FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 23-Nov-2011

Day Change Summary
	Previous	Current
	22-Nov-2011	23-Nov-2011	Change	Change %	Previous Week
Open	5,248.5	5,217.0	-31.5	-0.6%	5,547.0
High	5,277.0	5,226.0	-51.0	-1.0%	5,576.5
Low	5,193.0	5,114.5	-78.5	-1.5%	5,333.0
Close	5,220.5	5,117.0	-103.5	-2.0%	5,348.5
Range	84.0	111.5	27.5	32.7%	243.5
ATR	137.0	135.2	-1.8	-1.3%	0.0
Volume	106,756	106,047	-709	-0.7%	629,497

Daily Pivots for day following 23-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,487.0	5,413.5	5,178.5
R3	5,375.5	5,302.0	5,147.5
R2	5,264.0	5,264.0	5,137.5
R1	5,190.5	5,190.5	5,127.0	5,171.5
PP	5,152.5	5,152.5	5,152.5	5,143.0
S1	5,079.0	5,079.0	5,107.0	5,060.0
S2	5,041.0	5,041.0	5,096.5
S3	4,929.5	4,967.5	5,086.5
S4	4,818.0	4,856.0	5,055.5

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,150.0	5,992.5	5,482.5
R3	5,906.5	5,749.0	5,415.5
R2	5,663.0	5,663.0	5,393.0
R1	5,505.5	5,505.5	5,371.0	5,462.5
PP	5,419.5	5,419.5	5,419.5	5,398.0
S1	5,262.0	5,262.0	5,326.0	5,219.0
S2	5,176.0	5,176.0	5,304.0
S3	4,932.5	5,018.5	5,281.5
S4	4,689.0	4,775.0	5,214.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,500.0	5,114.5	385.5	7.5%	114.0	2.2%	1%	False	True	117,581
10	5,576.5	5,114.5	462.0	9.0%	122.0	2.4%	1%	False	True	119,036
20	5,763.5	5,114.5	649.0	12.7%	144.0	2.8%	0%	False	True	127,328
40	5,763.5	4,839.5	924.0	18.1%	135.0	2.6%	30%	False	False	124,643
60	5,763.5	4,839.5	924.0	18.1%	141.0	2.8%	30%	False	False	117,435
80	5,763.5	4,819.5	944.0	18.4%	142.5	2.8%	32%	False	False	88,279
100	6,000.5	4,819.5	1,181.0	23.1%	123.5	2.4%	25%	False	False	70,625
120	6,000.5	4,819.5	1,181.0	23.1%	106.5	2.1%	25%	False	False	58,857

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,700.0
2.618	5,518.0
1.618	5,406.5
1.000	5,337.5
0.618	5,295.0
HIGH	5,226.0
0.618	5,183.5
0.500	5,170.0
0.382	5,157.0
LOW	5,114.5
0.618	5,045.5
1.000	5,003.0
1.618	4,934.0
2.618	4,822.5
4.250	4,640.5

Fisher Pivots for day following 23-Nov-2011
Pivot	1 day	3 day
R1	5,170.0	5,223.0
PP	5,152.5	5,187.5
S1	5,135.0	5,152.5

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

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