FTSE 100 Index Future March 2015

Trading Metrics calculated at close of trading on 15-Jan-2015

Day Change Summary
	Previous	Current
	14-Jan-2015	15-Jan-2015	Change	Change %	Previous Week
Open	6,401.0	6,385.5	-15.5	-0.2%	6,472.0
High	6,420.5	6,447.0	26.5	0.4%	6,519.5
Low	6,288.0	6,234.5	-53.5	-0.9%	6,265.0
Close	6,329.0	6,413.0	84.0	1.3%	6,418.0
Range	132.5	212.5	80.0	60.4%	254.5
ATR	113.8	120.8	7.1	6.2%	0.0
Volume	163,629	168,951	5,322	3.3%	572,441

Daily Pivots for day following 15-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	7,002.5	6,920.0	6,530.0
R3	6,790.0	6,707.5	6,471.5
R2	6,577.5	6,577.5	6,452.0
R1	6,495.0	6,495.0	6,432.5	6,536.0
PP	6,365.0	6,365.0	6,365.0	6,385.5
S1	6,282.5	6,282.5	6,393.5	6,324.0
S2	6,152.5	6,152.5	6,374.0
S3	5,940.0	6,070.0	6,354.5
S4	5,727.5	5,857.5	6,296.0

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	6,508.0	6,234.5	273.5	4.3%	130.0	2.0%	65%	False	True	120,716
10	6,559.0	6,234.5	324.5	5.1%	128.0	2.0%	55%	False	True	115,038
20	6,615.0	6,086.0	529.0	8.2%	113.5	1.8%	62%	False	False	99,813
40	6,715.0	6,068.0	647.0	10.1%	93.0	1.5%	53%	False	False	54,620
60	6,715.0	6,068.0	647.0	10.1%	75.0	1.2%	53%	False	False	36,480
80	6,715.0	6,010.0	705.0	11.0%	68.5	1.1%	57%	False	False	27,366
100	6,808.5	6,010.0	798.5	12.5%	55.5	0.9%	50%	False	False	21,895
120	6,808.5	6,010.0	798.5	12.5%	48.0	0.7%	50%	False	False	18,249

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27.0
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	7,350.0
2.618	7,003.5
1.618	6,791.0
1.000	6,659.5
0.618	6,578.5
HIGH	6,447.0
0.618	6,366.0
0.500	6,341.0
0.382	6,315.5
LOW	6,234.5
0.618	6,103.0
1.000	6,022.0
1.618	5,890.5
2.618	5,678.0
4.250	5,331.5

Fisher Pivots for day following 15-Jan-2015
Pivot	1 day	3 day
R1	6,389.0	6,397.0
PP	6,365.0	6,381.5
S1	6,341.0	6,366.0

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

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