FTSE 100 Index Future March 2015

Trading Metrics calculated at close of trading on 24-Dec-2014

Day Change Summary
	Previous	Current
	23-Dec-2014	24-Dec-2014	Change	Change %	Previous Week
Open	6,550.5	6,565.0	14.5	0.2%	6,225.5
High	6,575.5	6,585.0	9.5	0.1%	6,541.5
Low	6,536.0	6,553.0	17.0	0.3%	6,068.0
Close	6,539.0	6,572.0	33.0	0.5%	6,506.5
Range	39.5	32.0	-7.5	-19.0%	473.5
ATR	105.4	101.1	-4.2	-4.0%	0.0
Volume	55,377	0	-55,377	-100.0%	669,549

Daily Pivots for day following 24-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,666.0	6,651.0	6,589.5
R3	6,634.0	6,619.0	6,581.0
R2	6,602.0	6,602.0	6,578.0
R1	6,587.0	6,587.0	6,575.0	6,594.5
PP	6,570.0	6,570.0	6,570.0	6,574.0
S1	6,555.0	6,555.0	6,569.0	6,562.5
S2	6,538.0	6,538.0	6,566.0
S3	6,506.0	6,523.0	6,563.0
S4	6,474.0	6,491.0	6,554.5

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	6,585.0	6,302.0	283.0	4.3%	81.5	1.2%	95%	True	False	79,005
10	6,585.0	6,068.0	517.0	7.9%	132.0	2.0%	97%	True	False	85,912
20	6,703.0	6,068.0	635.0	9.7%	98.0	1.5%	79%	False	False	44,593
40	6,715.0	6,068.0	647.0	9.8%	68.5	1.0%	78%	False	False	22,375
60	6,715.0	6,010.0	705.0	10.7%	64.5	1.0%	80%	False	False	14,973
80	6,808.5	6,010.0	798.5	12.2%	51.0	0.8%	70%	False	False	11,234
100	6,808.5	6,010.0	798.5	12.2%	42.0	0.6%	70%	False	False	8,992
120	6,808.5	6,010.0	798.5	12.2%	35.5	0.5%	70%	False	False	7,499

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	35.9
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	6,721.0
2.618	6,669.0
1.618	6,637.0
1.000	6,617.0
0.618	6,605.0
HIGH	6,585.0
0.618	6,573.0
0.500	6,569.0
0.382	6,565.0
LOW	6,553.0
0.618	6,533.0
1.000	6,521.0
1.618	6,501.0
2.618	6,469.0
4.250	6,417.0

Fisher Pivots for day following 24-Dec-2014
Pivot	1 day	3 day
R1	6,571.0	6,564.5
PP	6,570.0	6,557.5
S1	6,569.0	6,550.0

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

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