FTSE 100 Index Future December 2009

Trading Metrics calculated at close of trading on 02-Nov-2009

Day Change Summary
	Previous	Current
	30-Oct-2009	02-Nov-2009	Change	Change %	Previous Week
Open	5,110.5	4,991.5	-119.0	-2.3%	5,228.0
High	5,142.5	5,089.0	-53.5	-1.0%	5,256.5
Low	4,971.5	4,990.0	18.5	0.4%	4,971.5
Close	5,001.0	5,067.0	66.0	1.3%	5,001.0
Range	171.0	99.0	-72.0	-42.1%	285.0
ATR	97.6	97.7	0.1	0.1%	0.0
Volume	113,332	142,755	29,423	26.0%	562,041

Daily Pivots for day following 02-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,345.5	5,305.5	5,121.5
R3	5,246.5	5,206.5	5,094.0
R2	5,147.5	5,147.5	5,085.0
R1	5,107.5	5,107.5	5,076.0	5,127.5
PP	5,048.5	5,048.5	5,048.5	5,059.0
S1	5,008.5	5,008.5	5,058.0	5,028.5
S2	4,949.5	4,949.5	5,049.0
S3	4,850.5	4,909.5	5,040.0
S4	4,751.5	4,810.5	5,012.5

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,931.5	5,751.0	5,158.0
R3	5,646.5	5,466.0	5,079.5
R2	5,361.5	5,361.5	5,053.0
R1	5,181.0	5,181.0	5,027.0	5,129.0
PP	5,076.5	5,076.5	5,076.5	5,050.0
S1	4,896.0	4,896.0	4,975.0	4,844.0
S2	4,791.5	4,791.5	4,949.0
S3	4,506.5	4,611.0	4,922.5
S4	4,221.5	4,326.0	4,844.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,204.0	4,971.5	232.5	4.6%	119.0	2.4%	41%	False	False	120,219
10	5,273.0	4,971.5	301.5	6.0%	106.5	2.1%	32%	False	False	110,523
20	5,273.0	4,971.5	301.5	6.0%	89.0	1.8%	32%	False	False	107,714
40	5,273.0	4,893.0	380.0	7.5%	83.5	1.6%	46%	False	False	104,943
60	5,273.0	4,568.0	705.0	13.9%	75.0	1.5%	71%	False	False	70,269
80	5,273.0	4,041.0	1,232.0	24.3%	70.5	1.4%	83%	False	False	52,736
100	5,273.0	4,041.0	1,232.0	24.3%	68.5	1.3%	83%	False	False	42,233

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.2
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,510.0
2.618	5,348.0
1.618	5,249.0
1.000	5,188.0
0.618	5,150.0
HIGH	5,089.0
0.618	5,051.0
0.500	5,039.5
0.382	5,028.0
LOW	4,990.0
0.618	4,929.0
1.000	4,891.0
1.618	4,830.0
2.618	4,731.0
4.250	4,569.0

Fisher Pivots for day following 02-Nov-2009
Pivot	1 day	3 day
R1	5,058.0	5,063.5
PP	5,048.5	5,060.5
S1	5,039.5	5,057.0

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

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