FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 22-Nov-2011

Day Change Summary
	Previous	Current
	21-Nov-2011	22-Nov-2011	Change	Change %	Previous Week
Open	5,322.5	5,248.5	-74.0	-1.4%	5,547.0
High	5,331.5	5,277.0	-54.5	-1.0%	5,576.5
Low	5,200.0	5,193.0	-7.0	-0.1%	5,333.0
Close	5,246.0	5,220.5	-25.5	-0.5%	5,348.5
Range	131.5	84.0	-47.5	-36.1%	243.5
ATR	141.1	137.0	-4.1	-2.9%	0.0
Volume	110,584	106,756	-3,828	-3.5%	629,497

Daily Pivots for day following 22-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,482.0	5,435.5	5,266.5
R3	5,398.0	5,351.5	5,243.5
R2	5,314.0	5,314.0	5,236.0
R1	5,267.5	5,267.5	5,228.0	5,249.0
PP	5,230.0	5,230.0	5,230.0	5,221.0
S1	5,183.5	5,183.5	5,213.0	5,165.0
S2	5,146.0	5,146.0	5,205.0
S3	5,062.0	5,099.5	5,197.5
S4	4,978.0	5,015.5	5,174.5

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,150.0	5,992.5	5,482.5
R3	5,906.5	5,749.0	5,415.5
R2	5,663.0	5,663.0	5,393.0
R1	5,505.5	5,505.5	5,371.0	5,462.5
PP	5,419.5	5,419.5	5,419.5	5,398.0
S1	5,262.0	5,262.0	5,326.0	5,219.0
S2	5,176.0	5,176.0	5,304.0
S3	4,932.5	5,018.5	5,281.5
S4	4,689.0	4,775.0	5,214.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,560.5	5,193.0	367.5	7.0%	115.0	2.2%	7%	False	True	122,001
10	5,632.5	5,193.0	439.5	8.4%	138.0	2.6%	6%	False	True	124,310
20	5,763.5	5,193.0	570.5	10.9%	144.0	2.8%	5%	False	True	127,179
40	5,763.5	4,839.5	924.0	17.7%	136.5	2.6%	41%	False	False	125,039
60	5,763.5	4,839.5	924.0	17.7%	142.0	2.7%	41%	False	False	115,720
80	5,763.5	4,819.5	944.0	18.1%	142.5	2.7%	42%	False	False	86,954
100	6,000.5	4,819.5	1,181.0	22.6%	122.5	2.3%	34%	False	False	69,564
120	6,000.5	4,819.5	1,181.0	22.6%	105.5	2.0%	34%	False	False	57,973

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,634.0
2.618	5,497.0
1.618	5,413.0
1.000	5,361.0
0.618	5,329.0
HIGH	5,277.0
0.618	5,245.0
0.500	5,235.0
0.382	5,225.0
LOW	5,193.0
0.618	5,141.0
1.000	5,109.0
1.618	5,057.0
2.618	4,973.0
4.250	4,836.0

Fisher Pivots for day following 22-Nov-2011
Pivot	1 day	3 day
R1	5,235.0	5,303.5
PP	5,230.0	5,276.0
S1	5,225.5	5,248.0

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

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