FTSE 100 Index Future December 2014

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

Day Change Summary
	Previous	Current
	11-Sep-2014	12-Sep-2014	Change	Change %	Previous Week
Open	6,823.5	6,787.0	-36.5	-0.5%	6,832.0
High	6,833.0	6,795.0	-38.0	-0.6%	6,843.0
Low	6,739.5	6,763.5	24.0	0.4%	6,739.5
Close	6,770.0	6,779.0	9.0	0.1%	6,779.0
Range	93.5	31.5	-62.0	-66.3%	103.5
ATR	48.7	47.5	-1.2	-2.5%	0.0
Volume	64,536	128,089	63,553	98.5%	269,071

Daily Pivots for day following 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,873.5	6,858.0	6,796.5
R3	6,842.0	6,826.5	6,787.5
R2	6,810.5	6,810.5	6,785.0
R1	6,795.0	6,795.0	6,782.0	6,787.0
PP	6,779.0	6,779.0	6,779.0	6,775.0
S1	6,763.5	6,763.5	6,776.0	6,755.5
S2	6,747.5	6,747.5	6,773.0
S3	6,716.0	6,732.0	6,770.5
S4	6,684.5	6,700.5	6,761.5

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,097.5	7,042.0	6,836.0
R3	6,994.0	6,938.5	6,807.5
R2	6,890.5	6,890.5	6,798.0
R1	6,835.0	6,835.0	6,788.5	6,811.0
PP	6,787.0	6,787.0	6,787.0	6,775.0
S1	6,731.5	6,731.5	6,769.5	6,707.5
S2	6,683.5	6,683.5	6,760.0
S3	6,580.0	6,628.0	6,750.5
S4	6,476.5	6,524.5	6,722.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,843.0	6,739.5	103.5	1.5%	62.0	0.9%	38%	False	False	53,814
10	6,875.0	6,739.5	135.5	2.0%	52.5	0.8%	29%	False	False	30,037
20	6,875.0	6,646.5	228.5	3.4%	42.0	0.6%	58%	False	False	15,416
40	6,875.0	6,466.0	409.0	6.0%	34.5	0.5%	77%	False	False	7,727
60	6,875.0	6,466.0	409.0	6.0%	27.0	0.4%	77%	False	False	5,156
80	6,875.0	6,466.0	409.0	6.0%	21.5	0.3%	77%	False	False	3,881
100	6,875.0	6,466.0	409.0	6.0%	17.5	0.3%	77%	False	False	3,112
120	6,875.0	6,381.0	494.0	7.3%	14.5	0.2%	81%	False	False	2,595

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.7
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	6,929.0
2.618	6,877.5
1.618	6,846.0
1.000	6,826.5
0.618	6,814.5
HIGH	6,795.0
0.618	6,783.0
0.500	6,779.0
0.382	6,775.5
LOW	6,763.5
0.618	6,744.0
1.000	6,732.0
1.618	6,712.5
2.618	6,681.0
4.250	6,629.5

Fisher Pivots for day following 12-Sep-2014
Pivot	1 day	3 day
R1	6,779.0	6,786.0
PP	6,779.0	6,784.0
S1	6,779.0	6,781.5

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

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