FTSE 100 Index Future December 2014

Trading Metrics calculated at close of trading on 12-Dec-2014

Day Change Summary
	Previous	Current
	11-Dec-2014	12-Dec-2014	Change	Change %	Previous Week
Open	6,489.0	6,418.0	-71.0	-1.1%	6,727.5
High	6,522.0	6,437.5	-84.5	-1.3%	6,731.5
Low	6,417.0	6,219.5	-197.5	-3.1%	6,219.5
Close	6,477.5	6,301.5	-176.0	-2.7%	6,301.5
Range	105.0	218.0	113.0	107.6%	512.0
ATR	83.3	95.8	12.5	15.0%	0.0
Volume	129,764	185,470	55,706	42.9%	637,733

Daily Pivots for day following 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,973.5	6,855.5	6,421.5
R3	6,755.5	6,637.5	6,361.5
R2	6,537.5	6,537.5	6,341.5
R1	6,419.5	6,419.5	6,321.5	6,369.5
PP	6,319.5	6,319.5	6,319.5	6,294.5
S1	6,201.5	6,201.5	6,281.5	6,151.5
S2	6,101.5	6,101.5	6,261.5
S3	5,883.5	5,983.5	6,241.5
S4	5,665.5	5,765.5	6,181.5

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,953.5	7,639.5	6,583.0
R3	7,441.5	7,127.5	6,442.5
R2	6,929.5	6,929.5	6,395.5
R1	6,615.5	6,615.5	6,348.5	6,516.5
PP	6,417.5	6,417.5	6,417.5	6,368.0
S1	6,103.5	6,103.5	6,254.5	6,004.5
S2	5,905.5	5,905.5	6,207.5
S3	5,393.5	5,591.5	6,160.5
S4	4,881.5	5,079.5	6,020.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,731.5	6,219.5	512.0	8.1%	127.5	2.0%	16%	False	True	127,546
10	6,758.0	6,219.5	538.5	8.5%	91.0	1.4%	15%	False	True	110,740
20	6,776.0	6,219.5	556.5	8.8%	73.5	1.2%	15%	False	True	94,118
40	6,776.0	6,198.5	577.5	9.2%	76.0	1.2%	18%	False	False	95,838
60	6,820.0	6,042.5	777.5	12.3%	89.5	1.4%	33%	False	False	111,786
80	6,875.0	6,042.5	832.5	13.2%	79.5	1.3%	31%	False	False	96,771
100	6,875.0	6,042.5	832.5	13.2%	69.5	1.1%	31%	False	False	77,429
120	6,875.0	6,042.5	832.5	13.2%	60.5	1.0%	31%	False	False	64,531

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	11.7
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	7,364.0
2.618	7,008.0
1.618	6,790.0
1.000	6,655.5
0.618	6,572.0
HIGH	6,437.5
0.618	6,354.0
0.500	6,328.5
0.382	6,303.0
LOW	6,219.5
0.618	6,085.0
1.000	6,001.5
1.618	5,867.0
2.618	5,649.0
4.250	5,293.0

Fisher Pivots for day following 12-Dec-2014
Pivot	1 day	3 day
R1	6,328.5	6,392.0
PP	6,319.5	6,362.0
S1	6,310.5	6,332.0

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

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