FTSE 100 Index Future December 2009

Trading Metrics calculated at close of trading on 16-Dec-2009

Day Change Summary
	Previous	Current
	15-Dec-2009	16-Dec-2009	Change	Change %	Previous Week
Open	5,322.0	5,285.5	-36.5	-0.7%	5,305.5
High	5,330.0	5,337.0	7.0	0.1%	5,331.0
Low	5,250.0	5,283.5	33.5	0.6%	5,174.5
Close	5,280.0	5,317.0	37.0	0.7%	5,258.5
Range	80.0	53.5	-26.5	-33.1%	156.5
ATR	90.0	87.7	-2.4	-2.6%	0.0
Volume	297,141	255,619	-41,522	-14.0%	568,126

Daily Pivots for day following 16-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,473.0	5,448.5	5,346.5
R3	5,419.5	5,395.0	5,331.5
R2	5,366.0	5,366.0	5,327.0
R1	5,341.5	5,341.5	5,322.0	5,354.0
PP	5,312.5	5,312.5	5,312.5	5,318.5
S1	5,288.0	5,288.0	5,312.0	5,300.0
S2	5,259.0	5,259.0	5,307.0
S3	5,205.5	5,234.5	5,302.5
S4	5,152.0	5,181.0	5,287.5

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	5,337.0	5,193.0	144.0	2.7%	59.5	1.1%	86%	True	False	184,050
10	5,376.0	5,174.5	201.5	3.8%	76.5	1.4%	71%	False	False	142,555
20	5,380.0	5,081.0	299.0	5.6%	81.0	1.5%	79%	False	False	120,803
40	5,386.0	4,954.5	431.5	8.1%	84.0	1.6%	84%	False	False	112,296
60	5,386.0	4,922.5	463.5	8.7%	83.0	1.6%	85%	False	False	112,540
80	5,386.0	4,742.5	643.5	12.1%	77.5	1.5%	89%	False	False	96,096
100	5,386.0	4,464.5	921.5	17.3%	74.0	1.4%	93%	False	False	76,912
120	5,386.0	4,041.0	1,345.0	25.3%	71.0	1.3%	95%	False	False	64,124

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,564.5
2.618	5,477.0
1.618	5,423.5
1.000	5,390.5
0.618	5,370.0
HIGH	5,337.0
0.618	5,316.5
0.500	5,310.0
0.382	5,304.0
LOW	5,283.5
0.618	5,250.5
1.000	5,230.0
1.618	5,197.0
2.618	5,143.5
4.250	5,056.0

Fisher Pivots for day following 16-Dec-2009
Pivot	1 day	3 day
R1	5,315.0	5,309.0
PP	5,312.5	5,301.5
S1	5,310.0	5,293.5

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

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