FTSE 100 Index Future September 2014

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

Day Change Summary
	Previous	Current
	03-Jul-2014	04-Jul-2014	Change	Change %	Previous Week
Open	6,775.0	6,823.0	48.0	0.7%	6,730.0
High	6,822.0	6,829.0	7.0	0.1%	6,829.0
Low	6,768.0	6,809.0	41.0	0.6%	6,682.0
Close	6,817.5	6,820.0	2.5	0.0%	6,820.0
Range	54.0	20.0	-34.0	-63.0%	147.0
ATR	49.6	47.5	-2.1	-4.3%	0.0
Volume	27,037	64,349	37,312	138.0%	291,751

Daily Pivots for day following 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,879.5	6,869.5	6,831.0
R3	6,859.5	6,849.5	6,825.5
R2	6,839.5	6,839.5	6,823.5
R1	6,829.5	6,829.5	6,822.0	6,824.5
PP	6,819.5	6,819.5	6,819.5	6,817.0
S1	6,809.5	6,809.5	6,818.0	6,804.5
S2	6,799.5	6,799.5	6,816.5
S3	6,779.5	6,789.5	6,814.5
S4	6,759.5	6,769.5	6,809.0

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,218.0	7,166.0	6,901.0
R3	7,071.0	7,019.0	6,860.5
R2	6,924.0	6,924.0	6,847.0
R1	6,872.0	6,872.0	6,833.5	6,898.0
PP	6,777.0	6,777.0	6,777.0	6,790.0
S1	6,725.0	6,725.0	6,806.5	6,751.0
S2	6,630.0	6,630.0	6,793.0
S3	6,483.0	6,578.0	6,779.5
S4	6,336.0	6,431.0	6,739.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,829.0	6,682.0	147.0	2.2%	44.5	0.7%	94%	True	False	58,350
10	6,829.0	6,653.0	176.0	2.6%	49.0	0.7%	95%	True	False	67,608
20	6,829.0	6,653.0	176.0	2.6%	45.0	0.7%	95%	True	False	88,170
40	6,829.0	6,653.0	176.0	2.6%	39.0	0.6%	95%	True	False	44,257
60	6,829.0	6,460.0	369.0	5.4%	28.5	0.4%	98%	True	False	29,508
80	6,829.0	6,397.0	432.0	6.3%	23.5	0.3%	98%	True	False	22,133
100	6,829.0	6,397.0	432.0	6.3%	19.5	0.3%	98%	True	False	17,712
120	6,829.0	6,274.0	555.0	8.1%	17.0	0.2%	98%	True	False	14,768

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	7.3
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	6,914.0
2.618	6,881.5
1.618	6,861.5
1.000	6,849.0
0.618	6,841.5
HIGH	6,829.0
0.618	6,821.5
0.500	6,819.0
0.382	6,816.5
LOW	6,809.0
0.618	6,796.5
1.000	6,789.0
1.618	6,776.5
2.618	6,756.5
4.250	6,724.0

Fisher Pivots for day following 04-Jul-2014
Pivot	1 day	3 day
R1	6,819.5	6,809.0
PP	6,819.5	6,797.5
S1	6,819.0	6,786.5

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

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