FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 25-Nov-2011

Day Change Summary
	Previous	Current
	24-Nov-2011	25-Nov-2011	Change	Change %	Previous Week
Open	5,128.0	5,110.0	-18.0	-0.4%	5,322.5
High	5,184.0	5,200.0	16.0	0.3%	5,331.5
Low	5,095.0	5,071.5	-23.5	-0.5%	5,071.5
Close	5,108.5	5,136.0	27.5	0.5%	5,136.0
Range	89.0	128.5	39.5	44.4%	260.0
ATR	131.9	131.7	-0.2	-0.2%	0.0
Volume	73,866	92,774	18,908	25.6%	490,027

Daily Pivots for day following 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,521.5	5,457.0	5,206.5
R3	5,393.0	5,328.5	5,171.5
R2	5,264.5	5,264.5	5,159.5
R1	5,200.0	5,200.0	5,148.0	5,232.0
PP	5,136.0	5,136.0	5,136.0	5,152.0
S1	5,071.5	5,071.5	5,124.0	5,104.0
S2	5,007.5	5,007.5	5,112.5
S3	4,879.0	4,943.0	5,100.5
S4	4,750.5	4,814.5	5,065.5

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,959.5	5,808.0	5,279.0
R3	5,699.5	5,548.0	5,207.5
R2	5,439.5	5,439.5	5,183.5
R1	5,288.0	5,288.0	5,160.0	5,234.0
PP	5,179.5	5,179.5	5,179.5	5,152.5
S1	5,028.0	5,028.0	5,112.0	4,974.0
S2	4,919.5	4,919.5	5,088.5
S3	4,659.5	4,768.0	5,064.5
S4	4,399.5	4,508.0	4,993.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,331.5	5,071.5	260.0	5.1%	109.0	2.1%	25%	False	True	98,005
10	5,576.5	5,071.5	505.0	9.8%	116.0	2.3%	13%	False	True	111,952
20	5,665.0	5,071.5	593.5	11.6%	140.0	2.7%	11%	False	True	123,011
40	5,763.5	4,839.5	924.0	18.0%	132.5	2.6%	32%	False	False	122,867
60	5,763.5	4,839.5	924.0	18.0%	141.5	2.8%	32%	False	False	120,198
80	5,763.5	4,819.5	944.0	18.4%	141.0	2.7%	34%	False	False	90,361
100	6,000.0	4,819.5	1,180.5	23.0%	124.5	2.4%	27%	False	False	72,291
120	6,000.5	4,819.5	1,181.0	23.0%	108.5	2.1%	27%	False	False	60,246

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	33.0
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,746.0
2.618	5,536.5
1.618	5,408.0
1.000	5,328.5
0.618	5,279.5
HIGH	5,200.0
0.618	5,151.0
0.500	5,136.0
0.382	5,120.5
LOW	5,071.5
0.618	4,992.0
1.000	4,943.0
1.618	4,863.5
2.618	4,735.0
4.250	4,525.5

Fisher Pivots for day following 25-Nov-2011
Pivot	1 day	3 day
R1	5,136.0	5,149.0
PP	5,136.0	5,144.5
S1	5,136.0	5,140.0

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

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