FTSE 100 Index Future March 2014

Trading Metrics calculated at close of trading on 15-Jan-2014

Day Change Summary
	Previous	Current
	14-Jan-2014	15-Jan-2014	Change	Change %	Previous Week
Open	6,662.0	6,728.0	66.0	1.0%	6,688.0
High	6,733.5	6,779.0	45.5	0.7%	6,718.0
Low	6,638.0	6,723.5	85.5	1.3%	6,623.5
Close	6,712.5	6,762.5	50.0	0.7%	6,687.5
Range	95.5	55.5	-40.0	-41.9%	94.5
ATR	66.6	66.6	0.0	0.0%	0.0
Volume	105,205	85,877	-19,328	-18.4%	447,383

Daily Pivots for day following 15-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,921.5	6,897.5	6,793.0
R3	6,866.0	6,842.0	6,778.0
R2	6,810.5	6,810.5	6,772.5
R1	6,786.5	6,786.5	6,767.5	6,798.5
PP	6,755.0	6,755.0	6,755.0	6,761.0
S1	6,731.0	6,731.0	6,757.5	6,743.0
S2	6,699.5	6,699.5	6,752.5
S3	6,644.0	6,675.5	6,747.0
S4	6,588.5	6,620.0	6,732.0

Weekly Pivots for week ending 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,960.0	6,918.0	6,739.5
R3	6,865.5	6,823.5	6,713.5
R2	6,771.0	6,771.0	6,705.0
R1	6,729.0	6,729.0	6,696.0	6,703.0
PP	6,676.5	6,676.5	6,676.5	6,663.0
S1	6,634.5	6,634.5	6,679.0	6,608.0
S2	6,582.0	6,582.0	6,670.0
S3	6,487.5	6,540.0	6,661.5
S4	6,393.0	6,445.5	6,635.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,779.0	6,623.5	155.5	2.3%	69.5	1.0%	89%	True	False	94,134
10	6,779.0	6,623.5	155.5	2.3%	61.5	0.9%	89%	True	False	89,327
20	6,779.0	6,349.0	430.0	6.4%	68.0	1.0%	96%	True	False	88,679
40	6,779.0	6,349.0	430.0	6.4%	58.0	0.9%	96%	True	False	55,998
60	6,779.0	6,349.0	430.0	6.4%	52.0	0.8%	96%	True	False	37,575
80	6,779.0	6,275.0	504.0	7.5%	44.0	0.7%	97%	True	False	28,213
100	6,779.0	6,275.0	504.0	7.5%	37.5	0.6%	97%	True	False	22,573
120	6,779.0	6,275.0	504.0	7.5%	31.0	0.5%	97%	True	False	18,814

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	13.7
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7,015.0
2.618	6,924.5
1.618	6,869.0
1.000	6,834.5
0.618	6,813.5
HIGH	6,779.0
0.618	6,758.0
0.500	6,751.0
0.382	6,744.5
LOW	6,723.5
0.618	6,689.0
1.000	6,668.0
1.618	6,633.5
2.618	6,578.0
4.250	6,487.5

Fisher Pivots for day following 15-Jan-2014
Pivot	1 day	3 day
R1	6,759.0	6,744.5
PP	6,755.0	6,726.5
S1	6,751.0	6,708.5

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

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