FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 25-Nov-2011

Day Change Summary
	Previous	Current
	24-Nov-2011	25-Nov-2011	Change	Change %	Previous Week
Open	5,112.0	5,068.0	-44.0	-0.9%	5,286.5
High	5,140.0	5,162.0	22.0	0.4%	5,286.5
Low	5,062.0	5,040.0	-22.0	-0.4%	5,040.0
Close	5,101.0	5,127.5	26.5	0.5%	5,127.5
Range	78.0	122.0	44.0	56.4%	246.5
ATR	98.8	100.4	1.7	1.7%	0.0
Volume	15	32	17	113.3%	10,952

Daily Pivots for day following 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,476.0	5,423.5	5,194.5
R3	5,354.0	5,301.5	5,161.0
R2	5,232.0	5,232.0	5,150.0
R1	5,179.5	5,179.5	5,138.5	5,206.0
PP	5,110.0	5,110.0	5,110.0	5,123.0
S1	5,057.5	5,057.5	5,116.5	5,084.0
S2	4,988.0	4,988.0	5,105.0
S3	4,866.0	4,935.5	5,094.0
S4	4,744.0	4,813.5	5,060.5

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,891.0	5,755.5	5,263.0
R3	5,644.5	5,509.0	5,195.5
R2	5,398.0	5,398.0	5,172.5
R1	5,262.5	5,262.5	5,150.0	5,207.0
PP	5,151.5	5,151.5	5,151.5	5,123.5
S1	5,016.0	5,016.0	5,105.0	4,960.5
S2	4,905.0	4,905.0	5,082.5
S3	4,658.5	4,769.5	5,059.5
S4	4,412.0	4,523.0	4,992.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,286.5	5,040.0	246.5	4.8%	87.0	1.7%	35%	False	True	2,190
10	5,530.5	5,040.0	490.5	9.6%	84.5	1.7%	18%	False	True	1,193
20	5,582.0	5,040.0	542.0	10.6%	79.5	1.5%	16%	False	True	615
40	5,709.0	4,896.0	813.0	15.9%	75.0	1.5%	28%	False	False	342
60	5,709.0	4,887.5	821.5	16.0%	58.0	1.1%	29%	False	False	234
80	5,709.0	4,887.5	821.5	16.0%	47.5	0.9%	29%	False	False	177
100	5,895.5	4,887.5	1,008.0	19.7%	38.5	0.8%	24%	False	False	143

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.9
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	5,680.5
2.618	5,481.5
1.618	5,359.5
1.000	5,284.0
0.618	5,237.5
HIGH	5,162.0
0.618	5,115.5
0.500	5,101.0
0.382	5,086.5
LOW	5,040.0
0.618	4,964.5
1.000	4,918.0
1.618	4,842.5
2.618	4,720.5
4.250	4,521.5

Fisher Pivots for day following 25-Nov-2011
Pivot	1 day	3 day
R1	5,118.5	5,118.5
PP	5,110.0	5,110.0
S1	5,101.0	5,101.0

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

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