FTSE 100 Index Future March 2014

Trading Metrics calculated at close of trading on 20-Jan-2014

Day Change Summary
	Previous	Current
	17-Jan-2014	20-Jan-2014	Change	Change %	Previous Week
Open	6,777.5	6,766.0	-11.5	-0.2%	6,700.0
High	6,791.5	6,789.0	-2.5	0.0%	6,800.0
Low	6,750.0	6,758.5	8.5	0.1%	6,638.0
Close	6,775.5	6,782.0	6.5	0.1%	6,775.5
Range	41.5	30.5	-11.0	-26.5%	162.0
ATR	63.7	61.4	-2.4	-3.7%	0.0
Volume	38,479	81,004	42,525	110.5%	431,812

Daily Pivots for day following 20-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,868.0	6,855.5	6,799.0
R3	6,837.5	6,825.0	6,790.5
R2	6,807.0	6,807.0	6,787.5
R1	6,794.5	6,794.5	6,785.0	6,801.0
PP	6,776.5	6,776.5	6,776.5	6,779.5
S1	6,764.0	6,764.0	6,779.0	6,770.0
S2	6,746.0	6,746.0	6,776.5
S3	6,715.5	6,733.5	6,773.5
S4	6,685.0	6,703.0	6,765.0

Weekly Pivots for week ending 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,224.0	7,161.5	6,864.5
R3	7,062.0	6,999.5	6,820.0
R2	6,900.0	6,900.0	6,805.0
R1	6,837.5	6,837.5	6,790.5	6,869.0
PP	6,738.0	6,738.0	6,738.0	6,753.5
S1	6,675.5	6,675.5	6,760.5	6,707.0
S2	6,576.0	6,576.0	6,746.0
S3	6,414.0	6,513.5	6,731.0
S4	6,252.0	6,351.5	6,686.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,800.0	6,638.0	162.0	2.4%	54.5	0.8%	89%	False	False	84,341
10	6,800.0	6,623.5	176.5	2.6%	57.5	0.8%	90%	False	False	88,241
20	6,800.0	6,487.5	312.5	4.6%	58.5	0.9%	94%	False	False	75,436
40	6,800.0	6,349.0	451.0	6.6%	58.0	0.9%	96%	False	False	61,757
60	6,800.0	6,349.0	451.0	6.6%	52.5	0.8%	96%	False	False	41,408
80	6,800.0	6,275.0	525.0	7.7%	45.0	0.7%	97%	False	False	31,093
100	6,800.0	6,275.0	525.0	7.7%	38.0	0.6%	97%	False	False	24,879
120	6,800.0	6,275.0	525.0	7.7%	32.0	0.5%	97%	False	False	20,735

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.8
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	6,918.5
2.618	6,869.0
1.618	6,838.5
1.000	6,819.5
0.618	6,808.0
HIGH	6,789.0
0.618	6,777.5
0.500	6,774.0
0.382	6,770.0
LOW	6,758.5
0.618	6,739.5
1.000	6,728.0
1.618	6,709.0
2.618	6,678.5
4.250	6,629.0

Fisher Pivots for day following 20-Jan-2014
Pivot	1 day	3 day
R1	6,779.0	6,779.5
PP	6,776.5	6,777.5
S1	6,774.0	6,775.0

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

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