FTSE 100 Index Future December 2014

Trading Metrics calculated at close of trading on 27-Nov-2014

Day Change Summary
	Previous	Current
	26-Nov-2014	27-Nov-2014	Change	Change %	Previous Week
Open	6,732.0	6,733.0	1.0	0.0%	6,614.0
High	6,768.0	6,752.5	-15.5	-0.2%	6,776.0
Low	6,718.5	6,715.5	-3.0	0.0%	6,613.0
Close	6,738.0	6,720.0	-18.0	-0.3%	6,755.0
Range	49.5	37.0	-12.5	-25.3%	163.0
ATR	71.8	69.3	-2.5	-3.5%	0.0
Volume	73,144	52,380	-20,764	-28.4%	418,476

Daily Pivots for day following 27-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,840.5	6,817.0	6,740.5
R3	6,803.5	6,780.0	6,730.0
R2	6,766.5	6,766.5	6,727.0
R1	6,743.0	6,743.0	6,723.5	6,736.0
PP	6,729.5	6,729.5	6,729.5	6,726.0
S1	6,706.0	6,706.0	6,716.5	6,699.0
S2	6,692.5	6,692.5	6,713.0
S3	6,655.5	6,669.0	6,710.0
S4	6,618.5	6,632.0	6,699.5

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	6,691.0	85.0	1.3%	53.0	0.8%	34%	False	False	77,658
10	6,776.0	6,600.0	176.0	2.6%	54.0	0.8%	68%	False	False	76,262
20	6,776.0	6,422.0	354.0	5.3%	59.0	0.9%	84%	False	False	81,920
40	6,776.0	6,042.5	733.5	10.9%	89.0	1.3%	92%	False	False	112,627
60	6,875.0	6,042.5	832.5	12.4%	84.0	1.3%	81%	False	False	108,574
80	6,875.0	6,042.5	832.5	12.4%	71.5	1.1%	81%	False	False	81,850
100	6,875.0	6,042.5	832.5	12.4%	62.5	0.9%	81%	False	False	65,488
120	6,875.0	6,042.5	832.5	12.4%	53.0	0.8%	81%	False	False	54,583

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	12.3
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	6,910.0
2.618	6,849.5
1.618	6,812.5
1.000	6,789.5
0.618	6,775.5
HIGH	6,752.5
0.618	6,738.5
0.500	6,734.0
0.382	6,729.5
LOW	6,715.5
0.618	6,692.5
1.000	6,678.5
1.618	6,655.5
2.618	6,618.5
4.250	6,558.0

Fisher Pivots for day following 27-Nov-2014
Pivot	1 day	3 day
R1	6,734.0	6,736.5
PP	6,729.5	6,731.0
S1	6,724.5	6,725.5

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

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