FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 06-Oct-2011

Day Change Summary
	Previous	Current
	05-Oct-2011	06-Oct-2011	Change	Change %	Previous Week
Open	5,028.0	5,104.5	76.5	1.5%	5,052.0
High	5,095.0	5,300.0	205.0	4.0%	5,291.0
Low	4,973.5	5,087.5	114.0	2.3%	4,923.0
Close	5,074.5	5,296.0	221.5	4.4%	5,019.0
Range	121.5	212.5	91.0	74.9%	368.0
ATR	156.1	161.1	5.0	3.2%	0.0
Volume	148,986	178,518	29,532	19.8%	648,518

Daily Pivots for day following 06-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,865.5	5,793.0	5,413.0
R3	5,653.0	5,580.5	5,354.5
R2	5,440.5	5,440.5	5,335.0
R1	5,368.0	5,368.0	5,315.5	5,404.0
PP	5,228.0	5,228.0	5,228.0	5,246.0
S1	5,155.5	5,155.5	5,276.5	5,192.0
S2	5,015.5	5,015.5	5,257.0
S3	4,803.0	4,943.0	5,237.5
S4	4,590.5	4,730.5	5,179.0

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,181.5	5,968.5	5,221.5
R3	5,813.5	5,600.5	5,120.0
R2	5,445.5	5,445.5	5,086.5
R1	5,232.5	5,232.5	5,052.5	5,155.0
PP	5,077.5	5,077.5	5,077.5	5,039.0
S1	4,864.5	4,864.5	4,985.5	4,787.0
S2	4,709.5	4,709.5	4,951.5
S3	4,341.5	4,496.5	4,918.0
S4	3,973.5	4,128.5	4,816.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,300.0	4,839.5	460.5	8.7%	166.0	3.1%	99%	True	False	152,291
10	5,300.0	4,839.5	460.5	8.7%	170.0	3.2%	99%	True	False	144,427
20	5,384.5	4,839.5	545.0	10.3%	163.5	3.1%	84%	False	False	141,784
40	5,418.0	4,839.5	578.5	10.9%	144.0	2.7%	79%	False	False	73,681
60	5,885.0	4,819.5	1,065.5	20.1%	127.0	2.4%	45%	False	False	49,133
80	6,000.5	4,819.5	1,181.0	22.3%	104.0	2.0%	40%	False	False	36,855
100	6,000.5	4,819.5	1,181.0	22.3%	84.5	1.6%	40%	False	False	29,485
120	6,000.5	4,819.5	1,181.0	22.3%	70.5	1.3%	40%	False	False	24,570

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	45.0
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	6,203.0
2.618	5,856.5
1.618	5,644.0
1.000	5,512.5
0.618	5,431.5
HIGH	5,300.0
0.618	5,219.0
0.500	5,194.0
0.382	5,168.5
LOW	5,087.5
0.618	4,956.0
1.000	4,875.0
1.618	4,743.5
2.618	4,531.0
4.250	4,184.5

Fisher Pivots for day following 06-Oct-2011
Pivot	1 day	3 day
R1	5,262.0	5,220.5
PP	5,228.0	5,145.0
S1	5,194.0	5,070.0

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

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