FTSE 100 Index Future March 2015

Trading Metrics calculated at close of trading on 29-Jan-2015

Day Change Summary
	Previous	Current
	28-Jan-2015	29-Jan-2015	Change	Change %	Previous Week
Open	6,802.0	6,715.0	-87.0	-1.3%	6,491.0
High	6,806.0	6,788.5	-17.5	-0.3%	6,789.0
Low	6,695.5	6,692.5	-3.0	0.0%	6,487.0
Close	6,754.5	6,754.0	-0.5	0.0%	6,769.0
Range	110.5	96.0	-14.5	-13.1%	302.0
ATR	109.1	108.2	-0.9	-0.9%	0.0
Volume	101,307	123,140	21,833	21.6%	475,823

Daily Pivots for day following 29-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	7,033.0	6,989.5	6,807.0
R3	6,937.0	6,893.5	6,780.5
R2	6,841.0	6,841.0	6,771.5
R1	6,797.5	6,797.5	6,763.0	6,819.0
PP	6,745.0	6,745.0	6,745.0	6,756.0
S1	6,701.5	6,701.5	6,745.0	6,723.0
S2	6,649.0	6,649.0	6,736.5
S3	6,553.0	6,605.5	6,727.5
S4	6,457.0	6,509.5	6,701.0

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	6,692.5	139.5	2.1%	90.5	1.3%	44%	False	True	101,785
10	6,832.0	6,377.5	454.5	6.7%	92.0	1.4%	83%	False	False	100,630
20	6,832.0	6,234.5	597.5	8.8%	110.0	1.6%	87%	False	False	107,834
40	6,832.0	6,068.0	764.0	11.3%	106.0	1.6%	90%	False	False	79,577
60	6,832.0	6,068.0	764.0	11.3%	83.5	1.2%	90%	False	False	53,198
80	6,832.0	6,010.0	822.0	12.2%	77.5	1.1%	91%	False	False	39,943
100	6,832.0	6,010.0	822.0	12.2%	64.5	1.0%	91%	False	False	31,956
120	6,832.0	6,010.0	822.0	12.2%	55.0	0.8%	91%	False	False	26,635

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,196.5
2.618	7,040.0
1.618	6,944.0
1.000	6,884.5
0.618	6,848.0
HIGH	6,788.5
0.618	6,752.0
0.500	6,740.5
0.382	6,729.0
LOW	6,692.5
0.618	6,633.0
1.000	6,596.5
1.618	6,537.0
2.618	6,441.0
4.250	6,284.5

Fisher Pivots for day following 29-Jan-2015
Pivot	1 day	3 day
R1	6,749.5	6,753.0
PP	6,745.0	6,752.0
S1	6,740.5	6,751.0

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

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