FTSE 100 Index Future December 2010

Trading Metrics calculated at close of trading on 30-Nov-2010

Day Change Summary
	Previous	Current
	29-Nov-2010	30-Nov-2010	Change	Change %	Previous Week
Open	5,669.5	5,598.5	-71.0	-1.3%	5,768.0
High	5,723.5	5,598.5	-125.0	-2.2%	5,793.0
Low	5,532.5	5,516.5	-16.0	-0.3%	5,571.5
Close	5,569.0	5,544.5	-24.5	-0.4%	5,673.0
Range	191.0	82.0	-109.0	-57.1%	221.5
ATR	99.4	98.1	-1.2	-1.2%	0.0
Volume	144,802	147,226	2,424	1.7%	405,819

Daily Pivots for day following 30-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,799.0	5,754.0	5,589.5
R3	5,717.0	5,672.0	5,567.0
R2	5,635.0	5,635.0	5,559.5
R1	5,590.0	5,590.0	5,552.0	5,571.5
PP	5,553.0	5,553.0	5,553.0	5,544.0
S1	5,508.0	5,508.0	5,537.0	5,489.5
S2	5,471.0	5,471.0	5,529.5
S3	5,389.0	5,426.0	5,522.0
S4	5,307.0	5,344.0	5,499.5

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	5,723.5	5,516.5	207.0	3.7%	116.0	2.1%	14%	False	True	116,372
10	5,800.0	5,516.5	283.5	5.1%	113.0	2.0%	10%	False	True	112,670
20	5,892.5	5,516.5	376.0	6.8%	94.5	1.7%	7%	False	True	105,507
40	5,892.5	5,516.5	376.0	6.8%	84.5	1.5%	7%	False	True	98,744
60	5,892.5	5,343.0	549.5	9.9%	82.0	1.5%	37%	False	False	101,815
80	5,892.5	5,050.0	842.5	15.2%	77.0	1.4%	59%	False	False	76,628
100	5,892.5	5,050.0	842.5	15.2%	72.5	1.3%	59%	False	False	61,316
120	5,892.5	4,744.0	1,148.5	20.7%	71.5	1.3%	70%	False	False	51,149

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	19.0
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5,947.0
2.618	5,813.0
1.618	5,731.0
1.000	5,680.5
0.618	5,649.0
HIGH	5,598.5
0.618	5,567.0
0.500	5,557.5
0.382	5,548.0
LOW	5,516.5
0.618	5,466.0
1.000	5,434.5
1.618	5,384.0
2.618	5,302.0
4.250	5,168.0

Fisher Pivots for day following 30-Nov-2010
Pivot	1 day	3 day
R1	5,557.5	5,620.0
PP	5,553.0	5,595.0
S1	5,549.0	5,569.5

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

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