FTSE 100 Index Future December 2010

Trading Metrics calculated at close of trading on 16-Nov-2010

Day Change Summary
	Previous	Current
	15-Nov-2010	16-Nov-2010	Change	Change %	Previous Week
Open	5,790.5	5,774.0	-16.5	-0.3%	5,859.5
High	5,829.0	5,797.0	-32.0	-0.5%	5,892.5
Low	5,743.0	5,648.0	-95.0	-1.7%	5,700.0
Close	5,807.0	5,680.0	-127.0	-2.2%	5,788.5
Range	86.0	149.0	63.0	73.3%	192.5
ATR	78.0	83.8	5.8	7.4%	0.0
Volume	90,415	137,369	46,954	51.9%	493,969

Daily Pivots for day following 16-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,155.5	6,066.5	5,762.0
R3	6,006.5	5,917.5	5,721.0
R2	5,857.5	5,857.5	5,707.5
R1	5,768.5	5,768.5	5,693.5	5,738.5
PP	5,708.5	5,708.5	5,708.5	5,693.0
S1	5,619.5	5,619.5	5,666.5	5,589.5
S2	5,559.5	5,559.5	5,652.5
S3	5,410.5	5,470.5	5,639.0
S4	5,261.5	5,321.5	5,598.0

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	5,863.0	5,648.0	215.0	3.8%	97.5	1.7%	15%	False	True	106,485
10	5,892.5	5,648.0	244.5	4.3%	82.0	1.4%	13%	False	True	102,254
20	5,892.5	5,612.5	280.0	4.9%	76.5	1.3%	24%	False	False	96,672
40	5,892.5	5,435.0	457.5	8.1%	80.5	1.4%	54%	False	False	100,353
60	5,892.5	5,050.0	842.5	14.8%	77.5	1.4%	75%	False	False	85,657
80	5,892.5	5,050.0	842.5	14.8%	69.0	1.2%	75%	False	False	64,265
100	5,892.5	4,744.0	1,148.5	20.2%	69.5	1.2%	81%	False	False	51,428
120	5,892.5	4,744.0	1,148.5	20.2%	69.5	1.2%	81%	False	False	42,923

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.0
Widest range in 116 trading days

Fibonacci Retracements and Extensions
4.250	6,430.0
2.618	6,187.0
1.618	6,038.0
1.000	5,946.0
0.618	5,889.0
HIGH	5,797.0
0.618	5,740.0
0.500	5,722.5
0.382	5,705.0
LOW	5,648.0
0.618	5,556.0
1.000	5,499.0
1.618	5,407.0
2.618	5,258.0
4.250	5,015.0

Fisher Pivots for day following 16-Nov-2010
Pivot	1 day	3 day
R1	5,722.5	5,738.5
PP	5,708.5	5,719.0
S1	5,694.0	5,699.5

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

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