FTSE 100 Index Future December 2010

Trading Metrics calculated at close of trading on 29-Nov-2010

Day Change Summary
	Previous	Current
	26-Nov-2010	29-Nov-2010	Change	Change %	Previous Week
Open	5,674.0	5,669.5	-4.5	-0.1%	5,768.0
High	5,695.0	5,723.5	28.5	0.5%	5,793.0
Low	5,596.0	5,532.5	-63.5	-1.1%	5,571.5
Close	5,673.0	5,569.0	-104.0	-1.8%	5,673.0
Range	99.0	191.0	92.0	92.9%	221.5
ATR	92.3	99.4	7.0	7.6%	0.0
Volume	89,953	144,802	54,849	61.0%	405,819

Daily Pivots for day following 29-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,181.5	6,066.0	5,674.0
R3	5,990.5	5,875.0	5,621.5
R2	5,799.5	5,799.5	5,604.0
R1	5,684.0	5,684.0	5,586.5	5,646.0
PP	5,608.5	5,608.5	5,608.5	5,589.5
S1	5,493.0	5,493.0	5,551.5	5,455.0
S2	5,417.5	5,417.5	5,534.0
S3	5,226.5	5,302.0	5,516.5
S4	5,035.5	5,111.0	5,464.0

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,343.5	6,230.0	5,795.0
R3	6,122.0	6,008.5	5,734.0
R2	5,900.5	5,900.5	5,713.5
R1	5,787.0	5,787.0	5,693.5	5,733.0
PP	5,679.0	5,679.0	5,679.0	5,652.0
S1	5,565.5	5,565.5	5,652.5	5,511.5
S2	5,457.5	5,457.5	5,632.5
S3	5,236.0	5,344.0	5,612.0
S4	5,014.5	5,122.5	5,551.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,793.0	5,532.5	260.5	4.7%	129.5	2.3%	14%	False	True	110,124
10	5,829.0	5,532.5	296.5	5.3%	113.5	2.0%	12%	False	True	106,989
20	5,892.5	5,532.5	360.0	6.5%	94.0	1.7%	10%	False	True	103,540
40	5,892.5	5,513.5	379.0	6.8%	84.5	1.5%	15%	False	False	97,418
60	5,892.5	5,343.0	549.5	9.9%	81.0	1.5%	41%	False	False	99,418
80	5,892.5	5,050.0	842.5	15.1%	76.0	1.4%	62%	False	False	74,788
100	5,892.5	5,047.0	845.5	15.2%	72.5	1.3%	62%	False	False	59,844
120	5,892.5	4,744.0	1,148.5	20.6%	71.0	1.3%	72%	False	False	49,929

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	22.9
Widest range in 124 trading days

Fibonacci Retracements and Extensions
4.250	6,535.0
2.618	6,223.5
1.618	6,032.5
1.000	5,914.5
0.618	5,841.5
HIGH	5,723.5
0.618	5,650.5
0.500	5,628.0
0.382	5,605.5
LOW	5,532.5
0.618	5,414.5
1.000	5,341.5
1.618	5,223.5
2.618	5,032.5
4.250	4,721.0

Fisher Pivots for day following 29-Nov-2010
Pivot	1 day	3 day
R1	5,628.0	5,628.0
PP	5,608.5	5,608.5
S1	5,588.5	5,588.5

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

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