FTSE 100 Index Future September 2014

Trading Metrics calculated at close of trading on 11-Jul-2014

Day Change Summary
	Previous	Current
	10-Jul-2014	11-Jul-2014	Change	Change %	Previous Week
Open	6,680.0	6,632.0	-48.0	-0.7%	6,823.5
High	6,680.5	6,647.5	-33.0	-0.5%	6,826.0
Low	6,595.5	6,614.5	19.0	0.3%	6,595.5
Close	6,624.0	6,629.0	5.0	0.1%	6,629.0
Range	85.0	33.0	-52.0	-61.2%	230.5
ATR	55.4	53.8	-1.6	-2.9%	0.0
Volume	72,219	65,889	-6,330	-8.8%	441,273

Daily Pivots for day following 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,729.5	6,712.0	6,647.0
R3	6,696.5	6,679.0	6,638.0
R2	6,663.5	6,663.5	6,635.0
R1	6,646.0	6,646.0	6,632.0	6,638.0
PP	6,630.5	6,630.5	6,630.5	6,626.5
S1	6,613.0	6,613.0	6,626.0	6,605.0
S2	6,597.5	6,597.5	6,623.0
S3	6,564.5	6,580.0	6,620.0
S4	6,531.5	6,547.0	6,611.0

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,375.0	7,232.5	6,756.0
R3	7,144.5	7,002.0	6,692.5
R2	6,914.0	6,914.0	6,671.5
R1	6,771.5	6,771.5	6,650.0	6,727.5
PP	6,683.5	6,683.5	6,683.5	6,661.5
S1	6,541.0	6,541.0	6,608.0	6,497.0
S2	6,453.0	6,453.0	6,586.5
S3	6,222.5	6,310.5	6,565.5
S4	5,992.0	6,080.0	6,502.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,826.0	6,595.5	230.5	3.5%	69.0	1.0%	15%	False	False	88,254
10	6,829.0	6,595.5	233.5	3.5%	57.0	0.9%	14%	False	False	73,302
20	6,829.0	6,595.5	233.5	3.5%	51.5	0.8%	14%	False	False	95,329
40	6,829.0	6,595.5	233.5	3.5%	44.0	0.7%	14%	False	False	55,276
60	6,829.0	6,467.0	362.0	5.5%	34.5	0.5%	45%	False	False	36,862
80	6,829.0	6,397.0	432.0	6.5%	27.5	0.4%	54%	False	False	27,648
100	6,829.0	6,397.0	432.0	6.5%	22.5	0.3%	54%	False	False	22,124
120	6,829.0	6,274.0	555.0	8.4%	19.5	0.3%	64%	False	False	18,443

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.4
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,788.0
2.618	6,734.0
1.618	6,701.0
1.000	6,680.5
0.618	6,668.0
HIGH	6,647.5
0.618	6,635.0
0.500	6,631.0
0.382	6,627.0
LOW	6,614.5
0.618	6,594.0
1.000	6,581.5
1.618	6,561.0
2.618	6,528.0
4.250	6,474.0

Fisher Pivots for day following 11-Jul-2014
Pivot	1 day	3 day
R1	6,631.0	6,646.0
PP	6,630.5	6,640.0
S1	6,629.5	6,634.5

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

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