FTSE 100 Index Future March 2014

Trading Metrics calculated at close of trading on 21-Jan-2014

Day Change Summary
	Previous	Current
	20-Jan-2014	21-Jan-2014	Change	Change %	Previous Week
Open	6,766.0	6,790.0	24.0	0.4%	6,700.0
High	6,789.0	6,815.5	26.5	0.4%	6,800.0
Low	6,758.5	6,767.0	8.5	0.1%	6,638.0
Close	6,782.0	6,778.5	-3.5	-0.1%	6,775.5
Range	30.5	48.5	18.0	59.0%	162.0
ATR	61.4	60.4	-0.9	-1.5%	0.0
Volume	81,004	79,203	-1,801	-2.2%	431,812

Daily Pivots for day following 21-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,932.5	6,904.0	6,805.0
R3	6,884.0	6,855.5	6,792.0
R2	6,835.5	6,835.5	6,787.5
R1	6,807.0	6,807.0	6,783.0	6,797.0
PP	6,787.0	6,787.0	6,787.0	6,782.0
S1	6,758.5	6,758.5	6,774.0	6,748.5
S2	6,738.5	6,738.5	6,769.5
S3	6,690.0	6,710.0	6,765.0
S4	6,641.5	6,661.5	6,752.0

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	6,815.5	6,723.5	92.0	1.4%	45.0	0.7%	60%	True	False	79,141
10	6,815.5	6,623.5	192.0	2.8%	57.0	0.8%	81%	True	False	88,348
20	6,815.5	6,524.0	291.5	4.3%	58.5	0.9%	87%	True	False	73,840
40	6,815.5	6,349.0	466.5	6.9%	58.5	0.9%	92%	True	False	63,736
60	6,815.5	6,349.0	466.5	6.9%	52.5	0.8%	92%	True	False	42,728
80	6,815.5	6,275.0	540.5	8.0%	45.5	0.7%	93%	True	False	32,082
100	6,815.5	6,275.0	540.5	8.0%	38.5	0.6%	93%	True	False	25,671
120	6,815.5	6,275.0	540.5	8.0%	32.5	0.5%	93%	True	False	21,395

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,021.5
2.618	6,942.5
1.618	6,894.0
1.000	6,864.0
0.618	6,845.5
HIGH	6,815.5
0.618	6,797.0
0.500	6,791.0
0.382	6,785.5
LOW	6,767.0
0.618	6,737.0
1.000	6,718.5
1.618	6,688.5
2.618	6,640.0
4.250	6,561.0

Fisher Pivots for day following 21-Jan-2014
Pivot	1 day	3 day
R1	6,791.0	6,783.0
PP	6,787.0	6,781.5
S1	6,783.0	6,780.0

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

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