FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 13-Dec-2011

Day Change Summary
	Previous	Current
	12-Dec-2011	13-Dec-2011	Change	Change %	Previous Week
Open	5,546.0	5,441.5	-104.5	-1.9%	5,539.0
High	5,548.0	5,527.5	-20.5	-0.4%	5,633.5
Low	5,406.0	5,413.0	7.0	0.1%	5,416.0
Close	5,441.0	5,439.5	-1.5	0.0%	5,547.0
Range	142.0	114.5	-27.5	-19.4%	217.5
ATR	133.4	132.1	-1.4	-1.0%	0.0
Volume	222,861	366,449	143,588	64.4%	590,648

Daily Pivots for day following 13-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,803.5	5,736.0	5,502.5
R3	5,689.0	5,621.5	5,471.0
R2	5,574.5	5,574.5	5,460.5
R1	5,507.0	5,507.0	5,450.0	5,483.5
PP	5,460.0	5,460.0	5,460.0	5,448.0
S1	5,392.5	5,392.5	5,429.0	5,369.0
S2	5,345.5	5,345.5	5,418.5
S3	5,231.0	5,278.0	5,408.0
S4	5,116.5	5,163.5	5,376.5

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%	140.5	2.6%	15%	False	False	201,770
10	5,633.5	5,275.0	358.5	6.6%	133.5	2.5%	46%	False	False	163,908
20	5,633.5	5,071.5	562.0	10.3%	122.5	2.2%	65%	False	False	136,445
40	5,763.5	5,071.5	692.0	12.7%	131.0	2.4%	53%	False	False	130,501
60	5,763.5	4,839.5	924.0	17.0%	138.0	2.5%	65%	False	False	131,050
80	5,763.5	4,839.5	924.0	17.0%	136.5	2.5%	65%	False	False	113,368
100	5,873.5	4,819.5	1,054.0	19.4%	135.5	2.5%	59%	False	False	90,752
120	6,000.5	4,819.5	1,181.0	21.7%	119.0	2.2%	52%	False	False	75,629

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	28.7
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,014.0
2.618	5,827.5
1.618	5,713.0
1.000	5,642.0
0.618	5,598.5
HIGH	5,527.5
0.618	5,484.0
0.500	5,470.0
0.382	5,456.5
LOW	5,413.0
0.618	5,342.0
1.000	5,298.5
1.618	5,227.5
2.618	5,113.0
4.250	4,926.5

Fisher Pivots for day following 13-Dec-2011
Pivot	1 day	3 day
R1	5,470.0	5,483.0
PP	5,460.0	5,468.5
S1	5,450.0	5,454.0

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

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