FTSE 100 Index Future March 2015

Trading Metrics calculated at close of trading on 19-Jan-2015

Day Change Summary
	Previous	Current
	16-Jan-2015	19-Jan-2015	Change	Change %	Previous Week
Open	6,388.0	6,491.0	103.0	1.6%	6,460.0
High	6,529.5	6,541.5	12.0	0.2%	6,529.5
Low	6,377.5	6,487.0	109.5	1.7%	6,234.5
Close	6,489.0	6,523.0	34.0	0.5%	6,489.0
Range	152.0	54.5	-97.5	-64.1%	295.0
ATR	123.0	118.1	-4.9	-4.0%	0.0
Volume	117,511	53,290	-64,221	-54.7%	626,372

Daily Pivots for day following 19-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	6,680.5	6,656.5	6,553.0
R3	6,626.0	6,602.0	6,538.0
R2	6,571.5	6,571.5	6,533.0
R1	6,547.5	6,547.5	6,528.0	6,559.5
PP	6,517.0	6,517.0	6,517.0	6,523.0
S1	6,493.0	6,493.0	6,518.0	6,505.0
S2	6,462.5	6,462.5	6,513.0
S3	6,408.0	6,438.5	6,508.0
S4	6,353.5	6,384.0	6,493.0

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	7,302.5	7,191.0	6,651.0
R3	7,007.5	6,896.0	6,570.0
R2	6,712.5	6,712.5	6,543.0
R1	6,601.0	6,601.0	6,516.0	6,657.0
PP	6,417.5	6,417.5	6,417.5	6,445.5
S1	6,306.0	6,306.0	6,462.0	6,362.0
S2	6,122.5	6,122.5	6,435.0
S3	5,827.5	6,011.0	6,408.0
S4	5,532.5	5,716.0	6,327.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,541.5	6,234.5	307.0	4.7%	131.5	2.0%	94%	True	False	119,184
10	6,541.5	6,234.5	307.0	4.7%	118.5	1.8%	94%	True	False	112,685
20	6,615.0	6,234.5	380.5	5.8%	105.0	1.6%	76%	False	False	92,827
40	6,715.0	6,068.0	647.0	9.9%	97.0	1.5%	70%	False	False	58,887
60	6,715.0	6,068.0	647.0	9.9%	76.5	1.2%	70%	False	False	39,300
80	6,715.0	6,010.0	705.0	10.8%	70.0	1.1%	73%	False	False	29,499
100	6,808.5	6,010.0	798.5	12.2%	57.5	0.9%	64%	False	False	23,603
120	6,808.5	6,010.0	798.5	12.2%	49.5	0.8%	64%	False	False	19,673

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	23.6
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	6,773.0
2.618	6,684.0
1.618	6,629.5
1.000	6,596.0
0.618	6,575.0
HIGH	6,541.5
0.618	6,520.5
0.500	6,514.0
0.382	6,508.0
LOW	6,487.0
0.618	6,453.5
1.000	6,432.5
1.618	6,399.0
2.618	6,344.5
4.250	6,255.5

Fisher Pivots for day following 19-Jan-2015
Pivot	1 day	3 day
R1	6,520.0	6,478.0
PP	6,517.0	6,433.0
S1	6,514.0	6,388.0

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

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