FTSE 100 Index Future December 2014

Trading Metrics calculated at close of trading on 24-Sep-2014

Day Change Summary
	Previous	Current
	23-Sep-2014	24-Sep-2014	Change	Change %	Previous Week
Open	6,742.0	6,630.5	-111.5	-1.7%	6,764.0
High	6,757.5	6,696.5	-61.0	-0.9%	6,875.0
Low	6,620.0	6,625.0	5.0	0.1%	6,721.0
Close	6,650.5	6,678.5	28.0	0.4%	6,814.5
Range	137.5	71.5	-66.0	-48.0%	154.0
ATR	60.4	61.2	0.8	1.3%	0.0
Volume	109,986	118,781	8,795	8.0%	727,233

Daily Pivots for day following 24-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,881.0	6,851.5	6,718.0
R3	6,809.5	6,780.0	6,698.0
R2	6,738.0	6,738.0	6,691.5
R1	6,708.5	6,708.5	6,685.0	6,723.0
PP	6,666.5	6,666.5	6,666.5	6,674.0
S1	6,637.0	6,637.0	6,672.0	6,652.0
S2	6,595.0	6,595.0	6,665.5
S3	6,523.5	6,565.5	6,659.0
S4	6,452.0	6,494.0	6,639.0

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,265.5	7,194.0	6,899.0
R3	7,111.5	7,040.0	6,857.0
R2	6,957.5	6,957.5	6,842.5
R1	6,886.0	6,886.0	6,828.5	6,922.0
PP	6,803.5	6,803.5	6,803.5	6,821.5
S1	6,732.0	6,732.0	6,800.5	6,768.0
S2	6,649.5	6,649.5	6,786.5
S3	6,495.5	6,578.0	6,772.0
S4	6,341.5	6,424.0	6,730.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,875.0	6,620.0	255.0	3.8%	84.0	1.3%	23%	False	False	116,840
10	6,875.0	6,620.0	255.0	3.8%	71.0	1.1%	23%	False	False	128,592
20	6,875.0	6,620.0	255.0	3.8%	59.0	0.9%	23%	False	False	69,935
40	6,875.0	6,466.0	409.0	6.1%	46.0	0.7%	52%	False	False	35,045
60	6,875.0	6,466.0	409.0	6.1%	37.0	0.6%	52%	False	False	23,377
80	6,875.0	6,466.0	409.0	6.1%	28.5	0.4%	52%	False	False	17,546
100	6,875.0	6,466.0	409.0	6.1%	23.5	0.3%	52%	False	False	14,045
120	6,875.0	6,412.0	463.0	6.9%	19.5	0.3%	58%	False	False	11,705

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.9
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,000.5
2.618	6,883.5
1.618	6,812.0
1.000	6,768.0
0.618	6,740.5
HIGH	6,696.5
0.618	6,669.0
0.500	6,661.0
0.382	6,652.5
LOW	6,625.0
0.618	6,581.0
1.000	6,553.5
1.618	6,509.5
2.618	6,438.0
4.250	6,321.0

Fisher Pivots for day following 24-Sep-2014
Pivot	1 day	3 day
R1	6,672.5	6,720.0
PP	6,666.5	6,706.0
S1	6,661.0	6,692.5

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

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