FTSE 100 Index Future December 2009

Trading Metrics calculated at close of trading on 03-Dec-2009

Day Change Summary
	Previous	Current
	02-Dec-2009	03-Dec-2009	Change	Change %	Previous Week
Open	5,310.0	5,363.0	53.0	1.0%	5,294.5
High	5,351.0	5,373.0	22.0	0.4%	5,380.0
Low	5,283.0	5,280.5	-2.5	0.0%	5,081.0
Close	5,324.5	5,317.5	-7.0	-0.1%	5,243.5
Range	68.0	92.5	24.5	36.0%	299.0
ATR	96.3	96.0	-0.3	-0.3%	0.0
Volume	94,224	86,873	-7,351	-7.8%	371,332

Daily Pivots for day following 03-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,601.0	5,552.0	5,368.5
R3	5,508.5	5,459.5	5,343.0
R2	5,416.0	5,416.0	5,334.5
R1	5,367.0	5,367.0	5,326.0	5,345.0
PP	5,323.5	5,323.5	5,323.5	5,313.0
S1	5,274.5	5,274.5	5,309.0	5,253.0
S2	5,231.0	5,231.0	5,300.5
S3	5,138.5	5,182.0	5,292.0
S4	5,046.0	5,089.5	5,266.5

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,132.0	5,986.5	5,408.0
R3	5,833.0	5,687.5	5,325.5
R2	5,534.0	5,534.0	5,298.5
R1	5,388.5	5,388.5	5,271.0	5,312.0
PP	5,235.0	5,235.0	5,235.0	5,196.5
S1	5,089.5	5,089.5	5,216.0	5,013.0
S2	4,936.0	4,936.0	5,188.5
S3	4,637.0	4,790.5	5,161.5
S4	4,338.0	4,491.5	5,079.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,373.0	5,081.0	292.0	5.5%	104.5	2.0%	81%	True	False	109,646
10	5,380.0	5,081.0	299.0	5.6%	90.5	1.7%	79%	False	False	99,023
20	5,386.0	5,016.5	369.5	6.9%	78.0	1.5%	81%	False	False	94,621
40	5,386.0	4,954.5	431.5	8.1%	82.5	1.6%	84%	False	False	101,969
60	5,386.0	4,922.0	464.0	8.7%	82.0	1.5%	85%	False	False	105,172
80	5,386.0	4,568.0	818.0	15.4%	76.0	1.4%	92%	False	False	79,393
100	5,386.0	4,140.0	1,246.0	23.4%	72.0	1.4%	95%	False	False	63,540
120	5,386.0	4,041.0	1,345.0	25.3%	70.5	1.3%	95%	False	False	52,986

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	12.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,766.0
2.618	5,615.0
1.618	5,522.5
1.000	5,465.5
0.618	5,430.0
HIGH	5,373.0
0.618	5,337.5
0.500	5,327.0
0.382	5,316.0
LOW	5,280.5
0.618	5,223.5
1.000	5,188.0
1.618	5,131.0
2.618	5,038.5
4.250	4,887.5

Fisher Pivots for day following 03-Dec-2009
Pivot	1 day	3 day
R1	5,327.0	5,312.0
PP	5,323.5	5,306.5
S1	5,320.5	5,301.0

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

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