FTSE 100 Index Future December 2014

Trading Metrics calculated at close of trading on 15-Dec-2014

Day Change Summary
	Previous	Current
	12-Dec-2014	15-Dec-2014	Change	Change %	Previous Week
Open	6,418.0	6,270.0	-148.0	-2.3%	6,727.5
High	6,437.5	6,354.5	-83.0	-1.3%	6,731.5
Low	6,219.5	6,121.5	-98.0	-1.6%	6,219.5
Close	6,301.5	6,186.5	-115.0	-1.8%	6,301.5
Range	218.0	233.0	15.0	6.9%	512.0
ATR	95.8	105.6	9.8	10.2%	0.0
Volume	185,470	252,129	66,659	35.9%	637,733

Daily Pivots for day following 15-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,920.0	6,786.0	6,314.5
R3	6,687.0	6,553.0	6,250.5
R2	6,454.0	6,454.0	6,229.0
R1	6,320.0	6,320.0	6,208.0	6,270.5
PP	6,221.0	6,221.0	6,221.0	6,196.0
S1	6,087.0	6,087.0	6,165.0	6,037.5
S2	5,988.0	5,988.0	6,144.0
S3	5,755.0	5,854.0	6,122.5
S4	5,522.0	5,621.0	6,058.5

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	6,637.0	6,121.5	515.5	8.3%	155.5	2.5%	13%	False	True	163,170
10	6,758.0	6,121.5	636.5	10.3%	110.0	1.8%	10%	False	True	124,976
20	6,776.0	6,121.5	654.5	10.6%	81.5	1.3%	10%	False	True	103,363
40	6,776.0	6,121.5	654.5	10.6%	79.0	1.3%	10%	False	True	97,970
60	6,776.0	6,042.5	733.5	11.9%	92.0	1.5%	20%	False	False	113,700
80	6,875.0	6,042.5	832.5	13.5%	82.0	1.3%	17%	False	False	99,922
100	6,875.0	6,042.5	832.5	13.5%	72.0	1.2%	17%	False	False	79,951
120	6,875.0	6,042.5	832.5	13.5%	62.5	1.0%	17%	False	False	66,632

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	19.0
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	7,345.0
2.618	6,964.5
1.618	6,731.5
1.000	6,587.5
0.618	6,498.5
HIGH	6,354.5
0.618	6,265.5
0.500	6,238.0
0.382	6,210.5
LOW	6,121.5
0.618	5,977.5
1.000	5,888.5
1.618	5,744.5
2.618	5,511.5
4.250	5,131.0

Fisher Pivots for day following 15-Dec-2014
Pivot	1 day	3 day
R1	6,238.0	6,322.0
PP	6,221.0	6,276.5
S1	6,203.5	6,231.5

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

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