FTSE 100 Index Future September 2014

Trading Metrics calculated at close of trading on 07-Aug-2014

Day Change Summary
	Previous	Current
	06-Aug-2014	07-Aug-2014	Change	Change %	Previous Week
Open	6,614.0	6,600.5	-13.5	-0.2%	6,741.0
High	6,618.0	6,614.5	-3.5	-0.1%	6,790.0
Low	6,552.5	6,535.0	-17.5	-0.3%	6,575.5
Close	6,594.5	6,561.5	-33.0	-0.5%	6,625.5
Range	65.5	79.5	14.0	21.4%	214.5
ATR	65.8	66.8	1.0	1.5%	0.0
Volume	115,533	108,649	-6,884	-6.0%	525,979

Daily Pivots for day following 07-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,809.0	6,764.5	6,605.0
R3	6,729.5	6,685.0	6,583.5
R2	6,650.0	6,650.0	6,576.0
R1	6,605.5	6,605.5	6,569.0	6,588.0
PP	6,570.5	6,570.5	6,570.5	6,561.5
S1	6,526.0	6,526.0	6,554.0	6,508.5
S2	6,491.0	6,491.0	6,547.0
S3	6,411.5	6,446.5	6,539.5
S4	6,332.0	6,367.0	6,518.0

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,307.0	7,181.0	6,743.5
R3	7,092.5	6,966.5	6,684.5
R2	6,878.0	6,878.0	6,665.0
R1	6,752.0	6,752.0	6,645.0	6,708.0
PP	6,663.5	6,663.5	6,663.5	6,641.5
S1	6,537.5	6,537.5	6,606.0	6,493.0
S2	6,449.0	6,449.0	6,586.0
S3	6,234.5	6,323.0	6,566.5
S4	6,020.0	6,108.5	6,507.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,674.5	6,535.0	139.5	2.1%	73.0	1.1%	19%	False	True	99,441
10	6,790.0	6,535.0	255.0	3.9%	69.0	1.1%	10%	False	True	101,667
20	6,790.0	6,535.0	255.0	3.9%	65.0	1.0%	10%	False	True	90,846
40	6,829.0	6,535.0	294.0	4.5%	59.5	0.9%	9%	False	True	96,324
60	6,829.0	6,535.0	294.0	4.5%	51.5	0.8%	9%	False	True	66,035
80	6,829.0	6,467.0	362.0	5.5%	41.5	0.6%	26%	False	False	49,534
100	6,829.0	6,397.0	432.0	6.6%	35.0	0.5%	38%	False	False	39,629
120	6,829.0	6,397.0	432.0	6.6%	29.5	0.4%	38%	False	False	33,029

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	16.9
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,952.5
2.618	6,822.5
1.618	6,743.0
1.000	6,694.0
0.618	6,663.5
HIGH	6,614.5
0.618	6,584.0
0.500	6,575.0
0.382	6,565.5
LOW	6,535.0
0.618	6,486.0
1.000	6,455.5
1.618	6,406.5
2.618	6,327.0
4.250	6,197.0

Fisher Pivots for day following 07-Aug-2014
Pivot	1 day	3 day
R1	6,575.0	6,600.5
PP	6,570.5	6,587.5
S1	6,566.0	6,574.5

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

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