FTSE 100 Index Future March 2015

Trading Metrics calculated at close of trading on 23-Jan-2015

Day Change Summary
	Previous	Current
	22-Jan-2015	23-Jan-2015	Change	Change %	Previous Week
Open	6,678.5	6,765.0	86.5	1.3%	6,491.0
High	6,785.0	6,789.0	4.0	0.1%	6,789.0
Low	6,668.5	6,737.0	68.5	1.0%	6,487.0
Close	6,736.5	6,769.0	32.5	0.5%	6,769.0
Range	116.5	52.0	-64.5	-55.4%	302.0
ATR	115.5	111.0	-4.5	-3.9%	0.0
Volume	130,407	95,957	-34,450	-26.4%	475,823

Daily Pivots for day following 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	6,921.0	6,897.0	6,797.5
R3	6,869.0	6,845.0	6,783.5
R2	6,817.0	6,817.0	6,778.5
R1	6,793.0	6,793.0	6,774.0	6,805.0
PP	6,765.0	6,765.0	6,765.0	6,771.0
S1	6,741.0	6,741.0	6,764.0	6,753.0
S2	6,713.0	6,713.0	6,759.5
S3	6,661.0	6,689.0	6,754.5
S4	6,609.0	6,637.0	6,740.5

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	7,587.5	7,480.5	6,935.0
R3	7,285.5	7,178.5	6,852.0
R2	6,983.5	6,983.5	6,824.5
R1	6,876.5	6,876.5	6,796.5	6,930.0
PP	6,681.5	6,681.5	6,681.5	6,708.5
S1	6,574.5	6,574.5	6,741.5	6,628.0
S2	6,379.5	6,379.5	6,713.5
S3	6,077.5	6,272.5	6,686.0
S4	5,775.5	5,970.5	6,603.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,789.0	6,487.0	302.0	4.5%	73.5	1.1%	93%	True	False	95,164
10	6,789.0	6,234.5	554.5	8.2%	107.0	1.6%	96%	True	False	110,219
20	6,789.0	6,234.5	554.5	8.2%	102.0	1.5%	96%	True	False	94,202
40	6,789.0	6,068.0	721.0	10.7%	100.5	1.5%	97%	True	False	69,398
60	6,789.0	6,068.0	721.0	10.7%	79.5	1.2%	97%	True	False	46,319
80	6,789.0	6,010.0	779.0	11.5%	74.0	1.1%	97%	True	False	34,781
100	6,808.5	6,010.0	798.5	11.8%	60.5	0.9%	95%	False	False	27,828
120	6,808.5	6,010.0	798.5	11.8%	52.0	0.8%	95%	False	False	23,194

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	19.3
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	7,010.0
2.618	6,925.0
1.618	6,873.0
1.000	6,841.0
0.618	6,821.0
HIGH	6,789.0
0.618	6,769.0
0.500	6,763.0
0.382	6,757.0
LOW	6,737.0
0.618	6,705.0
1.000	6,685.0
1.618	6,653.0
2.618	6,601.0
4.250	6,516.0

Fisher Pivots for day following 23-Jan-2015
Pivot	1 day	3 day
R1	6,767.0	6,741.0
PP	6,765.0	6,713.5
S1	6,763.0	6,685.5

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

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