FTSE 100 Index Future March 2015

Trading Metrics calculated at close of trading on 14-Jan-2015

Day Change Summary
	Previous	Current
	13-Jan-2015	14-Jan-2015	Change	Change %	Previous Week
Open	6,411.5	6,401.0	-10.5	-0.2%	6,472.0
High	6,497.0	6,420.5	-76.5	-1.2%	6,519.5
Low	6,391.5	6,288.0	-103.5	-1.6%	6,265.0
Close	6,479.5	6,329.0	-150.5	-2.3%	6,418.0
Range	105.5	132.5	27.0	25.6%	254.5
ATR	107.8	113.8	6.0	5.5%	0.0
Volume	92,540	163,629	71,089	76.8%	572,441

Daily Pivots for day following 14-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	6,743.5	6,668.5	6,402.0
R3	6,611.0	6,536.0	6,365.5
R2	6,478.5	6,478.5	6,353.5
R1	6,403.5	6,403.5	6,341.0	6,375.0
PP	6,346.0	6,346.0	6,346.0	6,331.5
S1	6,271.0	6,271.0	6,317.0	6,242.0
S2	6,213.5	6,213.5	6,304.5
S3	6,081.0	6,138.5	6,292.5
S4	5,948.5	6,006.0	6,256.0

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	6,288.0	231.0	3.6%	109.0	1.7%	18%	False	True	108,077
10	6,559.0	6,265.0	294.0	4.6%	110.5	1.7%	22%	False	False	99,681
20	6,615.0	6,068.0	547.0	8.6%	114.5	1.8%	48%	False	False	96,036
40	6,715.0	6,068.0	647.0	10.2%	89.0	1.4%	40%	False	False	50,397
60	6,715.0	6,068.0	647.0	10.2%	72.5	1.1%	40%	False	False	33,665
80	6,728.0	6,010.0	718.0	11.3%	66.0	1.0%	44%	False	False	25,254
100	6,808.5	6,010.0	798.5	12.6%	53.5	0.8%	40%	False	False	20,206
120	6,808.5	6,010.0	798.5	12.6%	46.0	0.7%	40%	False	False	16,841

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	20.9
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	6,983.5
2.618	6,767.5
1.618	6,635.0
1.000	6,553.0
0.618	6,502.5
HIGH	6,420.5
0.618	6,370.0
0.500	6,354.0
0.382	6,338.5
LOW	6,288.0
0.618	6,206.0
1.000	6,155.5
1.618	6,073.5
2.618	5,941.0
4.250	5,725.0

Fisher Pivots for day following 14-Jan-2015
Pivot	1 day	3 day
R1	6,354.0	6,392.5
PP	6,346.0	6,371.5
S1	6,337.5	6,350.0

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

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