FTSE 100 Index Future December 2010

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

Day Change Summary
	Previous	Current
	14-Dec-2010	15-Dec-2010	Change	Change %	Previous Week
Open	5,855.5	5,869.5	14.0	0.2%	5,754.0
High	5,902.0	5,899.5	-2.5	0.0%	5,852.0
Low	5,846.0	5,856.0	10.0	0.2%	5,728.0
Close	5,883.5	5,896.5	13.0	0.2%	5,809.5
Range	56.0	43.5	-12.5	-22.3%	124.0
ATR	84.4	81.5	-2.9	-3.5%	0.0
Volume	270,627	218,231	-52,396	-19.4%	525,644

Daily Pivots for day following 15-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,014.5	5,999.0	5,920.5
R3	5,971.0	5,955.5	5,908.5
R2	5,927.5	5,927.5	5,904.5
R1	5,912.0	5,912.0	5,900.5	5,920.0
PP	5,884.0	5,884.0	5,884.0	5,888.0
S1	5,868.5	5,868.5	5,892.5	5,876.0
S2	5,840.5	5,840.5	5,888.5
S3	5,797.0	5,825.0	5,884.5
S4	5,753.5	5,781.5	5,872.5

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,168.5	6,113.0	5,877.5
R3	6,044.5	5,989.0	5,843.5
R2	5,920.5	5,920.5	5,832.0
R1	5,865.0	5,865.0	5,821.0	5,893.0
PP	5,796.5	5,796.5	5,796.5	5,810.5
S1	5,741.0	5,741.0	5,798.0	5,769.0
S2	5,672.5	5,672.5	5,787.0
S3	5,548.5	5,617.0	5,775.5
S4	5,424.5	5,493.0	5,741.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,902.0	5,794.0	108.0	1.8%	48.0	0.8%	95%	False	False	182,280
10	5,902.0	5,649.5	252.5	4.3%	64.0	1.1%	98%	False	False	142,656
20	5,902.0	5,516.5	385.5	6.5%	88.5	1.5%	99%	False	False	126,868
40	5,902.0	5,516.5	385.5	6.5%	82.5	1.4%	99%	False	False	111,770
60	5,902.0	5,435.0	467.0	7.9%	83.0	1.4%	99%	False	False	109,191
80	5,902.0	5,050.0	852.0	14.4%	80.5	1.4%	99%	False	False	95,959
100	5,902.0	5,050.0	852.0	14.4%	73.0	1.2%	99%	False	False	76,786
120	5,902.0	4,744.0	1,158.0	19.6%	72.5	1.2%	100%	False	False	64,002

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.7
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,084.5
2.618	6,013.5
1.618	5,970.0
1.000	5,943.0
0.618	5,926.5
HIGH	5,899.5
0.618	5,883.0
0.500	5,878.0
0.382	5,872.5
LOW	5,856.0
0.618	5,829.0
1.000	5,812.5
1.618	5,785.5
2.618	5,742.0
4.250	5,671.0

Fisher Pivots for day following 15-Dec-2010
Pivot	1 day	3 day
R1	5,890.0	5,886.0
PP	5,884.0	5,875.5
S1	5,878.0	5,865.0

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

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