FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 11-Oct-2011

Day Change Summary
	Previous	Current
	10-Oct-2011	11-Oct-2011	Change	Change %	Previous Week
Open	5,308.0	5,366.0	58.0	1.1%	5,019.0
High	5,389.0	5,383.0	-6.0	-0.1%	5,348.5
Low	5,266.0	5,305.0	39.0	0.7%	4,839.5
Close	5,387.0	5,372.0	-15.0	-0.3%	5,253.0
Range	123.0	78.0	-45.0	-36.6%	509.0
ATR	156.1	150.8	-5.3	-3.4%	0.0
Volume	88,709	92,008	3,299	3.7%	777,969

Daily Pivots for day following 11-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,587.5	5,557.5	5,415.0
R3	5,509.5	5,479.5	5,393.5
R2	5,431.5	5,431.5	5,386.5
R1	5,401.5	5,401.5	5,379.0	5,416.5
PP	5,353.5	5,353.5	5,353.5	5,361.0
S1	5,323.5	5,323.5	5,365.0	5,338.5
S2	5,275.5	5,275.5	5,357.5
S3	5,197.5	5,245.5	5,350.5
S4	5,119.5	5,167.5	5,329.0

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,674.0	6,472.5	5,533.0
R3	6,165.0	5,963.5	5,393.0
R2	5,656.0	5,656.0	5,346.5
R1	5,454.5	5,454.5	5,299.5	5,555.0
PP	5,147.0	5,147.0	5,147.0	5,197.5
S1	4,945.5	4,945.5	5,206.5	5,046.0
S2	4,638.0	4,638.0	5,159.5
S3	4,129.0	4,436.5	5,113.0
S4	3,620.0	3,927.5	4,973.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,389.0	4,973.5	415.5	7.7%	129.5	2.4%	96%	False	False	130,524
10	5,389.0	4,839.5	549.5	10.2%	145.0	2.7%	97%	False	False	131,822
20	5,389.0	4,839.5	549.5	10.2%	155.0	2.9%	97%	False	False	137,064
40	5,418.0	4,839.5	578.5	10.8%	144.0	2.7%	92%	False	False	81,806
60	5,885.0	4,819.5	1,065.5	19.8%	130.5	2.4%	52%	False	False	54,551
80	6,000.5	4,819.5	1,181.0	22.0%	106.5	2.0%	47%	False	False	40,916
100	6,000.5	4,819.5	1,181.0	22.0%	87.0	1.6%	47%	False	False	32,735
120	6,000.5	4,819.5	1,181.0	22.0%	73.0	1.4%	47%	False	False	27,280

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	44.1
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	5,714.5
2.618	5,587.0
1.618	5,509.0
1.000	5,461.0
0.618	5,431.0
HIGH	5,383.0
0.618	5,353.0
0.500	5,344.0
0.382	5,335.0
LOW	5,305.0
0.618	5,257.0
1.000	5,227.0
1.618	5,179.0
2.618	5,101.0
4.250	4,973.5

Fisher Pivots for day following 11-Oct-2011
Pivot	1 day	3 day
R1	5,362.5	5,352.0
PP	5,353.5	5,332.0
S1	5,344.0	5,312.0

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

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