FTSE 100 Index Future December 2009

Trading Metrics calculated at close of trading on 15-Dec-2009

Day Change Summary
	Previous	Current
	14-Dec-2009	15-Dec-2009	Change	Change %	Previous Week
Open	5,330.5	5,322.0	-8.5	-0.2%	5,305.5
High	5,334.5	5,330.0	-4.5	-0.1%	5,331.0
Low	5,298.0	5,250.0	-48.0	-0.9%	5,174.5
Close	5,310.0	5,280.0	-30.0	-0.6%	5,258.5
Range	36.5	80.0	43.5	119.2%	156.5
ATR	90.8	90.0	-0.8	-0.9%	0.0
Volume	119,703	297,141	177,438	148.2%	568,126

Daily Pivots for day following 15-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,526.5	5,483.5	5,324.0
R3	5,446.5	5,403.5	5,302.0
R2	5,366.5	5,366.5	5,294.5
R1	5,323.5	5,323.5	5,287.5	5,305.0
PP	5,286.5	5,286.5	5,286.5	5,277.5
S1	5,243.5	5,243.5	5,272.5	5,225.0
S2	5,206.5	5,206.5	5,265.5
S3	5,126.5	5,163.5	5,258.0
S4	5,046.5	5,083.5	5,236.0

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%	63.0	1.2%	66%	False	False	156,940
10	5,376.0	5,174.5	201.5	3.8%	78.0	1.5%	52%	False	False	126,416
20	5,380.0	5,081.0	299.0	5.7%	80.0	1.5%	67%	False	False	112,546
40	5,386.0	4,954.5	431.5	8.2%	85.0	1.6%	75%	False	False	108,092
60	5,386.0	4,922.5	463.5	8.8%	83.0	1.6%	77%	False	False	109,769
80	5,386.0	4,718.5	667.5	12.6%	78.0	1.5%	84%	False	False	92,903
100	5,386.0	4,464.5	921.5	17.5%	73.5	1.4%	88%	False	False	74,357
120	5,386.0	4,041.0	1,345.0	25.5%	71.5	1.4%	92%	False	False	61,994

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.3
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,670.0
2.618	5,539.5
1.618	5,459.5
1.000	5,410.0
0.618	5,379.5
HIGH	5,330.0
0.618	5,299.5
0.500	5,290.0
0.382	5,280.5
LOW	5,250.0
0.618	5,200.5
1.000	5,170.0
1.618	5,120.5
2.618	5,040.5
4.250	4,910.0

Fisher Pivots for day following 15-Dec-2009
Pivot	1 day	3 day
R1	5,290.0	5,292.0
PP	5,286.5	5,288.0
S1	5,283.5	5,284.0

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

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