FTSE 100 Index Future September 2014

Trading Metrics calculated at close of trading on 21-Jul-2014

Day Change Summary
	Previous	Current
	18-Jul-2014	21-Jul-2014	Change	Change %	Previous Week
Open	6,650.0	6,702.0	52.0	0.8%	6,649.0
High	6,720.5	6,711.5	-9.0	-0.1%	6,745.0
Low	6,641.0	6,666.5	25.5	0.4%	6,641.0
Close	6,696.5	6,687.0	-9.5	-0.1%	6,696.5
Range	79.5	45.0	-34.5	-43.4%	104.0
ATR	61.0	59.9	-1.1	-1.9%	0.0
Volume	66,312	97,874	31,562	47.6%	426,114

Daily Pivots for day following 21-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,823.5	6,800.0	6,712.0
R3	6,778.5	6,755.0	6,699.5
R2	6,733.5	6,733.5	6,695.0
R1	6,710.0	6,710.0	6,691.0	6,699.0
PP	6,688.5	6,688.5	6,688.5	6,683.0
S1	6,665.0	6,665.0	6,683.0	6,654.0
S2	6,643.5	6,643.5	6,679.0
S3	6,598.5	6,620.0	6,674.5
S4	6,553.5	6,575.0	6,662.0

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,006.0	6,955.5	6,753.5
R3	6,902.0	6,851.5	6,725.0
R2	6,798.0	6,798.0	6,715.5
R1	6,747.5	6,747.5	6,706.0	6,773.0
PP	6,694.0	6,694.0	6,694.0	6,707.0
S1	6,643.5	6,643.5	6,687.0	6,669.0
S2	6,590.0	6,590.0	6,677.5
S3	6,486.0	6,539.5	6,668.0
S4	6,382.0	6,435.5	6,639.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,745.0	6,641.0	104.0	1.6%	67.5	1.0%	44%	False	False	86,683
10	6,787.5	6,595.5	192.0	2.9%	69.5	1.0%	48%	False	False	85,682
20	6,829.0	6,595.5	233.5	3.5%	59.5	0.9%	39%	False	False	78,389
40	6,829.0	6,595.5	233.5	3.5%	48.5	0.7%	39%	False	False	68,310
60	6,829.0	6,580.5	248.5	3.7%	39.5	0.6%	43%	False	False	45,594
80	6,829.0	6,452.0	377.0	5.6%	32.0	0.5%	62%	False	False	34,197
100	6,829.0	6,397.0	432.0	6.5%	26.5	0.4%	67%	False	False	27,363
120	6,829.0	6,274.0	555.0	8.3%	23.0	0.3%	74%	False	False	22,807

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	7.5
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,903.0
2.618	6,829.5
1.618	6,784.5
1.000	6,756.5
0.618	6,739.5
HIGH	6,711.5
0.618	6,694.5
0.500	6,689.0
0.382	6,683.5
LOW	6,666.5
0.618	6,638.5
1.000	6,621.5
1.618	6,593.5
2.618	6,548.5
4.250	6,475.0

Fisher Pivots for day following 21-Jul-2014
Pivot	1 day	3 day
R1	6,689.0	6,686.0
PP	6,688.5	6,685.5
S1	6,687.5	6,685.0

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

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