FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 27-Sep-2011

Day Change Summary
	Previous	Current
	26-Sep-2011	27-Sep-2011	Change	Change %	Previous Week
Open	5,052.0	5,123.5	71.5	1.4%	5,308.0
High	5,138.5	5,291.0	152.5	3.0%	5,353.0
Low	4,923.0	5,123.5	200.5	4.1%	4,898.5
Close	5,131.0	5,218.0	87.0	1.7%	5,040.0
Range	215.5	167.5	-48.0	-22.3%	454.5
ATR	157.2	157.9	0.7	0.5%	0.0
Volume	147,360	141,624	-5,736	-3.9%	659,814

Daily Pivots for day following 27-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,713.5	5,633.0	5,310.0
R3	5,546.0	5,465.5	5,264.0
R2	5,378.5	5,378.5	5,248.5
R1	5,298.0	5,298.0	5,233.5	5,338.0
PP	5,211.0	5,211.0	5,211.0	5,231.0
S1	5,130.5	5,130.5	5,202.5	5,171.0
S2	5,043.5	5,043.5	5,187.5
S3	4,876.0	4,963.0	5,172.0
S4	4,708.5	4,795.5	5,126.0

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,460.5	6,205.0	5,290.0
R3	6,006.0	5,750.5	5,165.0
R2	5,551.5	5,551.5	5,123.5
R1	5,296.0	5,296.0	5,081.5	5,196.5
PP	5,097.0	5,097.0	5,097.0	5,047.5
S1	4,841.5	4,841.5	4,998.5	4,742.0
S2	4,642.5	4,642.5	4,956.5
S3	4,188.0	4,387.0	4,915.0
S4	3,733.5	3,932.5	4,790.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,348.0	4,898.5	449.5	8.6%	190.5	3.7%	71%	False	False	148,507
10	5,384.5	4,898.5	486.0	9.3%	165.0	3.2%	66%	False	False	142,307
20	5,418.0	4,898.5	519.5	10.0%	152.5	2.9%	62%	False	False	97,083
40	5,695.5	4,819.5	876.0	16.8%	148.5	2.8%	45%	False	False	48,869
60	6,000.5	4,819.5	1,181.0	22.6%	113.0	2.2%	34%	False	False	32,581
80	6,000.5	4,819.5	1,181.0	22.6%	90.5	1.7%	34%	False	False	24,441
100	6,000.5	4,819.5	1,181.0	22.6%	73.5	1.4%	34%	False	False	19,554
120	6,000.5	4,819.5	1,181.0	22.6%	62.0	1.2%	34%	False	False	16,295

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	False
Stretch	37.9
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,003.0
2.618	5,729.5
1.618	5,562.0
1.000	5,458.5
0.618	5,394.5
HIGH	5,291.0
0.618	5,227.0
0.500	5,207.0
0.382	5,187.5
LOW	5,123.5
0.618	5,020.0
1.000	4,956.0
1.618	4,852.5
2.618	4,685.0
4.250	4,411.5

Fisher Pivots for day following 27-Sep-2011
Pivot	1 day	3 day
R1	5,214.5	5,177.0
PP	5,211.0	5,136.0
S1	5,207.0	5,095.0

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

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