FTSE 100 Index Future September 2014

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

Day Change Summary
	Previous	Current
	27-Jun-2014	30-Jun-2014	Change	Change %	Previous Week
Open	6,694.5	6,730.0	35.5	0.5%	6,781.0
High	6,727.5	6,731.0	3.5	0.1%	6,790.0
Low	6,686.5	6,682.0	-4.5	-0.1%	6,653.0
Close	6,715.5	6,711.0	-4.5	-0.1%	6,715.5
Range	41.0	49.0	8.0	19.5%	137.0
ATR	49.3	49.3	0.0	0.0%	0.0
Volume	83,311	68,749	-14,562	-17.5%	384,335

Daily Pivots for day following 30-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,855.0	6,832.0	6,738.0
R3	6,806.0	6,783.0	6,724.5
R2	6,757.0	6,757.0	6,720.0
R1	6,734.0	6,734.0	6,715.5	6,721.0
PP	6,708.0	6,708.0	6,708.0	6,701.5
S1	6,685.0	6,685.0	6,706.5	6,672.0
S2	6,659.0	6,659.0	6,702.0
S3	6,610.0	6,636.0	6,697.5
S4	6,561.0	6,587.0	6,684.0

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,130.5	7,060.0	6,791.0
R3	6,993.5	6,923.0	6,753.0
R2	6,856.5	6,856.5	6,740.5
R1	6,786.0	6,786.0	6,728.0	6,753.0
PP	6,719.5	6,719.5	6,719.5	6,703.0
S1	6,649.0	6,649.0	6,703.0	6,616.0
S2	6,582.5	6,582.5	6,690.5
S3	6,445.5	6,512.0	6,678.0
S4	6,308.5	6,375.0	6,640.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,777.0	6,653.0	124.0	1.8%	53.0	0.8%	47%	False	False	75,906
10	6,794.5	6,653.0	141.5	2.1%	48.0	0.7%	41%	False	False	94,028
20	6,824.5	6,653.0	171.5	2.6%	45.0	0.7%	34%	False	False	77,152
40	6,824.5	6,653.0	171.5	2.6%	35.5	0.5%	34%	False	False	38,684
60	6,824.5	6,460.0	364.5	5.4%	26.0	0.4%	69%	False	False	25,791
80	6,824.5	6,397.0	427.5	6.4%	21.5	0.3%	73%	False	False	19,347
100	6,824.5	6,307.0	517.5	7.7%	17.5	0.3%	78%	False	False	15,484

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,939.0
2.618	6,859.5
1.618	6,810.5
1.000	6,780.0
0.618	6,761.5
HIGH	6,731.0
0.618	6,712.5
0.500	6,706.5
0.382	6,700.5
LOW	6,682.0
0.618	6,651.5
1.000	6,633.0
1.618	6,602.5
2.618	6,553.5
4.250	6,474.0

Fisher Pivots for day following 30-Jun-2014
Pivot	1 day	3 day
R1	6,709.5	6,704.5
PP	6,708.0	6,698.5
S1	6,706.5	6,692.0

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

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