FTSE 100 Index Future December 2014

Trading Metrics calculated at close of trading on 09-Dec-2014

Day Change Summary
	Previous	Current
	08-Dec-2014	09-Dec-2014	Change	Change %	Previous Week
Open	6,727.5	6,634.5	-93.0	-1.4%	6,672.0
High	6,731.5	6,637.0	-94.5	-1.4%	6,758.0
Low	6,637.5	6,516.5	-121.0	-1.8%	6,638.5
Close	6,683.5	6,542.5	-141.0	-2.1%	6,741.5
Range	94.0	120.5	26.5	28.2%	119.5
ATR	73.5	80.2	6.7	9.1%	0.0
Volume	74,009	138,086	64,077	86.6%	469,668

Daily Pivots for day following 09-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,927.0	6,855.0	6,609.0
R3	6,806.5	6,734.5	6,575.5
R2	6,686.0	6,686.0	6,564.5
R1	6,614.0	6,614.0	6,553.5	6,590.0
PP	6,565.5	6,565.5	6,565.5	6,553.0
S1	6,493.5	6,493.5	6,531.5	6,469.0
S2	6,445.0	6,445.0	6,520.5
S3	6,324.5	6,373.0	6,509.5
S4	6,204.0	6,252.5	6,476.0

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,071.0	7,026.0	6,807.0
R3	6,951.5	6,906.5	6,774.5
R2	6,832.0	6,832.0	6,763.5
R1	6,787.0	6,787.0	6,752.5	6,809.5
PP	6,712.5	6,712.5	6,712.5	6,724.0
S1	6,667.5	6,667.5	6,730.5	6,690.0
S2	6,593.0	6,593.0	6,719.5
S3	6,473.5	6,548.0	6,708.5
S4	6,354.0	6,428.5	6,676.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,757.0	6,516.5	240.5	3.7%	74.0	1.1%	11%	False	True	92,799
10	6,768.0	6,516.5	251.5	3.8%	64.5	1.0%	10%	False	True	89,469
20	6,776.0	6,516.5	259.5	4.0%	59.5	0.9%	10%	False	True	85,046
40	6,776.0	6,042.5	733.5	11.2%	80.5	1.2%	68%	False	False	100,233
60	6,875.0	6,042.5	832.5	12.7%	85.5	1.3%	60%	False	False	109,922
80	6,875.0	6,042.5	832.5	12.7%	75.0	1.1%	60%	False	False	91,463
100	6,875.0	6,042.5	832.5	12.7%	66.0	1.0%	60%	False	False	73,178
120	6,875.0	6,042.5	832.5	12.7%	57.0	0.9%	60%	False	False	60,984

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.4
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	7,149.0
2.618	6,952.5
1.618	6,832.0
1.000	6,757.5
0.618	6,711.5
HIGH	6,637.0
0.618	6,591.0
0.500	6,577.0
0.382	6,562.5
LOW	6,516.5
0.618	6,442.0
1.000	6,396.0
1.618	6,321.5
2.618	6,201.0
4.250	6,004.5

Fisher Pivots for day following 09-Dec-2014
Pivot	1 day	3 day
R1	6,577.0	6,636.5
PP	6,565.5	6,605.0
S1	6,554.0	6,574.0

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

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