FTSE 100 Index Future December 2010

Trading Metrics calculated at close of trading on 15-Nov-2010

Day Change Summary
	Previous	Current
	12-Nov-2010	15-Nov-2010	Change	Change %	Previous Week
Open	5,818.0	5,790.5	-27.5	-0.5%	5,859.5
High	5,821.5	5,829.0	7.5	0.1%	5,892.5
Low	5,700.0	5,743.0	43.0	0.8%	5,700.0
Close	5,788.5	5,807.0	18.5	0.3%	5,788.5
Range	121.5	86.0	-35.5	-29.2%	192.5
ATR	77.4	78.0	0.6	0.8%	0.0
Volume	133,524	90,415	-43,109	-32.3%	493,969

Daily Pivots for day following 15-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,051.0	6,015.0	5,854.5
R3	5,965.0	5,929.0	5,830.5
R2	5,879.0	5,879.0	5,823.0
R1	5,843.0	5,843.0	5,815.0	5,861.0
PP	5,793.0	5,793.0	5,793.0	5,802.0
S1	5,757.0	5,757.0	5,799.0	5,775.0
S2	5,707.0	5,707.0	5,791.0
S3	5,621.0	5,671.0	5,783.5
S4	5,535.0	5,585.0	5,759.5

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,371.0	6,272.5	5,894.5
R3	6,178.5	6,080.0	5,841.5
R2	5,986.0	5,986.0	5,824.0
R1	5,887.5	5,887.5	5,806.0	5,840.5
PP	5,793.5	5,793.5	5,793.5	5,770.0
S1	5,695.0	5,695.0	5,771.0	5,648.0
S2	5,601.0	5,601.0	5,753.0
S3	5,408.5	5,502.5	5,735.5
S4	5,216.0	5,310.0	5,682.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,892.5	5,700.0	192.5	3.3%	81.0	1.4%	56%	False	False	101,283
10	5,892.5	5,667.5	225.0	3.9%	76.0	1.3%	62%	False	False	98,344
20	5,892.5	5,612.5	280.0	4.8%	72.5	1.3%	69%	False	False	94,538
40	5,892.5	5,435.0	457.5	7.9%	78.5	1.4%	81%	False	False	99,128
60	5,892.5	5,050.0	842.5	14.5%	75.5	1.3%	90%	False	False	83,367
80	5,892.5	5,050.0	842.5	14.5%	67.5	1.2%	90%	False	False	62,548
100	5,892.5	4,744.0	1,148.5	19.8%	68.5	1.2%	93%	False	False	50,055
120	5,892.5	4,744.0	1,148.5	19.8%	68.5	1.2%	93%	False	False	41,778

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,194.5
2.618	6,054.0
1.618	5,968.0
1.000	5,915.0
0.618	5,882.0
HIGH	5,829.0
0.618	5,796.0
0.500	5,786.0
0.382	5,776.0
LOW	5,743.0
0.618	5,690.0
1.000	5,657.0
1.618	5,604.0
2.618	5,518.0
4.250	5,377.5

Fisher Pivots for day following 15-Nov-2010
Pivot	1 day	3 day
R1	5,800.0	5,793.5
PP	5,793.0	5,780.0
S1	5,786.0	5,767.0

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

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