FTSE 100 Index Future March 2015

Trading Metrics calculated at close of trading on 22-Jan-2015

Day Change Summary
	Previous	Current
	21-Jan-2015	22-Jan-2015	Change	Change %	Previous Week
Open	6,589.0	6,678.5	89.5	1.4%	6,460.0
High	6,672.5	6,785.0	112.5	1.7%	6,529.5
Low	6,582.0	6,668.5	86.5	1.3%	6,234.5
Close	6,659.0	6,736.5	77.5	1.2%	6,489.0
Range	90.5	116.5	26.0	28.7%	295.0
ATR	114.7	115.5	0.8	0.7%	0.0
Volume	114,458	130,407	15,949	13.9%	626,372

Daily Pivots for day following 22-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	7,079.5	7,024.5	6,800.5
R3	6,963.0	6,908.0	6,768.5
R2	6,846.5	6,846.5	6,758.0
R1	6,791.5	6,791.5	6,747.0	6,819.0
PP	6,730.0	6,730.0	6,730.0	6,744.0
S1	6,675.0	6,675.0	6,726.0	6,702.5
S2	6,613.5	6,613.5	6,715.0
S3	6,497.0	6,558.5	6,704.5
S4	6,380.5	6,442.0	6,672.5

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	6,785.0	6,377.5	407.5	6.0%	93.5	1.4%	88%	True	False	99,475
10	6,785.0	6,234.5	550.5	8.2%	112.0	1.7%	91%	True	False	110,096
20	6,785.0	6,234.5	550.5	8.2%	101.5	1.5%	91%	True	False	92,173
40	6,785.0	6,068.0	717.0	10.6%	100.0	1.5%	93%	True	False	67,052
60	6,785.0	6,068.0	717.0	10.6%	78.5	1.2%	93%	True	False	44,720
80	6,785.0	6,010.0	775.0	11.5%	73.5	1.1%	94%	True	False	33,581
100	6,808.5	6,010.0	798.5	11.9%	60.0	0.9%	91%	False	False	26,868
120	6,808.5	6,010.0	798.5	11.9%	51.5	0.8%	91%	False	False	22,394

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	18.3
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,280.0
2.618	7,090.0
1.618	6,973.5
1.000	6,901.5
0.618	6,857.0
HIGH	6,785.0
0.618	6,740.5
0.500	6,727.0
0.382	6,713.0
LOW	6,668.5
0.618	6,596.5
1.000	6,552.0
1.618	6,480.0
2.618	6,363.5
4.250	6,173.5

Fisher Pivots for day following 22-Jan-2015
Pivot	1 day	3 day
R1	6,733.0	6,711.0
PP	6,730.0	6,685.5
S1	6,727.0	6,660.0

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

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