FTSE 100 Index Future December 2013

Trading Metrics calculated at close of trading on 29-Nov-2013

Day Change Summary
	Previous	Current
	28-Nov-2013	29-Nov-2013	Change	Change %	Previous Week
Open	6,647.0	6,651.5	4.5	0.1%	6,702.0
High	6,679.0	6,682.0	3.0	0.0%	6,709.5
Low	6,635.5	6,635.0	-0.5	0.0%	6,626.5
Close	6,654.0	6,651.0	-3.0	0.0%	6,651.0
Range	43.5	47.0	3.5	8.0%	83.0
ATR	60.4	59.4	-1.0	-1.6%	0.0
Volume	68,413	101,881	33,468	48.9%	412,582

Daily Pivots for day following 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,797.0	6,771.0	6,677.0
R3	6,750.0	6,724.0	6,664.0
R2	6,703.0	6,703.0	6,659.5
R1	6,677.0	6,677.0	6,655.5	6,666.5
PP	6,656.0	6,656.0	6,656.0	6,651.0
S1	6,630.0	6,630.0	6,646.5	6,619.5
S2	6,609.0	6,609.0	6,642.5
S3	6,562.0	6,583.0	6,638.0
S4	6,515.0	6,536.0	6,625.0

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,911.5	6,864.0	6,696.5
R3	6,828.5	6,781.0	6,674.0
R2	6,745.5	6,745.5	6,666.0
R1	6,698.0	6,698.0	6,658.5	6,680.0
PP	6,662.5	6,662.5	6,662.5	6,653.5
S1	6,615.0	6,615.0	6,643.5	6,597.0
S2	6,579.5	6,579.5	6,636.0
S3	6,496.5	6,532.0	6,628.0
S4	6,413.5	6,449.0	6,605.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,709.5	6,626.5	83.0	1.2%	46.0	0.7%	30%	False	False	82,516
10	6,725.0	6,626.5	98.5	1.5%	50.5	0.8%	25%	False	False	79,647
20	6,772.5	6,605.5	167.0	2.5%	60.0	0.9%	27%	False	False	93,025
40	6,798.0	6,287.5	510.5	7.7%	64.0	1.0%	71%	False	False	91,417
60	6,798.0	6,287.5	510.5	7.7%	62.0	0.9%	71%	False	False	92,358
80	6,798.0	6,287.5	510.5	7.7%	63.0	0.9%	71%	False	False	69,428
100	6,798.0	6,287.5	510.5	7.7%	60.5	0.9%	71%	False	False	55,561
120	6,798.0	5,951.5	846.5	12.7%	59.5	0.9%	83%	False	False	46,313

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	14.8
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,882.0
2.618	6,805.0
1.618	6,758.0
1.000	6,729.0
0.618	6,711.0
HIGH	6,682.0
0.618	6,664.0
0.500	6,658.5
0.382	6,653.0
LOW	6,635.0
0.618	6,606.0
1.000	6,588.0
1.618	6,559.0
2.618	6,512.0
4.250	6,435.0

Fisher Pivots for day following 29-Nov-2013
Pivot	1 day	3 day
R1	6,658.5	6,654.0
PP	6,656.0	6,653.0
S1	6,653.5	6,652.0

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

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