FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 21-Oct-2011

Day Change Summary
	Previous	Current
	20-Oct-2011	21-Oct-2011	Change	Change %	Previous Week
Open	5,382.0	5,387.5	5.5	0.1%	5,486.0
High	5,412.5	5,478.5	66.0	1.2%	5,521.0
Low	5,333.5	5,365.0	31.5	0.6%	5,323.5
Close	5,387.0	5,463.5	76.5	1.4%	5,463.5
Range	79.0	113.5	34.5	43.7%	197.5
ATR	137.2	135.5	-1.7	-1.2%	0.0
Volume	125,692	112,511	-13,181	-10.5%	579,055

Daily Pivots for day following 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,776.0	5,733.5	5,526.0
R3	5,662.5	5,620.0	5,494.5
R2	5,549.0	5,549.0	5,484.5
R1	5,506.5	5,506.5	5,474.0	5,528.0
PP	5,435.5	5,435.5	5,435.5	5,446.5
S1	5,393.0	5,393.0	5,453.0	5,414.0
S2	5,322.0	5,322.0	5,442.5
S3	5,208.5	5,279.5	5,432.5
S4	5,095.0	5,166.0	5,401.0

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,028.5	5,943.5	5,572.0
R3	5,831.0	5,746.0	5,518.0
R2	5,633.5	5,633.5	5,499.5
R1	5,548.5	5,548.5	5,481.5	5,492.0
PP	5,436.0	5,436.0	5,436.0	5,408.0
S1	5,351.0	5,351.0	5,445.5	5,295.0
S2	5,238.5	5,238.5	5,427.5
S3	5,041.0	5,153.5	5,409.0
S4	4,843.5	4,956.0	5,355.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,521.0	5,323.5	197.5	3.6%	124.0	2.3%	71%	False	False	115,811
10	5,521.0	5,266.0	255.0	4.7%	113.5	2.1%	77%	False	False	111,163
20	5,521.0	4,839.5	681.5	12.5%	138.5	2.5%	92%	False	False	126,905
40	5,521.0	4,839.5	681.5	12.5%	141.0	2.6%	92%	False	False	104,787
60	5,847.0	4,819.5	1,027.5	18.8%	142.5	2.6%	63%	False	False	70,065
80	6,000.5	4,819.5	1,181.0	21.6%	115.5	2.1%	55%	False	False	52,552
100	6,000.5	4,819.5	1,181.0	21.6%	96.5	1.8%	55%	False	False	42,044
120	6,000.5	4,819.5	1,181.0	21.6%	81.0	1.5%	55%	False	False	35,037

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	30.8
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,961.0
2.618	5,775.5
1.618	5,662.0
1.000	5,592.0
0.618	5,548.5
HIGH	5,478.5
0.618	5,435.0
0.500	5,422.0
0.382	5,408.5
LOW	5,365.0
0.618	5,295.0
1.000	5,251.5
1.618	5,181.5
2.618	5,068.0
4.250	4,882.5

Fisher Pivots for day following 21-Oct-2011
Pivot	1 day	3 day
R1	5,449.5	5,444.5
PP	5,435.5	5,425.0
S1	5,422.0	5,406.0

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

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