FTSE 100 Index Future March 2015

Trading Metrics calculated at close of trading on 22-Dec-2014

Day Change Summary
	Previous	Current
	19-Dec-2014	22-Dec-2014	Change	Change %	Previous Week
Open	6,455.5	6,537.0	81.5	1.3%	6,225.5
High	6,541.5	6,576.5	35.0	0.5%	6,541.5
Low	6,422.5	6,515.0	92.5	1.4%	6,068.0
Close	6,506.5	6,528.0	21.5	0.3%	6,506.5
Range	119.0	61.5	-57.5	-48.3%	473.5
ATR	112.9	109.8	-3.1	-2.7%	0.0
Volume	132,036	74,038	-57,998	-43.9%	669,549

Daily Pivots for day following 22-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,724.5	6,687.5	6,562.0
R3	6,663.0	6,626.0	6,545.0
R2	6,601.5	6,601.5	6,539.5
R1	6,564.5	6,564.5	6,533.5	6,552.0
PP	6,540.0	6,540.0	6,540.0	6,533.5
S1	6,503.0	6,503.0	6,522.5	6,491.0
S2	6,478.5	6,478.5	6,516.5
S3	6,417.0	6,441.5	6,511.0
S4	6,355.5	6,380.0	6,494.0

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,792.5	7,623.0	6,767.0
R3	7,319.0	7,149.5	6,636.5
R2	6,845.5	6,845.5	6,593.5
R1	6,676.0	6,676.0	6,550.0	6,761.0
PP	6,372.0	6,372.0	6,372.0	6,414.5
S1	6,202.5	6,202.5	6,463.0	6,287.0
S2	5,898.5	5,898.5	6,419.5
S3	5,425.0	5,729.0	6,376.5
S4	4,951.5	5,255.5	6,246.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,576.5	6,086.0	490.5	7.5%	141.0	2.2%	90%	True	False	130,034
10	6,597.0	6,068.0	529.0	8.1%	147.5	2.3%	87%	False	False	82,266
20	6,705.0	6,068.0	637.0	9.8%	98.5	1.5%	72%	False	False	41,931
40	6,715.0	6,068.0	647.0	9.9%	67.0	1.0%	71%	False	False	20,993
60	6,715.0	6,010.0	705.0	10.8%	64.0	1.0%	73%	False	False	14,051
80	6,808.5	6,010.0	798.5	12.2%	50.0	0.8%	65%	False	False	10,542
100	6,808.5	6,010.0	798.5	12.2%	41.5	0.6%	65%	False	False	8,438
120	6,808.5	6,010.0	798.5	12.2%	35.0	0.5%	65%	False	False	7,038

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	34.6
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	6,838.0
2.618	6,737.5
1.618	6,676.0
1.000	6,638.0
0.618	6,614.5
HIGH	6,576.5
0.618	6,553.0
0.500	6,546.0
0.382	6,538.5
LOW	6,515.0
0.618	6,477.0
1.000	6,453.5
1.618	6,415.5
2.618	6,354.0
4.250	6,253.5

Fisher Pivots for day following 22-Dec-2014
Pivot	1 day	3 day
R1	6,546.0	6,498.5
PP	6,540.0	6,469.0
S1	6,534.0	6,439.0

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

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