FTSE 100 Index Future December 2014

Trading Metrics calculated at close of trading on 26-Nov-2014

Day Change Summary
	Previous	Current
	25-Nov-2014	26-Nov-2014	Change	Change %	Previous Week
Open	6,727.0	6,732.0	5.0	0.1%	6,614.0
High	6,752.5	6,768.0	15.5	0.2%	6,776.0
Low	6,705.0	6,718.5	13.5	0.2%	6,613.0
Close	6,710.5	6,738.0	27.5	0.4%	6,755.0
Range	47.5	49.5	2.0	4.2%	163.0
ATR	72.9	71.8	-1.1	-1.5%	0.0
Volume	79,938	73,144	-6,794	-8.5%	418,476

Daily Pivots for day following 26-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,890.0	6,863.5	6,765.0
R3	6,840.5	6,814.0	6,751.5
R2	6,791.0	6,791.0	6,747.0
R1	6,764.5	6,764.5	6,742.5	6,778.0
PP	6,741.5	6,741.5	6,741.5	6,748.0
S1	6,715.0	6,715.0	6,733.5	6,728.0
S2	6,692.0	6,692.0	6,729.0
S3	6,642.5	6,665.5	6,724.5
S4	6,593.0	6,616.0	6,711.0

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,203.5	7,142.5	6,844.5
R3	7,040.5	6,979.5	6,800.0
R2	6,877.5	6,877.5	6,785.0
R1	6,816.5	6,816.5	6,770.0	6,847.0
PP	6,714.5	6,714.5	6,714.5	6,730.0
S1	6,653.5	6,653.5	6,740.0	6,684.0
S2	6,551.5	6,551.5	6,725.0
S3	6,388.5	6,490.5	6,710.0
S4	6,225.5	6,327.5	6,665.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,776.0	6,642.5	133.5	2.0%	57.0	0.8%	72%	False	False	83,054
10	6,776.0	6,591.0	185.0	2.7%	55.5	0.8%	79%	False	False	80,303
20	6,776.0	6,355.5	420.5	6.2%	63.0	0.9%	91%	False	False	85,695
40	6,776.0	6,042.5	733.5	10.9%	91.5	1.4%	95%	False	False	113,655
60	6,875.0	6,042.5	832.5	12.4%	84.0	1.2%	84%	False	False	107,763
80	6,875.0	6,042.5	832.5	12.4%	71.5	1.1%	84%	False	False	81,196
100	6,875.0	6,042.5	832.5	12.4%	62.5	0.9%	84%	False	False	64,965
120	6,875.0	6,042.5	832.5	12.4%	53.0	0.8%	84%	False	False	54,147

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	11.8
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,978.5
2.618	6,897.5
1.618	6,848.0
1.000	6,817.5
0.618	6,798.5
HIGH	6,768.0
0.618	6,749.0
0.500	6,743.0
0.382	6,737.5
LOW	6,718.5
0.618	6,688.0
1.000	6,669.0
1.618	6,638.5
2.618	6,589.0
4.250	6,508.0

Fisher Pivots for day following 26-Nov-2014
Pivot	1 day	3 day
R1	6,743.0	6,737.5
PP	6,741.5	6,737.0
S1	6,740.0	6,736.5

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

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