FTSE 100 Index Future March 2015

Trading Metrics calculated at close of trading on 27-Jan-2015

Day Change Summary
	Previous	Current
	26-Jan-2015	27-Jan-2015	Change	Change %	Previous Week
Open	6,744.0	6,799.0	55.0	0.8%	6,491.0
High	6,832.0	6,810.0	-22.0	-0.3%	6,789.0
Low	6,733.0	6,716.0	-17.0	-0.3%	6,487.0
Close	6,795.0	6,762.0	-33.0	-0.5%	6,769.0
Range	99.0	94.0	-5.0	-5.1%	302.0
ATR	110.2	109.0	-1.2	-1.0%	0.0
Volume	87,555	100,967	13,412	15.3%	475,823

Daily Pivots for day following 27-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	7,044.5	6,997.5	6,813.5
R3	6,950.5	6,903.5	6,788.0
R2	6,856.5	6,856.5	6,779.0
R1	6,809.5	6,809.5	6,770.5	6,786.0
PP	6,762.5	6,762.5	6,762.5	6,751.0
S1	6,715.5	6,715.5	6,753.5	6,692.0
S2	6,668.5	6,668.5	6,745.0
S3	6,574.5	6,621.5	6,736.0
S4	6,480.5	6,527.5	6,710.5

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	6,832.0	6,582.0	250.0	3.7%	90.5	1.3%	72%	False	False	105,868
10	6,832.0	6,234.5	597.5	8.8%	106.0	1.6%	88%	False	False	111,443
20	6,832.0	6,234.5	597.5	8.8%	106.5	1.6%	88%	False	False	100,570
40	6,832.0	6,068.0	764.0	11.3%	103.5	1.5%	91%	False	False	74,109
60	6,832.0	6,068.0	764.0	11.3%	80.5	1.2%	91%	False	False	49,458
80	6,832.0	6,010.0	822.0	12.2%	75.5	1.1%	91%	False	False	37,137
100	6,832.0	6,010.0	822.0	12.2%	62.5	0.9%	91%	False	False	29,712
120	6,832.0	6,010.0	822.0	12.2%	53.5	0.8%	91%	False	False	24,765

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,209.5
2.618	7,056.0
1.618	6,962.0
1.000	6,904.0
0.618	6,868.0
HIGH	6,810.0
0.618	6,774.0
0.500	6,763.0
0.382	6,752.0
LOW	6,716.0
0.618	6,658.0
1.000	6,622.0
1.618	6,564.0
2.618	6,470.0
4.250	6,316.5

Fisher Pivots for day following 27-Jan-2015
Pivot	1 day	3 day
R1	6,763.0	6,774.0
PP	6,762.5	6,770.0
S1	6,762.5	6,766.0

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

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