FTSE 100 Index Future March 2014

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

Day Change Summary
	Previous	Current
	19-Mar-2014	20-Mar-2014	Change	Change %	Previous Week
Open	6,605.0	6,538.0	-67.0	-1.0%	6,703.0
High	6,613.0	6,555.0	-58.0	-0.9%	6,738.0
Low	6,520.5	6,491.0	-29.5	-0.5%	6,497.5
Close	6,575.0	6,552.5	-22.5	-0.3%	6,518.5
Range	92.5	64.0	-28.5	-30.8%	240.5
ATR	87.8	87.5	-0.3	-0.3%	0.0
Volume	159,492	219,684	60,192	37.7%	804,878

Daily Pivots for day following 20-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,725.0	6,702.5	6,587.5
R3	6,661.0	6,638.5	6,570.0
R2	6,597.0	6,597.0	6,564.0
R1	6,574.5	6,574.5	6,558.5	6,586.0
PP	6,533.0	6,533.0	6,533.0	6,538.5
S1	6,510.5	6,510.5	6,546.5	6,522.0
S2	6,469.0	6,469.0	6,541.0
S3	6,405.0	6,446.5	6,535.0
S4	6,341.0	6,382.5	6,517.5

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,306.0	7,153.0	6,651.0
R3	7,065.5	6,912.5	6,584.5
R2	6,825.0	6,825.0	6,562.5
R1	6,672.0	6,672.0	6,540.5	6,628.0
PP	6,584.5	6,584.5	6,584.5	6,563.0
S1	6,431.5	6,431.5	6,496.5	6,388.0
S2	6,344.0	6,344.0	6,474.5
S3	6,103.5	6,191.0	6,452.5
S4	5,863.0	5,950.5	6,386.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,700.0	6,491.0	209.0	3.2%	90.0	1.4%	29%	False	True	255,917
10	6,781.5	6,491.0	290.5	4.4%	89.0	1.4%	21%	False	True	197,267
20	6,858.0	6,491.0	367.0	5.6%	81.5	1.2%	17%	False	True	159,146
40	6,858.0	6,344.5	513.5	7.8%	86.5	1.3%	41%	False	False	139,588
60	6,858.0	6,344.5	513.5	7.8%	76.0	1.2%	41%	False	False	120,775
80	6,858.0	6,344.5	513.5	7.8%	73.0	1.1%	41%	False	False	104,804
100	6,858.0	6,344.5	513.5	7.8%	67.0	1.0%	41%	False	False	83,985
120	6,858.0	6,275.0	583.0	8.9%	60.0	0.9%	48%	False	False	70,002

Crabel Price Patterns
NR	True
NR4	True
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	15.3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,827.0
2.618	6,722.5
1.618	6,658.5
1.000	6,619.0
0.618	6,594.5
HIGH	6,555.0
0.618	6,530.5
0.500	6,523.0
0.382	6,515.5
LOW	6,491.0
0.618	6,451.5
1.000	6,427.0
1.618	6,387.5
2.618	6,323.5
4.250	6,219.0

Fisher Pivots for day following 20-Mar-2014
Pivot	1 day	3 day
R1	6,542.5	6,595.5
PP	6,533.0	6,581.0
S1	6,523.0	6,567.0

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

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