FTSE 100 Index Future December 2009

Trading Metrics calculated at close of trading on 14-Dec-2009

Day Change Summary
	Previous	Current
	11-Dec-2009	14-Dec-2009	Change	Change %	Previous Week
Open	5,254.0	5,330.5	76.5	1.5%	5,305.5
High	5,315.0	5,334.5	19.5	0.4%	5,331.0
Low	5,251.5	5,298.0	46.5	0.9%	5,174.5
Close	5,258.5	5,310.0	51.5	1.0%	5,258.5
Range	63.5	36.5	-27.0	-42.5%	156.5
ATR	92.0	90.8	-1.1	-1.2%	0.0
Volume	116,064	119,703	3,639	3.1%	568,126

Daily Pivots for day following 14-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,423.5	5,403.5	5,330.0
R3	5,387.0	5,367.0	5,320.0
R2	5,350.5	5,350.5	5,316.5
R1	5,330.5	5,330.5	5,313.5	5,322.0
PP	5,314.0	5,314.0	5,314.0	5,310.0
S1	5,294.0	5,294.0	5,306.5	5,286.0
S2	5,277.5	5,277.5	5,303.5
S3	5,241.0	5,257.5	5,300.0
S4	5,204.5	5,221.0	5,290.0

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,724.0	5,648.0	5,344.5
R3	5,567.5	5,491.5	5,301.5
R2	5,411.0	5,411.0	5,287.0
R1	5,335.0	5,335.0	5,273.0	5,295.0
PP	5,254.5	5,254.5	5,254.5	5,234.5
S1	5,178.5	5,178.5	5,244.0	5,138.0
S2	5,098.0	5,098.0	5,230.0
S3	4,941.5	5,022.0	5,215.5
S4	4,785.0	4,865.5	5,172.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,334.5	5,174.5	160.0	3.0%	71.0	1.3%	85%	True	False	114,175
10	5,376.0	5,174.5	201.5	3.8%	79.5	1.5%	67%	False	False	110,102
20	5,386.0	5,081.0	305.0	5.7%	80.0	1.5%	75%	False	False	101,201
40	5,386.0	4,954.5	431.5	8.1%	84.5	1.6%	82%	False	False	103,920
60	5,386.0	4,922.5	463.5	8.7%	83.0	1.6%	84%	False	False	107,105
80	5,386.0	4,699.0	687.0	12.9%	77.5	1.5%	89%	False	False	89,191
100	5,386.0	4,423.5	962.5	18.1%	73.5	1.4%	92%	False	False	71,386
120	5,386.0	4,041.0	1,345.0	25.3%	71.5	1.3%	94%	False	False	59,519

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	18.4
Narrowest range in 70 trading days

Fibonacci Retracements and Extensions
4.250	5,489.5
2.618	5,430.0
1.618	5,393.5
1.000	5,371.0
0.618	5,357.0
HIGH	5,334.5
0.618	5,320.5
0.500	5,316.0
0.382	5,312.0
LOW	5,298.0
0.618	5,275.5
1.000	5,261.5
1.618	5,239.0
2.618	5,202.5
4.250	5,143.0

Fisher Pivots for day following 14-Dec-2009
Pivot	1 day	3 day
R1	5,316.0	5,294.5
PP	5,314.0	5,279.0
S1	5,312.0	5,264.0

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

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