FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 14-Dec-2011

Day Change Summary
	Previous	Current
	13-Dec-2011	14-Dec-2011	Change	Change %	Previous Week
Open	5,441.5	5,441.5	0.0	0.0%	5,539.0
High	5,527.5	5,472.0	-55.5	-1.0%	5,633.5
Low	5,413.0	5,365.5	-47.5	-0.9%	5,416.0
Close	5,439.5	5,382.5	-57.0	-1.0%	5,547.0
Range	114.5	106.5	-8.0	-7.0%	217.5
ATR	132.1	130.2	-1.8	-1.4%	0.0
Volume	366,449	257,021	-109,428	-29.9%	590,648

Daily Pivots for day following 14-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,726.0	5,661.0	5,441.0
R3	5,619.5	5,554.5	5,412.0
R2	5,513.0	5,513.0	5,402.0
R1	5,448.0	5,448.0	5,392.5	5,427.0
PP	5,406.5	5,406.5	5,406.5	5,396.5
S1	5,341.5	5,341.5	5,372.5	5,321.0
S2	5,300.0	5,300.0	5,363.0
S3	5,193.5	5,235.0	5,353.0
S4	5,087.0	5,128.5	5,324.0

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	5,607.5	5,365.5	242.0	4.5%	134.5	2.5%	7%	False	True	227,124
10	5,633.5	5,365.5	268.0	5.0%	117.0	2.2%	6%	False	True	168,701
20	5,633.5	5,071.5	562.0	10.4%	122.0	2.3%	55%	False	False	142,889
40	5,763.5	5,071.5	692.0	12.9%	131.0	2.4%	45%	False	False	134,164
60	5,763.5	4,839.5	924.0	17.2%	137.0	2.5%	59%	False	False	133,390
80	5,763.5	4,839.5	924.0	17.2%	136.5	2.5%	59%	False	False	116,580
100	5,847.0	4,819.5	1,027.5	19.1%	137.0	2.5%	55%	False	False	93,322
120	6,000.5	4,819.5	1,181.0	21.9%	119.5	2.2%	48%	False	False	77,771

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	27.7
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5,924.5
2.618	5,751.0
1.618	5,644.5
1.000	5,578.5
0.618	5,538.0
HIGH	5,472.0
0.618	5,431.5
0.500	5,419.0
0.382	5,406.0
LOW	5,365.5
0.618	5,299.5
1.000	5,259.0
1.618	5,193.0
2.618	5,086.5
4.250	4,913.0

Fisher Pivots for day following 14-Dec-2011
Pivot	1 day	3 day
R1	5,419.0	5,457.0
PP	5,406.5	5,432.0
S1	5,394.5	5,407.0

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

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