FTSE 100 Index Future March 2015

Trading Metrics calculated at close of trading on 05-Feb-2015

Day Change Summary
	Previous	Current
	04-Feb-2015	05-Feb-2015	Change	Change %	Previous Week
Open	6,819.0	6,773.0	-46.0	-0.7%	6,744.0
High	6,828.0	6,815.0	-13.0	-0.2%	6,832.0
Low	6,746.0	6,752.0	6.0	0.1%	6,671.5
Close	6,797.0	6,803.0	6.0	0.1%	6,706.0
Range	82.0	63.0	-19.0	-23.2%	160.5
ATR	106.8	103.7	-3.1	-2.9%	0.0
Volume	97,814	77,338	-20,476	-20.9%	542,498

Daily Pivots for day following 05-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	6,979.0	6,954.0	6,837.5
R3	6,916.0	6,891.0	6,820.5
R2	6,853.0	6,853.0	6,814.5
R1	6,828.0	6,828.0	6,809.0	6,840.5
PP	6,790.0	6,790.0	6,790.0	6,796.0
S1	6,765.0	6,765.0	6,797.0	6,777.5
S2	6,727.0	6,727.0	6,791.5
S3	6,664.0	6,702.0	6,785.5
S4	6,601.0	6,639.0	6,768.5

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	6,849.0	6,671.5	177.5	2.6%	88.0	1.3%	74%	False	False	107,463
10	6,849.0	6,671.5	177.5	2.6%	89.0	1.3%	74%	False	False	104,624
20	6,849.0	6,234.5	614.5	9.0%	100.5	1.5%	93%	False	False	107,360
40	6,849.0	6,068.0	781.0	11.5%	110.0	1.6%	94%	False	False	92,809
60	6,849.0	6,068.0	781.0	11.5%	87.5	1.3%	94%	False	False	62,141
80	6,849.0	6,010.0	839.0	12.3%	79.0	1.2%	95%	False	False	46,658
100	6,849.0	6,010.0	839.0	12.3%	68.5	1.0%	95%	False	False	37,329
120	6,849.0	6,010.0	839.0	12.3%	58.0	0.9%	95%	False	False	31,110

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.1
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	7,083.0
2.618	6,980.0
1.618	6,917.0
1.000	6,878.0
0.618	6,854.0
HIGH	6,815.0
0.618	6,791.0
0.500	6,783.5
0.382	6,776.0
LOW	6,752.0
0.618	6,713.0
1.000	6,689.0
1.618	6,650.0
2.618	6,587.0
4.250	6,484.0

Fisher Pivots for day following 05-Feb-2015
Pivot	1 day	3 day
R1	6,796.5	6,801.0
PP	6,790.0	6,799.5
S1	6,783.5	6,797.5

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

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