FTSE 100 Index Future December 2009

Trading Metrics calculated at close of trading on 18-Dec-2009

Day Change Summary
	Previous	Current
	17-Dec-2009	18-Dec-2009	Change	Change %	Previous Week
Open	5,282.5	5,237.0	-45.5	-0.9%	5,330.5
High	5,305.5	5,284.0	-21.5	-0.4%	5,337.0
Low	5,193.5	5,213.0	19.5	0.4%	5,193.5
Close	5,230.5	5,284.0	53.5	1.0%	5,284.0
Range	112.0	71.0	-41.0	-36.6%	143.5
ATR	90.2	88.9	-1.4	-1.5%	0.0
Volume	230,961	160,275	-70,686	-30.6%	1,063,699

Daily Pivots for day following 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,473.5	5,449.5	5,323.0
R3	5,402.5	5,378.5	5,303.5
R2	5,331.5	5,331.5	5,297.0
R1	5,307.5	5,307.5	5,290.5	5,319.5
PP	5,260.5	5,260.5	5,260.5	5,266.0
S1	5,236.5	5,236.5	5,277.5	5,248.5
S2	5,189.5	5,189.5	5,271.0
S3	5,118.5	5,165.5	5,264.5
S4	5,047.5	5,094.5	5,245.0

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,702.0	5,636.5	5,363.0
R3	5,558.5	5,493.0	5,323.5
R2	5,415.0	5,415.0	5,310.5
R1	5,349.5	5,349.5	5,297.0	5,310.5
PP	5,271.5	5,271.5	5,271.5	5,252.0
S1	5,206.0	5,206.0	5,271.0	5,167.0
S2	5,128.0	5,128.0	5,257.5
S3	4,984.5	5,062.5	5,244.5
S4	4,841.0	4,919.0	5,205.0

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	5,193.5	143.5	2.7%	70.5	1.3%	63%	False	False	212,739
10	5,337.0	5,174.5	162.5	3.1%	75.5	1.4%	67%	False	False	163,182
20	5,380.0	5,081.0	299.0	5.7%	83.5	1.6%	68%	False	False	132,249
40	5,386.0	4,954.5	431.5	8.2%	84.0	1.6%	76%	False	False	117,055
60	5,386.0	4,922.5	463.5	8.8%	83.0	1.6%	78%	False	False	115,698
80	5,386.0	4,742.5	643.5	12.2%	78.5	1.5%	84%	False	False	100,985
100	5,386.0	4,480.0	906.0	17.1%	74.5	1.4%	89%	False	False	80,819
120	5,386.0	4,041.0	1,345.0	25.5%	71.5	1.4%	92%	False	False	67,384

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,586.0
2.618	5,470.0
1.618	5,399.0
1.000	5,355.0
0.618	5,328.0
HIGH	5,284.0
0.618	5,257.0
0.500	5,248.5
0.382	5,240.0
LOW	5,213.0
0.618	5,169.0
1.000	5,142.0
1.618	5,098.0
2.618	5,027.0
4.250	4,911.0

Fisher Pivots for day following 18-Dec-2009
Pivot	1 day	3 day
R1	5,272.0	5,278.0
PP	5,260.5	5,271.5
S1	5,248.5	5,265.0

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

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