FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 17-Nov-2011

Day Change Summary
	Previous	Current
	16-Nov-2011	17-Nov-2011	Change	Change %	Previous Week
Open	5,531.5	5,439.5	-92.0	-1.7%	5,559.5
High	5,560.5	5,500.0	-60.5	-1.1%	5,641.0
Low	5,443.5	5,337.5	-106.0	-1.9%	5,327.0
Close	5,454.0	5,360.0	-94.0	-1.7%	5,528.5
Range	117.0	162.5	45.5	38.9%	314.0
ATR	143.8	145.1	1.3	0.9%	0.0
Volume	128,146	146,739	18,593	14.5%	606,215

Daily Pivots for day following 17-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,886.5	5,786.0	5,449.5
R3	5,724.0	5,623.5	5,404.5
R2	5,561.5	5,561.5	5,390.0
R1	5,461.0	5,461.0	5,375.0	5,430.0
PP	5,399.0	5,399.0	5,399.0	5,384.0
S1	5,298.5	5,298.5	5,345.0	5,267.5
S2	5,236.5	5,236.5	5,330.0
S3	5,074.0	5,136.0	5,315.5
S4	4,911.5	4,973.5	5,270.5

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,441.0	6,298.5	5,701.0
R3	6,127.0	5,984.5	5,615.0
R2	5,813.0	5,813.0	5,586.0
R1	5,670.5	5,670.5	5,557.5	5,585.0
PP	5,499.0	5,499.0	5,499.0	5,456.0
S1	5,356.5	5,356.5	5,499.5	5,271.0
S2	5,185.0	5,185.0	5,471.0
S3	4,871.0	5,042.5	5,442.0
S4	4,557.0	4,728.5	5,356.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,576.5	5,337.5	239.0	4.5%	130.5	2.4%	9%	False	True	120,701
10	5,641.0	5,327.0	314.0	5.9%	148.0	2.8%	11%	False	False	123,651
20	5,763.5	5,312.5	451.0	8.4%	144.5	2.7%	11%	False	False	126,491
40	5,763.5	4,839.5	924.0	17.2%	143.0	2.7%	56%	False	False	127,940
60	5,763.5	4,839.5	924.0	17.2%	142.5	2.7%	56%	False	False	110,147
80	5,847.0	4,819.5	1,027.5	19.2%	141.5	2.6%	53%	False	False	82,765
100	6,000.5	4,819.5	1,181.0	22.0%	121.0	2.3%	46%	False	False	66,214
120	6,000.5	4,819.5	1,181.0	22.0%	103.5	1.9%	46%	False	False	55,181

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	31.9
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,190.5
2.618	5,925.5
1.618	5,763.0
1.000	5,662.5
0.618	5,600.5
HIGH	5,500.0
0.618	5,438.0
0.500	5,419.0
0.382	5,399.5
LOW	5,337.5
0.618	5,237.0
1.000	5,175.0
1.618	5,074.5
2.618	4,912.0
4.250	4,647.0

Fisher Pivots for day following 17-Nov-2011
Pivot	1 day	3 day
R1	5,419.0	5,450.0
PP	5,399.0	5,420.0
S1	5,379.5	5,390.0

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

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