FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 03-Nov-2011

Day Change Summary
	Previous	Current
	02-Nov-2011	03-Nov-2011	Change	Change %	Previous Week
Open	5,426.0	5,413.5	-12.5	-0.2%	5,468.0
High	5,496.0	5,583.5	87.5	1.6%	5,763.5
Low	5,371.5	5,372.5	1.0	0.0%	5,439.0
Close	5,475.0	5,569.0	94.0	1.7%	5,678.5
Range	124.5	211.0	86.5	69.5%	324.5
ATR	138.0	143.2	5.2	3.8%	0.0
Volume	147,321	140,925	-6,396	-4.3%	564,879

Daily Pivots for day following 03-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,141.5	6,066.0	5,685.0
R3	5,930.5	5,855.0	5,627.0
R2	5,719.5	5,719.5	5,607.5
R1	5,644.0	5,644.0	5,588.5	5,682.0
PP	5,508.5	5,508.5	5,508.5	5,527.0
S1	5,433.0	5,433.0	5,549.5	5,471.0
S2	5,297.5	5,297.5	5,530.5
S3	5,086.5	5,222.0	5,511.0
S4	4,875.5	5,011.0	5,453.0

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,600.5	6,464.0	5,857.0
R3	6,276.0	6,139.5	5,767.5
R2	5,951.5	5,951.5	5,738.0
R1	5,815.0	5,815.0	5,708.0	5,883.0
PP	5,627.0	5,627.0	5,627.0	5,661.0
S1	5,490.5	5,490.5	5,649.0	5,559.0
S2	5,302.5	5,302.5	5,619.0
S3	4,978.0	5,166.0	5,589.5
S4	4,653.5	4,841.5	5,500.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,744.5	5,312.5	432.0	7.8%	157.5	2.8%	59%	False	False	145,723
10	5,763.5	5,312.5	451.0	8.1%	141.0	2.5%	57%	False	False	129,330
20	5,763.5	5,235.5	528.0	9.5%	127.5	2.3%	63%	False	False	121,841
40	5,763.5	4,839.5	924.0	16.6%	145.5	2.6%	79%	False	False	131,812
60	5,763.5	4,839.5	924.0	16.6%	138.5	2.5%	79%	False	False	89,734
80	5,885.0	4,819.5	1,065.5	19.1%	127.0	2.3%	70%	False	False	67,310
100	6,000.5	4,819.5	1,181.0	21.2%	109.0	2.0%	63%	False	False	53,852
120	6,000.5	4,819.5	1,181.0	21.2%	91.5	1.6%	63%	False	False	44,877

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	20.7
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	6,480.0
2.618	6,136.0
1.618	5,925.0
1.000	5,794.5
0.618	5,714.0
HIGH	5,583.5
0.618	5,503.0
0.500	5,478.0
0.382	5,453.0
LOW	5,372.5
0.618	5,242.0
1.000	5,161.5
1.618	5,031.0
2.618	4,820.0
4.250	4,476.0

Fisher Pivots for day following 03-Nov-2011
Pivot	1 day	3 day
R1	5,538.5	5,528.5
PP	5,508.5	5,488.5
S1	5,478.0	5,448.0

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

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