FTSE 100 Index Future December 2013

Trading Metrics calculated at close of trading on 13-Dec-2013

Day Change Summary
	Previous	Current
	12-Dec-2013	13-Dec-2013	Change	Change %	Previous Week
Open	6,483.5	6,432.5	-51.0	-0.8%	6,573.5
High	6,489.0	6,470.0	-19.0	-0.3%	6,580.5
Low	6,424.0	6,428.0	4.0	0.1%	6,424.0
Close	6,440.5	6,437.5	-3.0	0.0%	6,437.5
Range	65.0	42.0	-23.0	-35.4%	156.5
ATR	66.0	64.3	-1.7	-2.6%	0.0
Volume	124,991	262,988	137,997	110.4%	797,657

Daily Pivots for day following 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,571.0	6,546.5	6,460.5
R3	6,529.0	6,504.5	6,449.0
R2	6,487.0	6,487.0	6,445.0
R1	6,462.5	6,462.5	6,441.5	6,475.0
PP	6,445.0	6,445.0	6,445.0	6,451.5
S1	6,420.5	6,420.5	6,433.5	6,433.0
S2	6,403.0	6,403.0	6,430.0
S3	6,361.0	6,378.5	6,426.0
S4	6,319.0	6,336.5	6,414.5

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,950.0	6,850.5	6,523.5
R3	6,793.5	6,694.0	6,480.5
R2	6,637.0	6,637.0	6,466.0
R1	6,537.5	6,537.5	6,452.0	6,509.0
PP	6,480.5	6,480.5	6,480.5	6,466.5
S1	6,381.0	6,381.0	6,423.0	6,352.5
S2	6,324.0	6,324.0	6,409.0
S3	6,167.5	6,224.5	6,394.5
S4	6,011.0	6,068.0	6,351.5

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	6,424.0	156.5	2.4%	58.0	0.9%	9%	False	False	159,531
10	6,662.0	6,424.0	238.0	3.7%	67.0	1.0%	6%	False	False	129,431
20	6,725.0	6,424.0	301.0	4.7%	58.5	0.9%	4%	False	False	104,539
40	6,798.0	6,424.0	374.0	5.8%	61.0	0.9%	4%	False	False	100,674
60	6,798.0	6,287.5	510.5	7.9%	64.0	1.0%	29%	False	False	97,369
80	6,798.0	6,287.5	510.5	7.9%	64.0	1.0%	29%	False	False	85,567
100	6,798.0	6,287.5	510.5	7.9%	62.5	1.0%	29%	False	False	68,488
120	6,798.0	6,126.0	672.0	10.4%	60.5	0.9%	46%	False	False	57,092

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.8
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,648.5
2.618	6,580.0
1.618	6,538.0
1.000	6,512.0
0.618	6,496.0
HIGH	6,470.0
0.618	6,454.0
0.500	6,449.0
0.382	6,444.0
LOW	6,428.0
0.618	6,402.0
1.000	6,386.0
1.618	6,360.0
2.618	6,318.0
4.250	6,249.5

Fisher Pivots for day following 13-Dec-2013
Pivot	1 day	3 day
R1	6,449.0	6,490.0
PP	6,445.0	6,472.5
S1	6,441.5	6,455.0

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

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