FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 16-Dec-2011

Day Change Summary
	Previous	Current
	15-Dec-2011	16-Dec-2011	Change	Change %	Previous Week
Open	5,334.0	5,388.5	54.5	1.0%	5,507.5
High	5,397.5	5,416.0	18.5	0.3%	5,508.0
Low	5,323.0	5,311.5	-11.5	-0.2%	5,311.5
Close	5,356.5	5,327.5	-29.0	-0.5%	5,327.5
Range	74.5	104.5	30.0	40.3%	196.5
ATR	109.8	109.5	-0.4	-0.3%	0.0
Volume	103,454	115,965	12,511	12.1%	791,530

Daily Pivots for day following 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,665.0	5,601.0	5,385.0
R3	5,560.5	5,496.5	5,356.0
R2	5,456.0	5,456.0	5,346.5
R1	5,392.0	5,392.0	5,337.0	5,372.0
PP	5,351.5	5,351.5	5,351.5	5,341.5
S1	5,287.5	5,287.5	5,318.0	5,267.0
S2	5,247.0	5,247.0	5,308.5
S3	5,142.5	5,183.0	5,299.0
S4	5,038.0	5,078.5	5,270.0

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,972.0	5,846.0	5,435.5
R3	5,775.5	5,649.5	5,381.5
R2	5,579.0	5,579.0	5,363.5
R1	5,453.0	5,453.0	5,345.5	5,418.0
PP	5,382.5	5,382.5	5,382.5	5,364.5
S1	5,256.5	5,256.5	5,309.5	5,221.0
S2	5,186.0	5,186.0	5,291.5
S3	4,989.5	5,060.0	5,273.5
S4	4,793.0	4,863.5	5,219.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,508.0	5,311.5	196.5	3.7%	107.5	2.0%	8%	False	True	158,306
10	5,593.0	5,311.5	281.5	5.3%	109.5	2.1%	6%	False	True	88,470
20	5,593.0	5,040.0	553.0	10.4%	106.5	2.0%	52%	False	False	46,113
40	5,709.0	5,040.0	669.0	12.6%	93.0	1.7%	43%	False	False	23,113
60	5,709.0	4,896.0	813.0	15.3%	80.5	1.5%	53%	False	False	15,420
80	5,709.0	4,887.5	821.5	15.4%	64.5	1.2%	54%	False	False	11,567
100	5,723.0	4,887.5	835.5	15.7%	55.0	1.0%	53%	False	False	9,255
120	5,960.5	4,887.5	1,073.0	20.1%	46.0	0.9%	41%	False	False	7,714

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,860.0
2.618	5,689.5
1.618	5,585.0
1.000	5,520.5
0.618	5,480.5
HIGH	5,416.0
0.618	5,376.0
0.500	5,364.0
0.382	5,351.5
LOW	5,311.5
0.618	5,247.0
1.000	5,207.0
1.618	5,142.5
2.618	5,038.0
4.250	4,867.5

Fisher Pivots for day following 16-Dec-2011
Pivot	1 day	3 day
R1	5,364.0	5,373.0
PP	5,351.5	5,358.0
S1	5,339.5	5,343.0

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

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