FTSE 100 Index Future March 2014

Trading Metrics calculated at close of trading on 30-Jan-2014

Day Change Summary
	Previous	Current
	29-Jan-2014	30-Jan-2014	Change	Change %	Previous Week
Open	6,556.5	6,474.5	-82.0	-1.3%	6,766.0
High	6,592.5	6,515.0	-77.5	-1.2%	6,815.5
Low	6,427.5	6,452.5	25.0	0.4%	6,561.5
Close	6,489.0	6,487.0	-2.0	0.0%	6,605.5
Range	165.0	62.5	-102.5	-62.1%	254.0
ATR	81.3	80.0	-1.3	-1.7%	0.0
Volume	114,042	145,983	31,941	28.0%	572,966

Daily Pivots for day following 30-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,672.5	6,642.0	6,521.5
R3	6,610.0	6,579.5	6,504.0
R2	6,547.5	6,547.5	6,498.5
R1	6,517.0	6,517.0	6,492.5	6,532.0
PP	6,485.0	6,485.0	6,485.0	6,492.5
S1	6,454.5	6,454.5	6,481.5	6,470.0
S2	6,422.5	6,422.5	6,475.5
S3	6,360.0	6,392.0	6,470.0
S4	6,297.5	6,329.5	6,452.5

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,423.0	7,268.0	6,745.0
R3	7,169.0	7,014.0	6,675.5
R2	6,915.0	6,915.0	6,652.0
R1	6,760.0	6,760.0	6,629.0	6,710.5
PP	6,661.0	6,661.0	6,661.0	6,636.0
S1	6,506.0	6,506.0	6,582.0	6,456.5
S2	6,407.0	6,407.0	6,559.0
S3	6,153.0	6,252.0	6,535.5
S4	5,899.0	5,998.0	6,466.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,746.5	6,427.5	319.0	4.9%	119.5	1.8%	19%	False	False	141,703
10	6,815.5	6,427.5	388.0	6.0%	85.0	1.3%	15%	False	False	115,854
20	6,815.5	6,427.5	388.0	6.0%	72.5	1.1%	15%	False	False	104,559
40	6,815.5	6,349.0	466.5	7.2%	69.5	1.1%	30%	False	False	86,641
60	6,815.5	6,349.0	466.5	7.2%	61.5	1.0%	30%	False	False	58,700
80	6,815.5	6,275.0	540.5	8.3%	53.5	0.8%	39%	False	False	44,059
100	6,815.5	6,275.0	540.5	8.3%	45.0	0.7%	39%	False	False	35,269
120	6,815.5	6,275.0	540.5	8.3%	38.5	0.6%	39%	False	False	29,394

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,780.5
2.618	6,678.5
1.618	6,616.0
1.000	6,577.5
0.618	6,553.5
HIGH	6,515.0
0.618	6,491.0
0.500	6,484.0
0.382	6,476.5
LOW	6,452.5
0.618	6,414.0
1.000	6,390.0
1.618	6,351.5
2.618	6,289.0
4.250	6,187.0

Fisher Pivots for day following 30-Jan-2014
Pivot	1 day	3 day
R1	6,486.0	6,510.0
PP	6,485.0	6,502.5
S1	6,484.0	6,494.5

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

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