FTSE 100 Index Future March 2015

Trading Metrics calculated at close of trading on 02-Feb-2015

Day Change Summary
	Previous	Current
	30-Jan-2015	02-Feb-2015	Change	Change %	Previous Week
Open	6,765.5	6,725.5	-40.0	-0.6%	6,744.0
High	6,787.5	6,754.0	-33.5	-0.5%	6,832.0
Low	6,671.5	6,674.0	2.5	0.0%	6,671.5
Close	6,706.0	6,714.0	8.0	0.1%	6,706.0
Range	116.0	80.0	-36.0	-31.0%	160.5
ATR	108.8	106.7	-2.1	-1.9%	0.0
Volume	129,529	112,870	-16,659	-12.9%	542,498

Daily Pivots for day following 02-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	6,954.0	6,914.0	6,758.0
R3	6,874.0	6,834.0	6,736.0
R2	6,794.0	6,794.0	6,728.5
R1	6,754.0	6,754.0	6,721.5	6,734.0
PP	6,714.0	6,714.0	6,714.0	6,704.0
S1	6,674.0	6,674.0	6,706.5	6,654.0
S2	6,634.0	6,634.0	6,699.5
S3	6,554.0	6,594.0	6,692.0
S4	6,474.0	6,514.0	6,670.0

Weekly Pivots for week ending 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	7,218.0	7,122.5	6,794.5
R3	7,057.5	6,962.0	6,750.0
R2	6,897.0	6,897.0	6,735.5
R1	6,801.5	6,801.5	6,720.5	6,769.0
PP	6,736.5	6,736.5	6,736.5	6,720.0
S1	6,641.0	6,641.0	6,691.5	6,608.5
S2	6,576.0	6,576.0	6,676.5
S3	6,415.5	6,480.5	6,662.0
S4	6,255.0	6,320.0	6,617.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,810.0	6,671.5	138.5	2.1%	99.5	1.5%	31%	False	False	113,562
10	6,832.0	6,534.5	297.5	4.4%	91.0	1.4%	60%	False	False	107,790
20	6,832.0	6,234.5	597.5	8.9%	104.5	1.6%	80%	False	False	110,237
40	6,832.0	6,068.0	764.0	11.4%	108.5	1.6%	85%	False	False	85,575
60	6,832.0	6,068.0	764.0	11.4%	85.5	1.3%	85%	False	False	57,227
80	6,832.0	6,010.0	822.0	12.2%	79.0	1.2%	86%	False	False	42,972
100	6,832.0	6,010.0	822.0	12.2%	66.0	1.0%	86%	False	False	34,380
120	6,832.0	6,010.0	822.0	12.2%	56.5	0.8%	86%	False	False	28,654

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.4
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	7,094.0
2.618	6,963.5
1.618	6,883.5
1.000	6,834.0
0.618	6,803.5
HIGH	6,754.0
0.618	6,723.5
0.500	6,714.0
0.382	6,704.5
LOW	6,674.0
0.618	6,624.5
1.000	6,594.0
1.618	6,544.5
2.618	6,464.5
4.250	6,334.0

Fisher Pivots for day following 02-Feb-2015
Pivot	1 day	3 day
R1	6,714.0	6,730.0
PP	6,714.0	6,724.5
S1	6,714.0	6,719.5

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

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