FTSE 100 Index Future June 2014

Trading Metrics calculated at close of trading on 04-Apr-2014

Day Change Summary
	Previous	Current
	03-Apr-2014	04-Apr-2014	Change	Change %	Previous Week
Open	6,616.0	6,610.5	-5.5	-0.1%	6,563.5
High	6,628.0	6,653.5	25.5	0.4%	6,653.5
Low	6,582.5	6,592.0	9.5	0.1%	6,523.0
Close	6,586.5	6,636.0	49.5	0.8%	6,636.0
Range	45.5	61.5	16.0	35.2%	130.5
ATR	70.2	69.9	-0.2	-0.3%	0.0
Volume	98,004	114,158	16,154	16.5%	445,849

Daily Pivots for day following 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,811.5	6,785.5	6,670.0
R3	6,750.0	6,724.0	6,653.0
R2	6,688.5	6,688.5	6,647.5
R1	6,662.5	6,662.5	6,641.5	6,675.5
PP	6,627.0	6,627.0	6,627.0	6,634.0
S1	6,601.0	6,601.0	6,630.5	6,614.0
S2	6,565.5	6,565.5	6,624.5
S3	6,504.0	6,539.5	6,619.0
S4	6,442.5	6,478.0	6,602.0

Weekly Pivots for week ending 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,995.5	6,946.5	6,708.0
R3	6,865.0	6,816.0	6,672.0
R2	6,734.5	6,734.5	6,660.0
R1	6,685.5	6,685.5	6,648.0	6,710.0
PP	6,604.0	6,604.0	6,604.0	6,616.5
S1	6,555.0	6,555.0	6,624.0	6,579.5
S2	6,473.5	6,473.5	6,612.0
S3	6,343.0	6,424.5	6,600.0
S4	6,212.5	6,294.0	6,564.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,653.5	6,523.0	130.5	2.0%	56.0	0.8%	87%	True	False	89,169
10	6,653.5	6,445.5	208.0	3.1%	62.0	0.9%	92%	True	False	97,891
20	6,683.5	6,431.5	252.0	3.8%	73.0	1.1%	81%	False	False	102,416
40	6,800.0	6,431.5	368.5	5.6%	65.0	1.0%	55%	False	False	52,053
60	6,800.0	6,310.5	489.5	7.4%	58.5	0.9%	66%	False	False	34,731
80	6,800.0	6,310.5	489.5	7.4%	46.0	0.7%	66%	False	False	26,061

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.6
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,915.0
2.618	6,814.5
1.618	6,753.0
1.000	6,715.0
0.618	6,691.5
HIGH	6,653.5
0.618	6,630.0
0.500	6,623.0
0.382	6,615.5
LOW	6,592.0
0.618	6,554.0
1.000	6,530.5
1.618	6,492.5
2.618	6,431.0
4.250	6,330.5

Fisher Pivots for day following 04-Apr-2014
Pivot	1 day	3 day
R1	6,631.5	6,630.0
PP	6,627.0	6,624.0
S1	6,623.0	6,618.0

Download as Excel Spreadsheet

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

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