FTSE 100 Index Future December 2013

Trading Metrics calculated at close of trading on 18-Dec-2013

Day Change Summary
	Previous	Current
	17-Dec-2013	18-Dec-2013	Change	Change %	Previous Week
Open	6,506.5	6,496.0	-10.5	-0.2%	6,573.5
High	6,515.5	6,572.0	56.5	0.9%	6,580.5
Low	6,480.0	6,433.0	-47.0	-0.7%	6,424.0
Close	6,492.0	6,493.0	1.0	0.0%	6,437.5
Range	35.5	139.0	103.5	291.5%	156.5
ATR	67.2	72.3	5.1	7.6%	0.0
Volume	208,596	134,607	-73,989	-35.5%	797,657

Daily Pivots for day following 18-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,916.5	6,843.5	6,569.5
R3	6,777.5	6,704.5	6,531.0
R2	6,638.5	6,638.5	6,518.5
R1	6,565.5	6,565.5	6,505.5	6,532.5
PP	6,499.5	6,499.5	6,499.5	6,483.0
S1	6,426.5	6,426.5	6,480.5	6,393.5
S2	6,360.5	6,360.5	6,467.5
S3	6,221.5	6,287.5	6,455.0
S4	6,082.5	6,148.5	6,416.5

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	6,572.0	6,398.0	174.0	2.7%	83.0	1.3%	55%	True	False	209,516
10	6,580.5	6,398.0	182.5	2.8%	72.5	1.1%	52%	False	False	162,216
20	6,711.0	6,398.0	313.0	4.8%	66.0	1.0%	30%	False	False	124,862
40	6,798.0	6,398.0	400.0	6.2%	63.5	1.0%	24%	False	False	110,538
60	6,798.0	6,287.5	510.5	7.9%	66.5	1.0%	40%	False	False	104,394
80	6,798.0	6,287.5	510.5	7.9%	65.0	1.0%	40%	False	False	93,805
100	6,798.0	6,287.5	510.5	7.9%	65.0	1.0%	40%	False	False	75,083
120	6,798.0	6,126.0	672.0	10.3%	62.5	1.0%	55%	False	False	62,587

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.4
Widest range in 118 trading days

Fibonacci Retracements and Extensions
4.250	7,163.0
2.618	6,936.0
1.618	6,797.0
1.000	6,711.0
0.618	6,658.0
HIGH	6,572.0
0.618	6,519.0
0.500	6,502.5
0.382	6,486.0
LOW	6,433.0
0.618	6,347.0
1.000	6,294.0
1.618	6,208.0
2.618	6,069.0
4.250	5,842.0

Fisher Pivots for day following 18-Dec-2013
Pivot	1 day	3 day
R1	6,502.5	6,490.5
PP	6,499.5	6,487.5
S1	6,496.0	6,485.0

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

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