FTSE 100 Index Future December 2014

Trading Metrics calculated at close of trading on 17-Oct-2014

Day Change Summary
	Previous	Current
	16-Oct-2014	17-Oct-2014	Change	Change %	Previous Week
Open	6,200.5	6,159.0	-41.5	-0.7%	6,252.5
High	6,255.0	6,291.5	36.5	0.6%	6,384.5
Low	6,042.5	6,146.0	103.5	1.7%	6,042.5
Close	6,174.5	6,279.5	105.0	1.7%	6,279.5
Range	212.5	145.5	-67.0	-31.5%	342.0
ATR	112.9	115.2	2.3	2.1%	0.0
Volume	166,843	118,627	-48,216	-28.9%	999,101

Daily Pivots for day following 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,675.5	6,623.0	6,359.5
R3	6,530.0	6,477.5	6,319.5
R2	6,384.5	6,384.5	6,306.0
R1	6,332.0	6,332.0	6,293.0	6,358.0
PP	6,239.0	6,239.0	6,239.0	6,252.0
S1	6,186.5	6,186.5	6,266.0	6,213.0
S2	6,093.5	6,093.5	6,253.0
S3	5,948.0	6,041.0	6,239.5
S4	5,802.5	5,895.5	6,199.5

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,261.5	7,112.5	6,467.5
R3	6,919.5	6,770.5	6,373.5
R2	6,577.5	6,577.5	6,342.0
R1	6,428.5	6,428.5	6,311.0	6,503.0
PP	6,235.5	6,235.5	6,235.5	6,273.0
S1	6,086.5	6,086.5	6,248.0	6,161.0
S2	5,893.5	5,893.5	6,217.0
S3	5,551.5	5,744.5	6,185.5
S4	5,209.5	5,402.5	6,091.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,384.5	6,042.5	342.0	5.4%	168.0	2.7%	69%	False	False	199,820
10	6,561.0	6,042.5	518.5	8.3%	143.0	2.3%	46%	False	False	175,382
20	6,820.0	6,042.5	777.5	12.4%	117.0	1.9%	30%	False	False	143,683
40	6,875.0	6,042.5	832.5	13.3%	82.5	1.3%	28%	False	False	97,704
60	6,875.0	6,042.5	832.5	13.3%	65.5	1.0%	28%	False	False	65,157
80	6,875.0	6,042.5	832.5	13.3%	53.0	0.8%	28%	False	False	48,878
100	6,875.0	6,042.5	832.5	13.3%	43.5	0.7%	28%	False	False	39,114
120	6,875.0	6,042.5	832.5	13.3%	36.5	0.6%	28%	False	False	32,601

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	19.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,910.0
2.618	6,672.5
1.618	6,527.0
1.000	6,437.0
0.618	6,381.5
HIGH	6,291.5
0.618	6,236.0
0.500	6,219.0
0.382	6,201.5
LOW	6,146.0
0.618	6,056.0
1.000	6,000.5
1.618	5,910.5
2.618	5,765.0
4.250	5,527.5

Fisher Pivots for day following 17-Oct-2014
Pivot	1 day	3 day
R1	6,259.0	6,256.0
PP	6,239.0	6,232.0
S1	6,219.0	6,208.0

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

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