FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 12-Dec-2011

Day Change Summary
	Previous	Current
	09-Dec-2011	12-Dec-2011	Change	Change %	Previous Week
Open	5,474.0	5,546.0	72.0	1.3%	5,539.0
High	5,560.5	5,548.0	-12.5	-0.2%	5,633.5
Low	5,416.0	5,406.0	-10.0	-0.2%	5,416.0
Close	5,547.0	5,441.0	-106.0	-1.9%	5,547.0
Range	144.5	142.0	-2.5	-1.7%	217.5
ATR	132.8	133.4	0.7	0.5%	0.0
Volume	154,496	222,861	68,365	44.3%	590,648

Daily Pivots for day following 12-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,891.0	5,808.0	5,519.0
R3	5,749.0	5,666.0	5,480.0
R2	5,607.0	5,607.0	5,467.0
R1	5,524.0	5,524.0	5,454.0	5,494.5
PP	5,465.0	5,465.0	5,465.0	5,450.0
S1	5,382.0	5,382.0	5,428.0	5,352.5
S2	5,323.0	5,323.0	5,415.0
S3	5,181.0	5,240.0	5,402.0
S4	5,039.0	5,098.0	5,363.0

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,184.5	6,083.5	5,666.5
R3	5,967.0	5,866.0	5,607.0
R2	5,749.5	5,749.5	5,587.0
R1	5,648.5	5,648.5	5,567.0	5,699.0
PP	5,532.0	5,532.0	5,532.0	5,557.5
S1	5,431.0	5,431.0	5,527.0	5,481.5
S2	5,314.5	5,314.5	5,507.0
S3	5,097.0	5,213.5	5,487.0
S4	4,879.5	4,996.0	5,427.5

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	5,406.0	227.5	4.2%	138.5	2.5%	15%	False	True	146,318
10	5,633.5	5,269.0	364.5	6.7%	129.5	2.4%	47%	False	False	137,577
20	5,633.5	5,071.5	562.0	10.3%	124.0	2.3%	66%	False	False	124,924
40	5,763.5	5,071.5	692.0	12.7%	132.5	2.4%	53%	False	False	124,158
60	5,763.5	4,839.5	924.0	17.0%	139.0	2.6%	65%	False	False	126,752
80	5,763.5	4,839.5	924.0	17.0%	137.5	2.5%	65%	False	False	108,826
100	5,873.5	4,819.5	1,054.0	19.4%	134.5	2.5%	59%	False	False	87,088
120	6,000.5	4,819.5	1,181.0	21.7%	118.5	2.2%	53%	False	False	72,575

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	29.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,151.5
2.618	5,920.0
1.618	5,778.0
1.000	5,690.0
0.618	5,636.0
HIGH	5,548.0
0.618	5,494.0
0.500	5,477.0
0.382	5,460.0
LOW	5,406.0
0.618	5,318.0
1.000	5,264.0
1.618	5,176.0
2.618	5,034.0
4.250	4,802.5

Fisher Pivots for day following 12-Dec-2011
Pivot	1 day	3 day
R1	5,477.0	5,507.0
PP	5,465.0	5,485.0
S1	5,453.0	5,463.0

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

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