FTSE 100 Index Future December 2014

Trading Metrics calculated at close of trading on 16-Dec-2014

Day Change Summary
	Previous	Current
	15-Dec-2014	16-Dec-2014	Change	Change %	Previous Week
Open	6,270.0	6,205.5	-64.5	-1.0%	6,727.5
High	6,354.5	6,349.0	-5.5	-0.1%	6,731.5
Low	6,121.5	6,140.5	19.0	0.3%	6,219.5
Close	6,186.5	6,325.0	138.5	2.2%	6,301.5
Range	233.0	208.5	-24.5	-10.5%	512.0
ATR	105.6	112.9	7.4	7.0%	0.0
Volume	252,129	334,784	82,655	32.8%	637,733

Daily Pivots for day following 16-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,897.0	6,819.5	6,439.5
R3	6,688.5	6,611.0	6,382.5
R2	6,480.0	6,480.0	6,363.0
R1	6,402.5	6,402.5	6,344.0	6,441.0
PP	6,271.5	6,271.5	6,271.5	6,291.0
S1	6,194.0	6,194.0	6,306.0	6,233.0
S2	6,063.0	6,063.0	6,287.0
S3	5,854.5	5,985.5	6,267.5
S4	5,646.0	5,777.0	6,210.5

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	6,565.0	6,121.5	443.5	7.0%	173.0	2.7%	46%	False	False	202,510
10	6,757.0	6,121.5	635.5	10.0%	123.5	2.0%	32%	False	False	147,655
20	6,776.0	6,121.5	654.5	10.3%	89.0	1.4%	31%	False	False	116,248
40	6,776.0	6,121.5	654.5	10.3%	80.0	1.3%	31%	False	False	103,345
60	6,776.0	6,042.5	733.5	11.6%	93.0	1.5%	39%	False	False	117,447
80	6,875.0	6,042.5	832.5	13.2%	84.0	1.3%	34%	False	False	104,102
100	6,875.0	6,042.5	832.5	13.2%	74.0	1.2%	34%	False	False	83,298
120	6,875.0	6,042.5	832.5	13.2%	64.5	1.0%	34%	False	False	69,422

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	25.0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,235.0
2.618	6,895.0
1.618	6,686.5
1.000	6,557.5
0.618	6,478.0
HIGH	6,349.0
0.618	6,269.5
0.500	6,245.0
0.382	6,220.0
LOW	6,140.5
0.618	6,011.5
1.000	5,932.0
1.618	5,803.0
2.618	5,594.5
4.250	5,254.5

Fisher Pivots for day following 16-Dec-2014
Pivot	1 day	3 day
R1	6,298.0	6,310.0
PP	6,271.5	6,294.5
S1	6,245.0	6,279.5

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

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