FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 24-Oct-2011

Day Change Summary
	Previous	Current
	21-Oct-2011	24-Oct-2011	Change	Change %	Previous Week
Open	5,387.5	5,468.0	80.5	1.5%	5,486.0
High	5,478.5	5,536.0	57.5	1.0%	5,521.0
Low	5,365.0	5,457.0	92.0	1.7%	5,323.5
Close	5,463.5	5,527.0	63.5	1.2%	5,463.5
Range	113.5	79.0	-34.5	-30.4%	197.5
ATR	135.5	131.5	-4.0	-3.0%	0.0
Volume	112,511	90,500	-22,011	-19.6%	579,055

Daily Pivots for day following 24-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,743.5	5,714.5	5,570.5
R3	5,664.5	5,635.5	5,548.5
R2	5,585.5	5,585.5	5,541.5
R1	5,556.5	5,556.5	5,534.0	5,571.0
PP	5,506.5	5,506.5	5,506.5	5,514.0
S1	5,477.5	5,477.5	5,520.0	5,492.0
S2	5,427.5	5,427.5	5,512.5
S3	5,348.5	5,398.5	5,505.5
S4	5,269.5	5,319.5	5,483.5

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,028.5	5,943.5	5,572.0
R3	5,831.0	5,746.0	5,518.0
R2	5,633.5	5,633.5	5,499.5
R1	5,548.5	5,548.5	5,481.5	5,492.0
PP	5,436.0	5,436.0	5,436.0	5,408.0
S1	5,351.0	5,351.0	5,445.5	5,295.0
S2	5,238.5	5,238.5	5,427.5
S3	5,041.0	5,153.5	5,409.0
S4	4,843.5	4,956.0	5,355.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,536.0	5,323.5	212.5	3.8%	109.5	2.0%	96%	True	False	110,386
10	5,536.0	5,305.0	231.0	4.2%	109.5	2.0%	96%	True	False	111,342
20	5,536.0	4,839.5	696.5	12.6%	131.5	2.4%	99%	True	False	124,062
40	5,536.0	4,839.5	696.5	12.6%	139.5	2.5%	99%	True	False	107,033
60	5,847.0	4,819.5	1,027.5	18.6%	142.5	2.6%	69%	False	False	71,573
80	6,000.5	4,819.5	1,181.0	21.4%	115.5	2.1%	60%	False	False	53,681
100	6,000.5	4,819.5	1,181.0	21.4%	97.0	1.8%	60%	False	False	42,949
120	6,000.5	4,819.5	1,181.0	21.4%	81.5	1.5%	60%	False	False	35,792

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	27.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,872.0
2.618	5,743.0
1.618	5,664.0
1.000	5,615.0
0.618	5,585.0
HIGH	5,536.0
0.618	5,506.0
0.500	5,496.5
0.382	5,487.0
LOW	5,457.0
0.618	5,408.0
1.000	5,378.0
1.618	5,329.0
2.618	5,250.0
4.250	5,121.0

Fisher Pivots for day following 24-Oct-2011
Pivot	1 day	3 day
R1	5,517.0	5,496.0
PP	5,506.5	5,465.5
S1	5,496.5	5,435.0

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

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