FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 08-Sep-2011

Day Change Summary
	Previous	Current
	07-Sep-2011	08-Sep-2011	Change	Change %	Previous Week
Open	5,201.0	5,347.5	146.5	2.8%	5,241.5
High	5,321.0	5,349.5	28.5	0.5%	5,418.0
Low	5,201.0	5,245.5	44.5	0.9%	5,190.5
Close	5,316.0	5,263.5	-52.5	-1.0%	5,231.0
Range	120.0	104.0	-16.0	-13.3%	227.5
ATR	138.6	136.1	-2.5	-1.8%	0.0
Volume	16,380	36,558	20,178	123.2%	4,057

Daily Pivots for day following 08-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,598.0	5,535.0	5,320.5
R3	5,494.0	5,431.0	5,292.0
R2	5,390.0	5,390.0	5,282.5
R1	5,327.0	5,327.0	5,273.0	5,306.5
PP	5,286.0	5,286.0	5,286.0	5,276.0
S1	5,223.0	5,223.0	5,254.0	5,202.5
S2	5,182.0	5,182.0	5,244.5
S3	5,078.0	5,119.0	5,235.0
S4	4,974.0	5,015.0	5,206.5

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,962.5	5,824.0	5,356.0
R3	5,735.0	5,596.5	5,293.5
R2	5,507.5	5,507.5	5,272.5
R1	5,369.0	5,369.0	5,252.0	5,324.5
PP	5,280.0	5,280.0	5,280.0	5,257.5
S1	5,141.5	5,141.5	5,210.0	5,097.0
S2	5,052.5	5,052.5	5,189.5
S3	4,825.0	4,914.0	5,168.5
S4	4,597.5	4,686.5	5,106.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,349.5	5,018.5	331.0	6.3%	135.0	2.6%	74%	True	False	19,066
10	5,418.0	4,990.0	428.0	8.1%	124.5	2.4%	64%	False	False	9,983
20	5,418.0	4,915.0	503.0	9.6%	124.0	2.4%	69%	False	False	5,579
40	5,885.0	4,819.5	1,065.5	20.2%	109.0	2.1%	42%	False	False	2,807
60	6,000.5	4,819.5	1,181.0	22.4%	84.5	1.6%	38%	False	False	1,878
80	6,000.5	4,819.5	1,181.0	22.4%	65.0	1.2%	38%	False	False	1,410
100	6,000.5	4,819.5	1,181.0	22.4%	52.0	1.0%	38%	False	False	1,128
120	6,000.5	4,819.5	1,181.0	22.4%	44.5	0.8%	38%	False	False	941

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Stretch	13.7
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,791.5
2.618	5,622.0
1.618	5,518.0
1.000	5,453.5
0.618	5,414.0
HIGH	5,349.5
0.618	5,310.0
0.500	5,297.5
0.382	5,285.0
LOW	5,245.5
0.618	5,181.0
1.000	5,141.5
1.618	5,077.0
2.618	4,973.0
4.250	4,803.5

Fisher Pivots for day following 08-Sep-2011
Pivot	1 day	3 day
R1	5,297.5	5,237.0
PP	5,286.0	5,210.5
S1	5,275.0	5,184.0

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

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