FTSE 100 Index Future March 2014

Trading Metrics calculated at close of trading on 24-Dec-2013

Day Change Summary
	Previous	Current
	23-Dec-2013	24-Dec-2013	Change	Change %	Previous Week
Open	6,566.0	6,624.0	58.0	0.9%	6,393.5
High	6,633.5	6,663.5	30.0	0.5%	6,640.0
Low	6,558.0	6,615.0	57.0	0.9%	6,349.0
Close	6,624.0	6,642.5	18.5	0.3%	6,538.0
Range	75.5	48.5	-27.0	-35.8%	291.0
ATR	72.4	70.7	-1.7	-2.4%	0.0
Volume	14,338	54,389	40,051	279.3%	657,436

Daily Pivots for day following 24-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,786.0	6,762.5	6,669.0
R3	6,737.5	6,714.0	6,656.0
R2	6,689.0	6,689.0	6,651.5
R1	6,665.5	6,665.5	6,647.0	6,677.0
PP	6,640.5	6,640.5	6,640.5	6,646.0
S1	6,617.0	6,617.0	6,638.0	6,629.0
S2	6,592.0	6,592.0	6,633.5
S3	6,543.5	6,568.5	6,629.0
S4	6,495.0	6,520.0	6,616.0

Weekly Pivots for week ending 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	7,382.0	7,251.0	6,698.0
R3	7,091.0	6,960.0	6,618.0
R2	6,800.0	6,800.0	6,591.5
R1	6,669.0	6,669.0	6,564.5	6,734.5
PP	6,509.0	6,509.0	6,509.0	6,542.0
S1	6,378.0	6,378.0	6,511.5	6,443.5
S2	6,218.0	6,218.0	6,484.5
S3	5,927.0	6,087.0	6,458.0
S4	5,636.0	5,796.0	6,378.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,663.5	6,381.0	282.5	4.3%	86.5	1.3%	93%	True	False	64,426
10	6,663.5	6,349.0	314.5	4.7%	77.0	1.2%	93%	True	False	104,648
20	6,663.5	6,349.0	314.5	4.7%	64.0	1.0%	93%	True	False	59,607
40	6,740.0	6,349.0	391.0	5.9%	54.0	0.8%	75%	False	False	30,159
60	6,740.0	6,275.0	465.0	7.0%	44.5	0.7%	79%	False	False	20,128
80	6,740.0	6,275.0	465.0	7.0%	35.5	0.5%	79%	False	False	15,123
100	6,740.0	6,275.0	465.0	7.0%	30.0	0.4%	79%	False	False	12,102
120	6,740.0	6,275.0	465.0	7.0%	25.0	0.4%	79%	False	False	10,091

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	19.7
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,869.5
2.618	6,790.5
1.618	6,742.0
1.000	6,712.0
0.618	6,693.5
HIGH	6,663.5
0.618	6,645.0
0.500	6,639.0
0.382	6,633.5
LOW	6,615.0
0.618	6,585.0
1.000	6,566.5
1.618	6,536.5
2.618	6,488.0
4.250	6,409.0

Fisher Pivots for day following 24-Dec-2013
Pivot	1 day	3 day
R1	6,641.5	6,626.0
PP	6,640.5	6,610.0
S1	6,639.0	6,594.0

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

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