FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 02-Dec-2011

Day Change Summary
	Previous	Current
	01-Dec-2011	02-Dec-2011	Change	Change %	Previous Week
Open	5,528.0	5,505.0	-23.0	-0.4%	5,204.5
High	5,558.5	5,598.5	40.0	0.7%	5,598.5
Low	5,483.0	5,496.5	13.5	0.2%	5,193.5
Close	5,496.5	5,518.5	22.0	0.4%	5,518.5
Range	75.5	102.0	26.5	35.1%	405.0
ATR	136.5	134.0	-2.5	-1.8%	0.0
Volume	136,403	113,635	-22,768	-16.7%	666,264

Daily Pivots for day following 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,844.0	5,783.0	5,574.5
R3	5,742.0	5,681.0	5,546.5
R2	5,640.0	5,640.0	5,537.0
R1	5,579.0	5,579.0	5,528.0	5,609.5
PP	5,538.0	5,538.0	5,538.0	5,553.0
S1	5,477.0	5,477.0	5,509.0	5,507.5
S2	5,436.0	5,436.0	5,500.0
S3	5,334.0	5,375.0	5,490.5
S4	5,232.0	5,273.0	5,462.5

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,652.0	6,490.0	5,741.0
R3	6,247.0	6,085.0	5,630.0
R2	5,842.0	5,842.0	5,593.0
R1	5,680.0	5,680.0	5,555.5	5,761.0
PP	5,437.0	5,437.0	5,437.0	5,477.0
S1	5,275.0	5,275.0	5,481.5	5,356.0
S2	5,032.0	5,032.0	5,444.0
S3	4,627.0	4,870.0	5,407.0
S4	4,222.0	4,465.0	5,296.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,598.5	5,193.5	405.0	7.3%	130.5	2.4%	80%	True	False	133,252
10	5,598.5	5,071.5	527.0	9.5%	119.5	2.2%	85%	True	False	115,629
20	5,641.0	5,071.5	569.5	10.3%	132.5	2.4%	78%	False	False	119,600
40	5,763.5	5,071.5	692.0	12.5%	130.0	2.4%	65%	False	False	120,075
60	5,763.5	4,839.5	924.0	16.7%	140.0	2.5%	73%	False	False	128,891
80	5,763.5	4,839.5	924.0	16.7%	136.0	2.5%	73%	False	False	98,682
100	5,885.0	4,819.5	1,065.5	19.3%	129.0	2.3%	66%	False	False	78,953
120	6,000.5	4,819.5	1,181.0	21.4%	113.0	2.1%	59%	False	False	65,798

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	24.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,032.0
2.618	5,865.5
1.618	5,763.5
1.000	5,700.5
0.618	5,661.5
HIGH	5,598.5
0.618	5,559.5
0.500	5,547.5
0.382	5,535.5
LOW	5,496.5
0.618	5,433.5
1.000	5,394.5
1.618	5,331.5
2.618	5,229.5
4.250	5,063.0

Fisher Pivots for day following 02-Dec-2011
Pivot	1 day	3 day
R1	5,547.5	5,491.0
PP	5,538.0	5,464.0
S1	5,528.0	5,437.0

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

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