FTSE 100 Index Future September 2014

Trading Metrics calculated at close of trading on 15-Aug-2014

Day Change Summary
	Previous	Current
	14-Aug-2014	15-Aug-2014	Change	Change %	Previous Week
Open	6,643.0	6,681.0	38.0	0.6%	6,561.5
High	6,685.0	6,730.0	45.0	0.7%	6,730.0
Low	6,626.5	6,650.0	23.5	0.4%	6,557.5
Close	6,669.5	6,672.0	2.5	0.0%	6,672.0
Range	58.5	80.0	21.5	36.8%	172.5
ATR	64.8	65.9	1.1	1.7%	0.0
Volume	108,200	63,173	-45,027	-41.6%	417,516

Daily Pivots for day following 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,924.0	6,878.0	6,716.0
R3	6,844.0	6,798.0	6,694.0
R2	6,764.0	6,764.0	6,686.5
R1	6,718.0	6,718.0	6,679.5	6,701.0
PP	6,684.0	6,684.0	6,684.0	6,675.5
S1	6,638.0	6,638.0	6,664.5	6,621.0
S2	6,604.0	6,604.0	6,657.5
S3	6,524.0	6,558.0	6,650.0
S4	6,444.0	6,478.0	6,628.0

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,170.5	7,094.0	6,767.0
R3	6,998.0	6,921.5	6,719.5
R2	6,825.5	6,825.5	6,703.5
R1	6,749.0	6,749.0	6,688.0	6,787.0
PP	6,653.0	6,653.0	6,653.0	6,672.5
S1	6,576.5	6,576.5	6,656.0	6,615.0
S2	6,480.5	6,480.5	6,640.5
S3	6,308.0	6,404.0	6,624.5
S4	6,135.5	6,231.5	6,577.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,730.0	6,557.5	172.5	2.6%	55.0	0.8%	66%	True	False	83,503
10	6,730.0	6,492.0	238.0	3.6%	62.5	0.9%	76%	True	False	91,705
20	6,790.0	6,492.0	298.0	4.5%	63.5	1.0%	60%	False	False	91,342
40	6,829.0	6,492.0	337.0	5.1%	61.5	0.9%	53%	False	False	84,258
60	6,829.0	6,492.0	337.0	5.1%	53.0	0.8%	53%	False	False	74,373
80	6,829.0	6,492.0	337.0	5.1%	45.0	0.7%	53%	False	False	55,807
100	6,829.0	6,452.0	377.0	5.7%	38.0	0.6%	58%	False	False	44,647
120	6,829.0	6,397.0	432.0	6.5%	32.0	0.5%	64%	False	False	37,211

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.7
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7,070.0
2.618	6,939.5
1.618	6,859.5
1.000	6,810.0
0.618	6,779.5
HIGH	6,730.0
0.618	6,699.5
0.500	6,690.0
0.382	6,680.5
LOW	6,650.0
0.618	6,600.5
1.000	6,570.0
1.618	6,520.5
2.618	6,440.5
4.250	6,310.0

Fisher Pivots for day following 15-Aug-2014
Pivot	1 day	3 day
R1	6,690.0	6,670.0
PP	6,684.0	6,668.0
S1	6,678.0	6,666.0

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

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