FTSE 100 Index Future March 2015

Trading Metrics calculated at close of trading on 20-Jan-2015

Day Change Summary
	Previous	Current
	19-Jan-2015	20-Jan-2015	Change	Change %	Previous Week
Open	6,491.0	6,548.5	57.5	0.9%	6,460.0
High	6,541.5	6,589.0	47.5	0.7%	6,529.5
Low	6,487.0	6,534.5	47.5	0.7%	6,234.5
Close	6,523.0	6,553.5	30.5	0.5%	6,489.0
Range	54.5	54.5	0.0	0.0%	295.0
ATR	118.1	114.4	-3.7	-3.2%	0.0
Volume	53,290	81,711	28,421	53.3%	626,372

Daily Pivots for day following 20-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	6,722.5	6,692.5	6,583.5
R3	6,668.0	6,638.0	6,568.5
R2	6,613.5	6,613.5	6,563.5
R1	6,583.5	6,583.5	6,558.5	6,598.5
PP	6,559.0	6,559.0	6,559.0	6,566.5
S1	6,529.0	6,529.0	6,548.5	6,544.0
S2	6,504.5	6,504.5	6,543.5
S3	6,450.0	6,474.5	6,538.5
S4	6,395.5	6,420.0	6,523.5

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	6,589.0	6,234.5	354.5	5.4%	121.0	1.8%	90%	True	False	117,018
10	6,589.0	6,234.5	354.5	5.4%	111.5	1.7%	90%	True	False	106,314
20	6,615.0	6,234.5	380.5	5.8%	100.0	1.5%	84%	False	False	90,234
40	6,715.0	6,068.0	647.0	9.9%	97.5	1.5%	75%	False	False	60,930
60	6,715.0	6,068.0	647.0	9.9%	77.0	1.2%	75%	False	False	40,646
80	6,715.0	6,010.0	705.0	10.8%	71.0	1.1%	77%	False	False	30,521
100	6,808.5	6,010.0	798.5	12.2%	58.5	0.9%	68%	False	False	24,420
120	6,808.5	6,010.0	798.5	12.2%	50.0	0.8%	68%	False	False	20,354

Crabel Price Patterns
NR	False
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	21.5

Fibonacci Retracements and Extensions
4.250	6,820.5
2.618	6,731.5
1.618	6,677.0
1.000	6,643.5
0.618	6,622.5
HIGH	6,589.0
0.618	6,568.0
0.500	6,562.0
0.382	6,555.5
LOW	6,534.5
0.618	6,501.0
1.000	6,480.0
1.618	6,446.5
2.618	6,392.0
4.250	6,303.0

Fisher Pivots for day following 20-Jan-2015
Pivot	1 day	3 day
R1	6,562.0	6,530.0
PP	6,559.0	6,506.5
S1	6,556.0	6,483.0

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

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