FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 22-Sep-2011

Day Change Summary
	Previous	Current
	21-Sep-2011	22-Sep-2011	Change	Change %	Previous Week
Open	5,300.0	5,165.0	-135.0	-2.5%	5,130.0
High	5,348.0	5,170.0	-178.0	-3.3%	5,384.5
Low	5,166.0	4,962.0	-204.0	-3.9%	5,031.5
Close	5,176.0	5,026.0	-150.0	-2.9%	5,361.0
Range	182.0	208.0	26.0	14.3%	353.0
ATR	145.7	150.5	4.9	3.4%	0.0
Volume	116,577	174,784	58,207	49.9%	844,189

Daily Pivots for day following 22-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,676.5	5,559.5	5,140.5
R3	5,468.5	5,351.5	5,083.0
R2	5,260.5	5,260.5	5,064.0
R1	5,143.5	5,143.5	5,045.0	5,098.0
PP	5,052.5	5,052.5	5,052.5	5,030.0
S1	4,935.5	4,935.5	5,007.0	4,890.0
S2	4,844.5	4,844.5	4,988.0
S3	4,636.5	4,727.5	4,969.0
S4	4,428.5	4,519.5	4,911.5

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,318.0	6,192.5	5,555.0
R3	5,965.0	5,839.5	5,458.0
R2	5,612.0	5,612.0	5,425.5
R1	5,486.5	5,486.5	5,393.5	5,549.0
PP	5,259.0	5,259.0	5,259.0	5,290.5
S1	5,133.5	5,133.5	5,328.5	5,196.0
S2	4,906.0	4,906.0	5,296.5
S3	4,553.0	4,780.5	5,264.0
S4	4,200.0	4,427.5	5,167.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,384.5	4,962.0	422.5	8.4%	148.0	2.9%	15%	False	True	126,705
10	5,384.5	4,962.0	422.5	8.4%	157.0	3.1%	15%	False	True	139,140
20	5,418.0	4,962.0	456.0	9.1%	141.0	2.8%	14%	False	True	74,561
40	5,847.0	4,819.5	1,027.5	20.4%	140.0	2.8%	20%	False	False	37,590
60	6,000.5	4,819.5	1,181.0	23.5%	106.0	2.1%	17%	False	False	25,064
80	6,000.5	4,819.5	1,181.0	23.5%	83.5	1.7%	17%	False	False	18,802
100	6,000.5	4,819.5	1,181.0	23.5%	67.5	1.3%	17%	False	False	15,042
120	6,000.5	4,819.5	1,181.0	23.5%	57.5	1.1%	17%	False	False	12,535

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	33.9
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,054.0
2.618	5,714.5
1.618	5,506.5
1.000	5,378.0
0.618	5,298.5
HIGH	5,170.0
0.618	5,090.5
0.500	5,066.0
0.382	5,041.5
LOW	4,962.0
0.618	4,833.5
1.000	4,754.0
1.618	4,625.5
2.618	4,417.5
4.250	4,078.0

Fisher Pivots for day following 22-Sep-2011
Pivot	1 day	3 day
R1	5,066.0	5,157.5
PP	5,052.5	5,113.5
S1	5,039.5	5,070.0

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

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