FTSE 100 Index Future December 2013

Trading Metrics calculated at close of trading on 02-Dec-2013

Day Change Summary
	Previous	Current
	29-Nov-2013	02-Dec-2013	Change	Change %	Previous Week
Open	6,651.5	6,646.5	-5.0	-0.1%	6,702.0
High	6,682.0	6,662.0	-20.0	-0.3%	6,709.5
Low	6,635.0	6,575.5	-59.5	-0.9%	6,626.5
Close	6,651.0	6,594.0	-57.0	-0.9%	6,651.0
Range	47.0	86.5	39.5	84.0%	83.0
ATR	59.4	61.3	1.9	3.3%	0.0
Volume	101,881	115,028	13,147	12.9%	412,582

Daily Pivots for day following 02-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,870.0	6,818.5	6,641.5
R3	6,783.5	6,732.0	6,618.0
R2	6,697.0	6,697.0	6,610.0
R1	6,645.5	6,645.5	6,602.0	6,628.0
PP	6,610.5	6,610.5	6,610.5	6,602.0
S1	6,559.0	6,559.0	6,586.0	6,541.5
S2	6,524.0	6,524.0	6,578.0
S3	6,437.5	6,472.5	6,570.0
S4	6,351.0	6,386.0	6,546.5

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	6,696.5	6,575.5	121.0	1.8%	56.5	0.9%	15%	False	True	88,179
10	6,712.5	6,575.5	137.0	2.1%	52.5	0.8%	14%	False	True	82,033
20	6,772.5	6,575.5	197.0	3.0%	62.0	0.9%	9%	False	True	93,329
40	6,798.0	6,287.5	510.5	7.7%	64.5	1.0%	60%	False	False	91,660
60	6,798.0	6,287.5	510.5	7.7%	62.5	1.0%	60%	False	False	94,056
80	6,798.0	6,287.5	510.5	7.7%	63.0	1.0%	60%	False	False	70,833
100	6,798.0	6,287.5	510.5	7.7%	61.0	0.9%	60%	False	False	56,711
120	6,798.0	5,951.5	846.5	12.8%	60.5	0.9%	76%	False	False	47,271

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	14.2
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	7,029.5
2.618	6,888.5
1.618	6,802.0
1.000	6,748.5
0.618	6,715.5
HIGH	6,662.0
0.618	6,629.0
0.500	6,619.0
0.382	6,608.5
LOW	6,575.5
0.618	6,522.0
1.000	6,489.0
1.618	6,435.5
2.618	6,349.0
4.250	6,208.0

Fisher Pivots for day following 02-Dec-2013
Pivot	1 day	3 day
R1	6,619.0	6,629.0
PP	6,610.5	6,617.0
S1	6,602.0	6,605.5

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

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