FTSE 100 Index Future March 2014

Trading Metrics calculated at close of trading on 11-Mar-2014

Day Change Summary
	Previous	Current
	10-Mar-2014	11-Mar-2014	Change	Change %	Previous Week
Open	6,703.0	6,681.5	-21.5	-0.3%	6,730.5
High	6,738.0	6,698.5	-39.5	-0.6%	6,804.5
Low	6,649.0	6,637.5	-11.5	-0.2%	6,643.5
Close	6,659.5	6,660.5	1.0	0.0%	6,696.5
Range	89.0	61.0	-28.0	-31.5%	161.0
ATR	82.1	80.6	-1.5	-1.8%	0.0
Volume	122,851	105,968	-16,883	-13.7%	564,602

Daily Pivots for day following 11-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,848.5	6,815.5	6,694.0
R3	6,787.5	6,754.5	6,677.5
R2	6,726.5	6,726.5	6,671.5
R1	6,693.5	6,693.5	6,666.0	6,679.5
PP	6,665.5	6,665.5	6,665.5	6,658.5
S1	6,632.5	6,632.5	6,655.0	6,618.5
S2	6,604.5	6,604.5	6,649.5
S3	6,543.5	6,571.5	6,643.5
S4	6,482.5	6,510.5	6,627.0

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,198.0	7,108.0	6,785.0
R3	7,037.0	6,947.0	6,741.0
R2	6,876.0	6,876.0	6,726.0
R1	6,786.0	6,786.0	6,711.5	6,750.5
PP	6,715.0	6,715.0	6,715.0	6,697.0
S1	6,625.0	6,625.0	6,681.5	6,589.5
S2	6,554.0	6,554.0	6,667.0
S3	6,393.0	6,464.0	6,652.0
S4	6,232.0	6,303.0	6,608.0

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	6,637.5	162.5	2.4%	68.5	1.0%	14%	False	True	113,980
10	6,809.5	6,637.5	172.0	2.6%	76.5	1.1%	13%	False	True	120,902
20	6,858.0	6,565.0	293.0	4.4%	74.5	1.1%	33%	False	False	116,579
40	6,858.0	6,344.5	513.5	7.7%	79.5	1.2%	62%	False	False	115,457
60	6,858.0	6,344.5	513.5	7.7%	75.5	1.1%	62%	False	False	108,083
80	6,858.0	6,344.5	513.5	7.7%	68.5	1.0%	62%	False	False	84,654
100	6,858.0	6,344.5	513.5	7.7%	63.0	0.9%	62%	False	False	67,869
120	6,858.0	6,275.0	583.0	8.8%	55.5	0.8%	66%	False	False	56,579

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	15.0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,958.0
2.618	6,858.0
1.618	6,797.0
1.000	6,759.5
0.618	6,736.0
HIGH	6,698.5
0.618	6,675.0
0.500	6,668.0
0.382	6,661.0
LOW	6,637.5
0.618	6,600.0
1.000	6,576.5
1.618	6,539.0
2.618	6,478.0
4.250	6,378.0

Fisher Pivots for day following 11-Mar-2014
Pivot	1 day	3 day
R1	6,668.0	6,709.5
PP	6,665.5	6,693.0
S1	6,663.0	6,677.0

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

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