FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 20-Dec-2011

Day Change Summary
	Previous	Current
	19-Dec-2011	20-Dec-2011	Change	Change %	Previous Week
Open	5,300.0	5,319.5	19.5	0.4%	5,507.5
High	5,374.0	5,407.5	33.5	0.6%	5,508.0
Low	5,281.5	5,289.0	7.5	0.1%	5,311.5
Close	5,287.5	5,399.0	111.5	2.1%	5,327.5
Range	92.5	118.5	26.0	28.1%	196.5
ATR	108.2	109.1	0.8	0.8%	0.0
Volume	79,796	84,988	5,192	6.5%	791,530

Daily Pivots for day following 20-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,720.5	5,678.5	5,464.0
R3	5,602.0	5,560.0	5,431.5
R2	5,483.5	5,483.5	5,420.5
R1	5,441.5	5,441.5	5,410.0	5,462.5
PP	5,365.0	5,365.0	5,365.0	5,376.0
S1	5,323.0	5,323.0	5,388.0	5,344.0
S2	5,246.5	5,246.5	5,377.5
S3	5,128.0	5,204.5	5,366.5
S4	5,009.5	5,086.0	5,334.0

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	5,435.0	5,281.5	153.5	2.8%	99.5	1.8%	77%	False	False	112,836
10	5,593.0	5,281.5	311.5	5.8%	116.0	2.1%	38%	False	False	104,595
20	5,593.0	5,040.0	553.0	10.2%	107.5	2.0%	65%	False	False	54,162
40	5,709.0	5,040.0	669.0	12.4%	94.5	1.8%	54%	False	False	27,227
60	5,709.0	4,896.0	813.0	15.1%	82.5	1.5%	62%	False	False	18,166
80	5,709.0	4,887.5	821.5	15.2%	67.0	1.2%	62%	False	False	13,627
100	5,709.0	4,887.5	821.5	15.2%	57.0	1.1%	62%	False	False	10,902
120	5,960.5	4,887.5	1,073.0	19.9%	48.0	0.9%	48%	False	False	9,087

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.9
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5,911.0
2.618	5,717.5
1.618	5,599.0
1.000	5,526.0
0.618	5,480.5
HIGH	5,407.5
0.618	5,362.0
0.500	5,348.0
0.382	5,334.5
LOW	5,289.0
0.618	5,216.0
1.000	5,170.5
1.618	5,097.5
2.618	4,979.0
4.250	4,785.5

Fisher Pivots for day following 20-Dec-2011
Pivot	1 day	3 day
R1	5,382.0	5,382.0
PP	5,365.0	5,365.5
S1	5,348.0	5,349.0

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

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