FTSE 100 Index Future December 2009

Trading Metrics calculated at close of trading on 10-Dec-2009

Day Change Summary
	Previous	Current
	09-Dec-2009	10-Dec-2009	Change	Change %	Previous Week
Open	5,209.5	5,198.0	-11.5	-0.2%	5,254.0
High	5,247.0	5,256.0	9.0	0.2%	5,376.0
Low	5,174.5	5,193.0	18.5	0.4%	5,181.0
Close	5,208.5	5,238.0	29.5	0.6%	5,320.5
Range	72.5	63.0	-9.5	-13.1%	195.0
ATR	95.4	93.1	-2.3	-2.4%	0.0
Volume	120,072	131,724	11,652	9.7%	541,197

Daily Pivots for day following 10-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,418.0	5,391.0	5,272.5
R3	5,355.0	5,328.0	5,255.5
R2	5,292.0	5,292.0	5,249.5
R1	5,265.0	5,265.0	5,244.0	5,278.5
PP	5,229.0	5,229.0	5,229.0	5,236.0
S1	5,202.0	5,202.0	5,232.0	5,215.5
S2	5,166.0	5,166.0	5,226.5
S3	5,103.0	5,139.0	5,220.5
S4	5,040.0	5,076.0	5,203.5

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,877.5	5,794.0	5,428.0
R3	5,682.5	5,599.0	5,374.0
R2	5,487.5	5,487.5	5,356.0
R1	5,404.0	5,404.0	5,338.5	5,446.0
PP	5,292.5	5,292.5	5,292.5	5,313.5
S1	5,209.0	5,209.0	5,302.5	5,251.0
S2	5,097.5	5,097.5	5,285.0
S3	4,902.5	5,014.0	5,267.0
S4	4,707.5	4,819.0	5,213.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,376.0	5,174.5	201.5	3.8%	88.0	1.7%	32%	False	False	110,031
10	5,376.0	5,081.0	295.0	5.6%	96.0	1.8%	53%	False	False	109,838
20	5,386.0	5,081.0	305.0	5.8%	80.5	1.5%	51%	False	False	98,825
40	5,386.0	4,954.5	431.5	8.2%	86.0	1.6%	66%	False	False	103,715
60	5,386.0	4,922.5	463.5	8.8%	83.0	1.6%	68%	False	False	107,667
80	5,386.0	4,592.5	793.5	15.1%	78.0	1.5%	81%	False	False	86,248
100	5,386.0	4,400.5	985.5	18.8%	73.0	1.4%	85%	False	False	69,033
120	5,386.0	4,041.0	1,345.0	25.7%	71.5	1.4%	89%	False	False	57,556

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	20.0
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	5,524.0
2.618	5,421.0
1.618	5,358.0
1.000	5,319.0
0.618	5,295.0
HIGH	5,256.0
0.618	5,232.0
0.500	5,224.5
0.382	5,217.0
LOW	5,193.0
0.618	5,154.0
1.000	5,130.0
1.618	5,091.0
2.618	5,028.0
4.250	4,925.0

Fisher Pivots for day following 10-Dec-2009
Pivot	1 day	3 day
R1	5,233.5	5,250.0
PP	5,229.0	5,246.0
S1	5,224.5	5,242.0

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

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