FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 19-Oct-2011

Day Change Summary
	Previous	Current
	18-Oct-2011	19-Oct-2011	Change	Change %	Previous Week
Open	5,367.0	5,445.0	78.0	1.5%	5,308.0
High	5,490.0	5,462.0	-28.0	-0.5%	5,478.5
Low	5,323.5	5,352.5	29.0	0.5%	5,266.0
Close	5,458.5	5,363.0	-95.5	-1.7%	5,474.5
Range	166.5	109.5	-57.0	-34.2%	212.5
ATR	144.2	141.7	-2.5	-1.7%	0.0
Volume	112,725	110,505	-2,220	-2.0%	532,577

Daily Pivots for day following 19-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,721.0	5,651.5	5,423.0
R3	5,611.5	5,542.0	5,393.0
R2	5,502.0	5,502.0	5,383.0
R1	5,432.5	5,432.5	5,373.0	5,412.5
PP	5,392.5	5,392.5	5,392.5	5,382.5
S1	5,323.0	5,323.0	5,353.0	5,303.0
S2	5,283.0	5,283.0	5,343.0
S3	5,173.5	5,213.5	5,333.0
S4	5,064.0	5,104.0	5,303.0

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,044.0	5,971.5	5,591.5
R3	5,831.5	5,759.0	5,533.0
R2	5,619.0	5,619.0	5,513.5
R1	5,546.5	5,546.5	5,494.0	5,583.0
PP	5,406.5	5,406.5	5,406.5	5,424.5
S1	5,334.0	5,334.0	5,455.0	5,370.0
S2	5,194.0	5,194.0	5,435.5
S3	4,981.5	5,121.5	5,416.0
S4	4,769.0	4,909.0	5,357.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,521.0	5,323.5	197.5	3.7%	124.5	2.3%	20%	False	False	114,463
10	5,521.0	5,087.5	433.5	8.1%	127.0	2.4%	64%	False	False	119,634
20	5,521.0	4,839.5	681.5	12.7%	148.0	2.8%	77%	False	False	131,844
40	5,521.0	4,839.5	681.5	12.7%	142.5	2.7%	77%	False	False	98,996
60	5,847.0	4,819.5	1,027.5	19.2%	140.5	2.6%	53%	False	False	66,095
80	6,000.5	4,819.5	1,181.0	22.0%	114.0	2.1%	46%	False	False	49,574
100	6,000.5	4,819.5	1,181.0	22.0%	94.5	1.8%	46%	False	False	39,663
120	6,000.5	4,819.5	1,181.0	22.0%	79.5	1.5%	46%	False	False	33,052

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	32.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,927.5
2.618	5,748.5
1.618	5,639.0
1.000	5,571.5
0.618	5,529.5
HIGH	5,462.0
0.618	5,420.0
0.500	5,407.0
0.382	5,394.5
LOW	5,352.5
0.618	5,285.0
1.000	5,243.0
1.618	5,175.5
2.618	5,066.0
4.250	4,887.0

Fisher Pivots for day following 19-Oct-2011
Pivot	1 day	3 day
R1	5,407.0	5,422.0
PP	5,392.5	5,402.5
S1	5,378.0	5,383.0

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

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