FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 21-Dec-2011

Day Change Summary
	Previous	Current
	20-Dec-2011	21-Dec-2011	Change	Change %	Previous Week
Open	5,319.5	5,408.0	88.5	1.7%	5,507.5
High	5,407.5	5,442.0	34.5	0.6%	5,508.0
Low	5,289.0	5,328.0	39.0	0.7%	5,311.5
Close	5,399.0	5,377.0	-22.0	-0.4%	5,327.5
Range	118.5	114.0	-4.5	-3.8%	196.5
ATR	109.1	109.4	0.4	0.3%	0.0
Volume	84,988	98,745	13,757	16.2%	791,530

Daily Pivots for day following 21-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,724.5	5,664.5	5,439.5
R3	5,610.5	5,550.5	5,408.5
R2	5,496.5	5,496.5	5,398.0
R1	5,436.5	5,436.5	5,387.5	5,409.5
PP	5,382.5	5,382.5	5,382.5	5,369.0
S1	5,322.5	5,322.5	5,366.5	5,295.5
S2	5,268.5	5,268.5	5,356.0
S3	5,154.5	5,208.5	5,345.5
S4	5,040.5	5,094.5	5,314.5

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	5,442.0	5,281.5	160.5	3.0%	101.0	1.9%	60%	True	False	96,589
10	5,560.5	5,281.5	279.0	5.2%	114.0	2.1%	34%	False	False	112,498
20	5,593.0	5,040.0	553.0	10.3%	111.0	2.1%	61%	False	False	58,744
40	5,709.0	5,040.0	669.0	12.4%	95.5	1.8%	50%	False	False	29,693
60	5,709.0	4,896.0	813.0	15.1%	84.5	1.6%	59%	False	False	19,812
80	5,709.0	4,887.5	821.5	15.3%	68.5	1.3%	60%	False	False	14,861
100	5,709.0	4,887.5	821.5	15.3%	58.5	1.1%	60%	False	False	11,890
120	5,960.5	4,887.5	1,073.0	20.0%	49.0	0.9%	46%	False	False	9,909

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	True
Stretch	21.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,926.5
2.618	5,740.5
1.618	5,626.5
1.000	5,556.0
0.618	5,512.5
HIGH	5,442.0
0.618	5,398.5
0.500	5,385.0
0.382	5,371.5
LOW	5,328.0
0.618	5,257.5
1.000	5,214.0
1.618	5,143.5
2.618	5,029.5
4.250	4,843.5

Fisher Pivots for day following 21-Dec-2011
Pivot	1 day	3 day
R1	5,385.0	5,372.0
PP	5,382.5	5,367.0
S1	5,379.5	5,362.0

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

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