FTSE 100 Index Future December 2013

Trading Metrics calculated at close of trading on 10-Dec-2013

Day Change Summary
	Previous	Current
	09-Dec-2013	10-Dec-2013	Change	Change %	Previous Week
Open	6,573.5	6,551.0	-22.5	-0.3%	6,646.5
High	6,580.5	6,572.0	-8.5	-0.1%	6,662.0
Low	6,533.5	6,515.0	-18.5	-0.3%	6,464.5
Close	6,560.5	6,537.0	-23.5	-0.4%	6,546.0
Range	47.0	57.0	10.0	21.3%	197.5
ATR	63.4	62.9	-0.5	-0.7%	0.0
Volume	89,082	140,340	51,258	57.5%	496,660

Daily Pivots for day following 10-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,712.5	6,681.5	6,568.5
R3	6,655.5	6,624.5	6,552.5
R2	6,598.5	6,598.5	6,547.5
R1	6,567.5	6,567.5	6,542.0	6,554.5
PP	6,541.5	6,541.5	6,541.5	6,535.0
S1	6,510.5	6,510.5	6,532.0	6,497.5
S2	6,484.5	6,484.5	6,526.5
S3	6,427.5	6,453.5	6,521.5
S4	6,370.5	6,396.5	6,505.5

Weekly Pivots for week ending 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	7,150.0	7,045.5	6,654.5
R3	6,952.5	6,848.0	6,600.5
R2	6,755.0	6,755.0	6,582.0
R1	6,650.5	6,650.5	6,564.0	6,604.0
PP	6,557.5	6,557.5	6,557.5	6,534.0
S1	6,453.0	6,453.0	6,528.0	6,406.5
S2	6,360.0	6,360.0	6,510.0
S3	6,162.5	6,255.5	6,491.5
S4	5,965.0	6,058.0	6,437.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,580.5	6,464.5	116.0	1.8%	64.0	1.0%	63%	False	False	99,077
10	6,682.0	6,464.5	217.5	3.3%	61.0	0.9%	33%	False	False	95,066
20	6,725.0	6,464.5	260.5	4.0%	59.5	0.9%	28%	False	False	90,987
40	6,798.0	6,464.5	333.5	5.1%	61.5	0.9%	22%	False	False	92,973
60	6,798.0	6,287.5	510.5	7.8%	64.5	1.0%	49%	False	False	92,700
80	6,798.0	6,287.5	510.5	7.8%	64.0	1.0%	49%	False	False	78,466
100	6,798.0	6,287.5	510.5	7.8%	62.5	1.0%	49%	False	False	62,813
120	6,798.0	5,977.5	820.5	12.6%	60.5	0.9%	68%	False	False	52,358

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	12.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,814.0
2.618	6,721.0
1.618	6,664.0
1.000	6,629.0
0.618	6,607.0
HIGH	6,572.0
0.618	6,550.0
0.500	6,543.5
0.382	6,537.0
LOW	6,515.0
0.618	6,480.0
1.000	6,458.0
1.618	6,423.0
2.618	6,366.0
4.250	6,273.0

Fisher Pivots for day following 10-Dec-2013
Pivot	1 day	3 day
R1	6,543.5	6,536.0
PP	6,541.5	6,535.5
S1	6,539.0	6,534.5

Download as Excel Spreadsheet

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

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