FTSE 100 Index Future December 2014

Trading Metrics calculated at close of trading on 20-Oct-2014

Day Change Summary
	Previous	Current
	17-Oct-2014	20-Oct-2014	Change	Change %	Previous Week
Open	6,159.0	6,300.0	141.0	2.3%	6,252.5
High	6,291.5	6,315.0	23.5	0.4%	6,384.5
Low	6,146.0	6,200.0	54.0	0.9%	6,042.5
Close	6,279.5	6,240.0	-39.5	-0.6%	6,279.5
Range	145.5	115.0	-30.5	-21.0%	342.0
ATR	115.2	115.2	0.0	0.0%	0.0
Volume	118,627	166,843	48,216	40.6%	999,101

Daily Pivots for day following 20-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,596.5	6,533.5	6,303.0
R3	6,481.5	6,418.5	6,271.5
R2	6,366.5	6,366.5	6,261.0
R1	6,303.5	6,303.5	6,250.5	6,277.5
PP	6,251.5	6,251.5	6,251.5	6,239.0
S1	6,188.5	6,188.5	6,229.5	6,162.5
S2	6,136.5	6,136.5	6,219.0
S3	6,021.5	6,073.5	6,208.5
S4	5,906.5	5,958.5	6,177.0

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	5.5%	166.5	2.7%	58%	False	False	202,050
10	6,540.0	6,042.5	497.5	8.0%	149.0	2.4%	40%	False	False	178,748
20	6,757.5	6,042.5	715.0	11.5%	118.5	1.9%	28%	False	False	145,160
40	6,875.0	6,042.5	832.5	13.3%	85.0	1.4%	24%	False	False	101,873
60	6,875.0	6,042.5	832.5	13.3%	67.5	1.1%	24%	False	False	67,937
80	6,875.0	6,042.5	832.5	13.3%	54.5	0.9%	24%	False	False	50,963
100	6,875.0	6,042.5	832.5	13.3%	44.5	0.7%	24%	False	False	40,782
120	6,875.0	6,042.5	832.5	13.3%	37.5	0.6%	24%	False	False	33,991

Crabel Price Patterns
NR	True
NR4	True
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	True
Stretch	20.1
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,804.0
2.618	6,616.0
1.618	6,501.0
1.000	6,430.0
0.618	6,386.0
HIGH	6,315.0
0.618	6,271.0
0.500	6,257.5
0.382	6,244.0
LOW	6,200.0
0.618	6,129.0
1.000	6,085.0
1.618	6,014.0
2.618	5,899.0
4.250	5,711.0

Fisher Pivots for day following 20-Oct-2014
Pivot	1 day	3 day
R1	6,257.5	6,219.5
PP	6,251.5	6,199.0
S1	6,246.0	6,179.0

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

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