FTSE 100 Index Future March 2014

Trading Metrics calculated at close of trading on 28-Nov-2013

Day Change Summary
	Previous	Current
	27-Nov-2013	28-Nov-2013	Change	Change %	Previous Week
Open	6,582.5	6,599.5	17.0	0.3%	6,626.5
High	6,608.0	6,624.5	16.5	0.2%	6,673.0
Low	6,582.5	6,598.5	16.0	0.2%	6,598.0
Close	6,602.0	6,606.5	4.5	0.1%	6,622.5
Range	25.5	26.0	0.5	2.0%	75.0
ATR	47.3	45.7	-1.5	-3.2%	0.0
Volume	35	27,921	27,886	79,674.3%	299

Daily Pivots for day following 28-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,688.0	6,673.0	6,621.0
R3	6,662.0	6,647.0	6,613.5
R2	6,636.0	6,636.0	6,611.5
R1	6,621.0	6,621.0	6,609.0	6,628.5
PP	6,610.0	6,610.0	6,610.0	6,613.5
S1	6,595.0	6,595.0	6,604.0	6,602.5
S2	6,584.0	6,584.0	6,601.5
S3	6,558.0	6,569.0	6,599.5
S4	6,532.0	6,543.0	6,592.0

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,856.0	6,814.5	6,664.0
R3	6,781.0	6,739.5	6,643.0
R2	6,706.0	6,706.0	6,636.0
R1	6,664.5	6,664.5	6,629.5	6,648.0
PP	6,631.0	6,631.0	6,631.0	6,623.0
S1	6,589.5	6,589.5	6,615.5	6,573.0
S2	6,556.0	6,556.0	6,609.0
S3	6,481.0	6,514.5	6,602.0
S4	6,406.0	6,439.5	6,581.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,658.5	6,582.5	76.0	1.2%	34.5	0.5%	32%	False	False	5,606
10	6,673.0	6,582.5	90.5	1.4%	35.0	0.5%	27%	False	False	2,834
20	6,706.5	6,558.5	148.0	2.2%	42.5	0.6%	32%	False	False	2,036
40	6,740.0	6,275.0	465.0	7.0%	35.5	0.5%	71%	False	False	1,086
60	6,740.0	6,275.0	465.0	7.0%	26.5	0.4%	71%	False	False	760
80	6,740.0	6,275.0	465.0	7.0%	22.0	0.3%	71%	False	False	575
100	6,740.0	6,275.0	465.0	7.0%	17.5	0.3%	71%	False	False	467

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	True
Bear Hook	False
Bull Hook	False
Stretch	6.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,735.0
2.618	6,692.5
1.618	6,666.5
1.000	6,650.5
0.618	6,640.5
HIGH	6,624.5
0.618	6,614.5
0.500	6,611.5
0.382	6,608.5
LOW	6,598.5
0.618	6,582.5
1.000	6,572.5
1.618	6,556.5
2.618	6,530.5
4.250	6,488.0

Fisher Pivots for day following 28-Nov-2013
Pivot	1 day	3 day
R1	6,611.5	6,608.0
PP	6,610.0	6,607.5
S1	6,608.0	6,607.0

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

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