FTSE 100 Index Future March 2015

Trading Metrics calculated at close of trading on 12-Jan-2015

Day Change Summary
	Previous	Current
	09-Jan-2015	12-Jan-2015	Change	Change %	Previous Week
Open	6,494.0	6,460.0	-34.0	-0.5%	6,472.0
High	6,508.0	6,482.0	-26.0	-0.4%	6,519.5
Low	6,406.5	6,383.5	-23.0	-0.4%	6,265.0
Close	6,418.0	6,430.5	12.5	0.2%	6,418.0
Range	101.5	98.5	-3.0	-3.0%	254.5
ATR	108.7	108.0	-0.7	-0.7%	0.0
Volume	94,722	83,741	-10,981	-11.6%	572,441

Daily Pivots for day following 12-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	6,727.5	6,677.5	6,484.5
R3	6,629.0	6,579.0	6,457.5
R2	6,530.5	6,530.5	6,448.5
R1	6,480.5	6,480.5	6,439.5	6,456.0
PP	6,432.0	6,432.0	6,432.0	6,420.0
S1	6,382.0	6,382.0	6,421.5	6,358.0
S2	6,333.5	6,333.5	6,412.5
S3	6,235.0	6,283.5	6,403.5
S4	6,136.5	6,185.0	6,376.5

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	7,164.5	7,045.5	6,558.0
R3	6,910.0	6,791.0	6,488.0
R2	6,655.5	6,655.5	6,464.5
R1	6,536.5	6,536.5	6,441.5	6,469.0
PP	6,401.0	6,401.0	6,401.0	6,367.0
S1	6,282.0	6,282.0	6,394.5	6,214.0
S2	6,146.5	6,146.5	6,371.5
S3	5,892.0	6,027.5	6,348.0
S4	5,637.5	5,773.0	6,278.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,519.0	6,265.0	254.0	3.9%	105.5	1.6%	65%	False	False	106,187
10	6,615.0	6,265.0	350.0	5.4%	104.0	1.6%	47%	False	False	86,559
20	6,615.0	6,068.0	547.0	8.5%	118.0	1.8%	66%	False	False	86,236
40	6,715.0	6,068.0	647.0	10.1%	85.0	1.3%	56%	False	False	43,993
60	6,715.0	6,010.0	705.0	11.0%	72.5	1.1%	60%	False	False	29,397
80	6,766.0	6,010.0	756.0	11.8%	63.0	1.0%	56%	False	False	22,052
100	6,808.5	6,010.0	798.5	12.4%	51.5	0.8%	53%	False	False	17,644
120	6,808.5	6,010.0	798.5	12.4%	44.0	0.7%	53%	False	False	14,707

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	19.2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,900.5
2.618	6,740.0
1.618	6,641.5
1.000	6,580.5
0.618	6,543.0
HIGH	6,482.0
0.618	6,444.5
0.500	6,433.0
0.382	6,421.0
LOW	6,383.5
0.618	6,322.5
1.000	6,285.0
1.618	6,224.0
2.618	6,125.5
4.250	5,965.0

Fisher Pivots for day following 12-Jan-2015
Pivot	1 day	3 day
R1	6,433.0	6,451.0
PP	6,432.0	6,444.5
S1	6,431.0	6,437.5

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

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