FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 07-Dec-2011

Day Change Summary
	Previous	Current
	06-Dec-2011	07-Dec-2011	Change	Change %	Previous Week
Open	5,528.5	5,590.5	62.0	1.1%	5,204.5
High	5,609.5	5,633.5	24.0	0.4%	5,598.5
Low	5,506.5	5,497.0	-9.5	-0.2%	5,193.5
Close	5,583.0	5,575.5	-7.5	-0.1%	5,518.5
Range	103.0	136.5	33.5	32.5%	405.0
ATR	128.7	129.2	0.6	0.4%	0.0
Volume	89,187	130,252	41,065	46.0%	666,264

Daily Pivots for day following 07-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,978.0	5,913.5	5,650.5
R3	5,841.5	5,777.0	5,613.0
R2	5,705.0	5,705.0	5,600.5
R1	5,640.5	5,640.5	5,588.0	5,604.5
PP	5,568.5	5,568.5	5,568.5	5,551.0
S1	5,504.0	5,504.0	5,563.0	5,468.0
S2	5,432.0	5,432.0	5,550.5
S3	5,295.5	5,367.5	5,538.0
S4	5,159.0	5,231.0	5,500.5

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	5,633.5	5,483.0	150.5	2.7%	100.0	1.8%	61%	True	False	110,279
10	5,633.5	5,071.5	562.0	10.1%	119.0	2.1%	90%	True	False	113,426
20	5,633.5	5,071.5	562.0	10.1%	120.5	2.2%	90%	True	False	116,231
40	5,763.5	5,071.5	692.0	12.4%	130.0	2.3%	73%	False	False	120,081
60	5,763.5	4,839.5	924.0	16.6%	136.5	2.4%	80%	False	False	124,259
80	5,763.5	4,839.5	924.0	16.6%	137.0	2.5%	80%	False	False	102,448
100	5,885.0	4,819.5	1,065.5	19.1%	131.0	2.4%	71%	False	False	81,967
120	6,000.5	4,819.5	1,181.0	21.2%	115.5	2.1%	64%	False	False	68,307

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27.9
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,213.5
2.618	5,991.0
1.618	5,854.5
1.000	5,770.0
0.618	5,718.0
HIGH	5,633.5
0.618	5,581.5
0.500	5,565.0
0.382	5,549.0
LOW	5,497.0
0.618	5,412.5
1.000	5,360.5
1.618	5,276.0
2.618	5,139.5
4.250	4,917.0

Fisher Pivots for day following 07-Dec-2011
Pivot	1 day	3 day
R1	5,572.0	5,572.0
PP	5,568.5	5,568.5
S1	5,565.0	5,565.0

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

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