FTSE 100 Index Future September 2014

Trading Metrics calculated at close of trading on 24-Jun-2014

Day Change Summary
	Previous	Current
	23-Jun-2014	24-Jun-2014	Change	Change %	Previous Week
Open	6,781.0	6,762.0	-19.0	-0.3%	6,713.0
High	6,790.0	6,777.0	-13.0	-0.2%	6,794.5
Low	6,737.0	6,710.0	-27.0	-0.4%	6,686.5
Close	6,752.0	6,749.0	-3.0	0.0%	6,781.5
Range	53.0	67.0	14.0	26.4%	108.0
ATR	44.8	46.4	1.6	3.5%	0.0
Volume	73,551	87,642	14,091	19.2%	789,233

Daily Pivots for day following 24-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,946.5	6,914.5	6,786.0
R3	6,879.5	6,847.5	6,767.5
R2	6,812.5	6,812.5	6,761.5
R1	6,780.5	6,780.5	6,755.0	6,763.0
PP	6,745.5	6,745.5	6,745.5	6,736.5
S1	6,713.5	6,713.5	6,743.0	6,696.0
S2	6,678.5	6,678.5	6,736.5
S3	6,611.5	6,646.5	6,730.5
S4	6,544.5	6,579.5	6,712.0

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,078.0	7,038.0	6,841.0
R3	6,970.0	6,930.0	6,811.0
R2	6,862.0	6,862.0	6,801.5
R1	6,822.0	6,822.0	6,791.5	6,842.0
PP	6,754.0	6,754.0	6,754.0	6,764.0
S1	6,714.0	6,714.0	6,771.5	6,734.0
S2	6,646.0	6,646.0	6,761.5
S3	6,538.0	6,606.0	6,752.0
S4	6,430.0	6,498.0	6,722.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,794.5	6,710.0	84.5	1.3%	46.5	0.7%	46%	False	True	87,068
10	6,817.5	6,686.5	131.0	1.9%	46.5	0.7%	48%	False	False	122,539
20	6,824.5	6,686.5	138.0	2.0%	40.0	0.6%	45%	False	False	62,596
40	6,824.5	6,580.5	244.0	3.6%	31.5	0.5%	69%	False	False	31,387
60	6,824.5	6,460.0	364.5	5.4%	23.0	0.3%	79%	False	False	20,927
80	6,824.5	6,397.0	427.5	6.3%	19.0	0.3%	82%	False	False	15,702
100	6,824.5	6,274.0	550.5	8.2%	16.5	0.2%	86%	False	False	12,567

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.7
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	7,062.0
2.618	6,952.5
1.618	6,885.5
1.000	6,844.0
0.618	6,818.5
HIGH	6,777.0
0.618	6,751.5
0.500	6,743.5
0.382	6,735.5
LOW	6,710.0
0.618	6,668.5
1.000	6,643.0
1.618	6,601.5
2.618	6,534.5
4.250	6,425.0

Fisher Pivots for day following 24-Jun-2014
Pivot	1 day	3 day
R1	6,747.0	6,752.0
PP	6,745.5	6,751.0
S1	6,743.5	6,750.0

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

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