FTSE 100 Index Future September 2014

Trading Metrics calculated at close of trading on 19-Aug-2014

Day Change Summary
	Previous	Current
	18-Aug-2014	19-Aug-2014	Change	Change %	Previous Week
Open	6,700.0	6,741.0	41.0	0.6%	6,561.5
High	6,743.0	6,776.5	33.5	0.5%	6,730.0
Low	6,697.5	6,739.0	41.5	0.6%	6,557.5
Close	6,733.5	6,768.0	34.5	0.5%	6,672.0
Range	45.5	37.5	-8.0	-17.6%	172.5
ATR	66.3	64.6	-1.7	-2.5%	0.0
Volume	69,338	77,978	8,640	12.5%	417,516

Daily Pivots for day following 19-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,873.5	6,858.5	6,788.5
R3	6,836.0	6,821.0	6,778.5
R2	6,798.5	6,798.5	6,775.0
R1	6,783.5	6,783.5	6,771.5	6,791.0
PP	6,761.0	6,761.0	6,761.0	6,765.0
S1	6,746.0	6,746.0	6,764.5	6,753.5
S2	6,723.5	6,723.5	6,761.0
S3	6,686.0	6,708.5	6,757.5
S4	6,648.5	6,671.0	6,747.5

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	6,776.5	6,602.5	174.0	2.6%	54.0	0.8%	95%	True	False	81,805
10	6,776.5	6,492.0	284.5	4.2%	58.5	0.9%	97%	True	False	87,343
20	6,790.0	6,492.0	298.0	4.4%	62.0	0.9%	93%	False	False	90,380
40	6,829.0	6,492.0	337.0	5.0%	60.5	0.9%	82%	False	False	83,911
60	6,829.0	6,492.0	337.0	5.0%	54.0	0.8%	82%	False	False	76,806
80	6,829.0	6,492.0	337.0	5.0%	46.0	0.7%	82%	False	False	57,649
100	6,829.0	6,460.0	369.0	5.5%	38.0	0.6%	83%	False	False	46,120
120	6,829.0	6,397.0	432.0	6.4%	33.0	0.5%	86%	False	False	38,438

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
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	11.7
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,936.0
2.618	6,874.5
1.618	6,837.0
1.000	6,814.0
0.618	6,799.5
HIGH	6,776.5
0.618	6,762.0
0.500	6,758.0
0.382	6,753.5
LOW	6,739.0
0.618	6,716.0
1.000	6,701.5
1.618	6,678.5
2.618	6,641.0
4.250	6,579.5

Fisher Pivots for day following 19-Aug-2014
Pivot	1 day	3 day
R1	6,764.5	6,750.0
PP	6,761.0	6,731.5
S1	6,758.0	6,713.0

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

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