FTSE 100 Index Future September 2014

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

Day Change Summary
	Previous	Current
	20-Aug-2014	21-Aug-2014	Change	Change %	Previous Week
Open	6,775.5	6,762.0	-13.5	-0.2%	6,561.5
High	6,775.5	6,777.0	1.5	0.0%	6,730.0
Low	6,735.0	6,746.5	11.5	0.2%	6,557.5
Close	6,751.0	6,768.5	17.5	0.3%	6,672.0
Range	40.5	30.5	-10.0	-24.7%	172.5
ATR	62.9	60.6	-2.3	-3.7%	0.0
Volume	58,722	71,563	12,841	21.9%	417,516

Daily Pivots for day following 21-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,855.5	6,842.5	6,785.5
R3	6,825.0	6,812.0	6,777.0
R2	6,794.5	6,794.5	6,774.0
R1	6,781.5	6,781.5	6,771.5	6,788.0
PP	6,764.0	6,764.0	6,764.0	6,767.0
S1	6,751.0	6,751.0	6,765.5	6,757.5
S2	6,733.5	6,733.5	6,763.0
S3	6,703.0	6,720.5	6,760.0
S4	6,672.5	6,690.0	6,751.5

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	6,777.0	6,650.0	127.0	1.9%	47.0	0.7%	93%	True	False	68,154
10	6,777.0	6,492.0	285.0	4.2%	51.0	0.8%	97%	True	False	77,953
20	6,790.0	6,492.0	298.0	4.4%	60.0	0.9%	93%	False	False	89,810
40	6,829.0	6,492.0	337.0	5.0%	60.0	0.9%	82%	False	False	83,672
60	6,829.0	6,492.0	337.0	5.0%	54.5	0.8%	82%	False	False	78,971
80	6,829.0	6,492.0	337.0	5.0%	46.5	0.7%	82%	False	False	59,277
100	6,829.0	6,460.0	369.0	5.5%	38.5	0.6%	84%	False	False	47,423
120	6,829.0	6,397.0	432.0	6.4%	33.5	0.5%	86%	False	False	39,523

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.4
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	6,906.5
2.618	6,857.0
1.618	6,826.5
1.000	6,807.5
0.618	6,796.0
HIGH	6,777.0
0.618	6,765.5
0.500	6,762.0
0.382	6,758.0
LOW	6,746.5
0.618	6,727.5
1.000	6,716.0
1.618	6,697.0
2.618	6,666.5
4.250	6,617.0

Fisher Pivots for day following 21-Aug-2014
Pivot	1 day	3 day
R1	6,766.0	6,764.5
PP	6,764.0	6,760.0
S1	6,762.0	6,756.0

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

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