
Range	59.0	52.5	-6.5	-11.0%	84.0
ATR	66.1	65.1	-1.0	-1.5%	0.0
Volume	75,681	55,059	-20,622	-27.2%	383,890

Daily Pivots for day following 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,838.0	6,808.0	6,701.5
R3	6,785.5	6,755.5	6,687.0
R2	6,733.0	6,733.0	6,682.0
R1	6,703.0	6,703.0	6,677.5	6,692.0
PP	6,680.5	6,680.5	6,680.5	6,675.0
S1	6,650.5	6,650.5	6,667.5	6,639.0
S2	6,628.0	6,628.0	6,663.0
S3	6,575.5	6,598.0	6,658.0
S4	6,523.0	6,545.5	6,643.5

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,931.5	6,886.0	6,718.5
R3	6,847.5	6,802.0	6,695.5
R2	6,763.5	6,763.5	6,688.0
R1	6,718.0	6,718.0	6,680.0	6,699.0
PP	6,679.5	6,679.5	6,679.5	6,670.0
S1	6,634.0	6,634.0	6,665.0	6,615.0
S2	6,595.5	6,595.5	6,657.0
S3	6,511.5	6,550.0	6,649.5
S4	6,427.5	6,466.0	6,626.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,725.0	6,641.0	84.0	1.3%	54.5	0.8%	38%	False	False	76,778
10	6,728.0	6,605.5	122.5	1.8%	57.0	0.9%	55%	False	False	91,936
20	6,798.0	6,605.5	192.5	2.9%	63.0	0.9%	35%	False	False	96,283
40	6,798.0	6,287.5	510.5	7.7%	66.0	1.0%	75%	False	False	92,098
60	6,798.0	6,287.5	510.5	7.7%	64.5	1.0%	75%	False	False	85,625
80	6,798.0	6,287.5	510.5	7.7%	64.0	1.0%	75%	False	False	64,272
100	6,798.0	6,287.5	510.5	7.7%	60.5	0.9%	75%	False	False	51,437
120	6,798.0	5,951.5	846.5	12.7%	58.5	0.9%	85%	False	False	42,876

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	True
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	14.8
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,934.0
2.618	6,848.5
1.618	6,796.0
1.000	6,763.5
0.618	6,743.5
HIGH	6,711.0
0.618	6,691.0
0.500	6,685.0
0.382	6,678.5
LOW	6,658.5
0.618	6,626.0
1.000	6,606.0
1.618	6,573.5
2.618	6,521.0
4.250	6,435.5

Fisher Pivots for day following 22-Nov-2013
Pivot	1 day	3 day
R1	6,685.0	6,677.0
PP	6,680.5	6,675.5
S1	6,676.5	6,674.0

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

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