FTSE 100 Index Future December 2009

Trading Metrics calculated at close of trading on 05-Nov-2009

Day Change Summary
	Previous	Current
	04-Nov-2009	05-Nov-2009	Change	Change %	Previous Week
Open	5,041.5	5,040.0	-1.5	0.0%	5,228.0
High	5,103.0	5,137.0	34.0	0.7%	5,256.5
Low	5,039.0	5,016.5	-22.5	-0.4%	4,971.5
Close	5,085.0	5,120.0	35.0	0.7%	5,001.0
Range	64.0	120.5	56.5	88.3%	285.0
ATR	97.8	99.5	1.6	1.7%	0.0
Volume	123,149	100,728	-22,421	-18.2%	562,041

Daily Pivots for day following 05-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,452.5	5,407.0	5,186.5
R3	5,332.0	5,286.5	5,153.0
R2	5,211.5	5,211.5	5,142.0
R1	5,166.0	5,166.0	5,131.0	5,189.0
PP	5,091.0	5,091.0	5,091.0	5,102.5
S1	5,045.5	5,045.5	5,109.0	5,068.0
S2	4,970.5	4,970.5	5,098.0
S3	4,850.0	4,925.0	5,087.0
S4	4,729.5	4,804.5	5,053.5

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	5,142.5	4,954.5	188.0	3.7%	109.0	2.1%	88%	False	False	119,959
10	5,272.0	4,954.5	317.5	6.2%	107.0	2.1%	52%	False	False	116,058
20	5,273.0	4,954.5	318.5	6.2%	90.5	1.8%	52%	False	False	109,873
40	5,273.0	4,922.0	351.0	6.9%	85.0	1.7%	56%	False	False	112,318
60	5,273.0	4,568.0	705.0	13.8%	76.5	1.5%	78%	False	False	75,995
80	5,273.0	4,195.0	1,078.0	21.1%	71.5	1.4%	86%	False	False	57,029
100	5,273.0	4,041.0	1,232.0	24.1%	69.5	1.4%	88%	False	False	45,662

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.2
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,649.0
2.618	5,452.5
1.618	5,332.0
1.000	5,257.5
0.618	5,211.5
HIGH	5,137.0
0.618	5,091.0
0.500	5,077.0
0.382	5,062.5
LOW	5,016.5
0.618	4,942.0
1.000	4,896.0
1.618	4,821.5
2.618	4,701.0
4.250	4,504.5

Fisher Pivots for day following 05-Nov-2009
Pivot	1 day	3 day
R1	5,105.5	5,095.0
PP	5,091.0	5,070.5
S1	5,077.0	5,046.0

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

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