FTSE 100 Index Future September 2014

Trading Metrics calculated at close of trading on 12-Aug-2014

Day Change Summary
	Previous	Current
	11-Aug-2014	12-Aug-2014	Change	Change %	Previous Week
Open	6,561.5	6,591.0	29.5	0.4%	6,625.5
High	6,612.0	6,608.5	-3.5	-0.1%	6,668.0
Low	6,557.5	6,575.5	18.0	0.3%	6,492.0
Close	6,600.5	6,593.5	-7.0	-0.1%	6,537.0
Range	54.5	33.0	-21.5	-39.4%	176.0
ATR	68.4	65.9	-2.5	-3.7%	0.0
Volume	81,416	74,388	-7,028	-8.6%	499,536

Daily Pivots for day following 12-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,691.5	6,675.5	6,611.5
R3	6,658.5	6,642.5	6,602.5
R2	6,625.5	6,625.5	6,599.5
R1	6,609.5	6,609.5	6,596.5	6,617.5
PP	6,592.5	6,592.5	6,592.5	6,596.5
S1	6,576.5	6,576.5	6,590.5	6,584.5
S2	6,559.5	6,559.5	6,587.5
S3	6,526.5	6,543.5	6,584.5
S4	6,493.5	6,510.5	6,575.5

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,093.5	6,991.5	6,634.0
R3	6,917.5	6,815.5	6,585.5
R2	6,741.5	6,741.5	6,569.5
R1	6,639.5	6,639.5	6,553.0	6,602.5
PP	6,565.5	6,565.5	6,565.5	6,547.0
S1	6,463.5	6,463.5	6,521.0	6,426.5
S2	6,389.5	6,389.5	6,504.5
S3	6,213.5	6,287.5	6,488.5
S4	6,037.5	6,111.5	6,440.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,618.0	6,492.0	126.0	1.9%	63.0	1.0%	81%	False	False	92,881
10	6,771.0	6,492.0	279.0	4.2%	70.0	1.1%	36%	False	False	100,537
20	6,790.0	6,492.0	298.0	4.5%	65.5	1.0%	34%	False	False	90,983
40	6,829.0	6,492.0	337.0	5.1%	60.0	0.9%	30%	False	False	84,569
60	6,829.0	6,492.0	337.0	5.1%	52.5	0.8%	30%	False	False	70,029
80	6,829.0	6,467.0	362.0	5.5%	43.5	0.7%	35%	False	False	52,537
100	6,829.0	6,397.0	432.0	6.6%	36.5	0.6%	45%	False	False	42,031
120	6,829.0	6,397.0	432.0	6.6%	30.5	0.5%	45%	False	False	35,030

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.4
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	6,749.0
2.618	6,695.0
1.618	6,662.0
1.000	6,641.5
0.618	6,629.0
HIGH	6,608.5
0.618	6,596.0
0.500	6,592.0
0.382	6,588.0
LOW	6,575.5
0.618	6,555.0
1.000	6,542.5
1.618	6,522.0
2.618	6,489.0
4.250	6,435.0

Fisher Pivots for day following 12-Aug-2014
Pivot	1 day	3 day
R1	6,593.0	6,579.5
PP	6,592.5	6,566.0
S1	6,592.0	6,552.0

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

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