FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 23-Dec-2011

Day Change Summary
	Previous	Current
	22-Dec-2011	23-Dec-2011	Change	Change %	Previous Week
Open	5,369.0	5,444.0	75.0	1.4%	5,300.0
High	5,444.5	5,479.0	34.5	0.6%	5,479.0
Low	5,345.5	5,435.0	89.5	1.7%	5,281.5
Close	5,438.5	5,477.0	38.5	0.7%	5,477.0
Range	99.0	44.0	-55.0	-55.6%	197.5
ATR	108.7	104.1	-4.6	-4.3%	0.0
Volume	54,285	20,461	-33,824	-62.3%	338,275

Daily Pivots for day following 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,595.5	5,580.5	5,501.0
R3	5,551.5	5,536.5	5,489.0
R2	5,507.5	5,507.5	5,485.0
R1	5,492.5	5,492.5	5,481.0	5,500.0
PP	5,463.5	5,463.5	5,463.5	5,467.5
S1	5,448.5	5,448.5	5,473.0	5,456.0
S2	5,419.5	5,419.5	5,469.0
S3	5,375.5	5,404.5	5,465.0
S4	5,331.5	5,360.5	5,453.0

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,005.0	5,938.5	5,585.5
R3	5,807.5	5,741.0	5,531.5
R2	5,610.0	5,610.0	5,513.0
R1	5,543.5	5,543.5	5,495.0	5,577.0
PP	5,412.5	5,412.5	5,412.5	5,429.0
S1	5,346.0	5,346.0	5,459.0	5,379.0
S2	5,215.0	5,215.0	5,441.0
S3	5,017.5	5,148.5	5,422.5
S4	4,820.0	4,951.0	5,368.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,479.0	5,281.5	197.5	3.6%	93.5	1.7%	99%	True	False	67,655
10	5,508.0	5,281.5	226.5	4.1%	100.5	1.8%	86%	False	False	112,980
20	5,593.0	5,161.5	431.5	7.9%	108.0	2.0%	73%	False	False	62,479
40	5,593.0	5,040.0	553.0	10.1%	93.5	1.7%	79%	False	False	31,547
60	5,709.0	4,896.0	813.0	14.8%	86.0	1.6%	71%	False	False	21,055
80	5,709.0	4,887.5	821.5	15.0%	70.5	1.3%	72%	False	False	15,795
100	5,709.0	4,887.5	821.5	15.0%	60.0	1.1%	72%	False	False	12,637
120	5,895.5	4,887.5	1,008.0	18.4%	50.0	0.9%	58%	False	False	10,532

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	21.0
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	5,666.0
2.618	5,594.0
1.618	5,550.0
1.000	5,523.0
0.618	5,506.0
HIGH	5,479.0
0.618	5,462.0
0.500	5,457.0
0.382	5,452.0
LOW	5,435.0
0.618	5,408.0
1.000	5,391.0
1.618	5,364.0
2.618	5,320.0
4.250	5,248.0

Fisher Pivots for day following 23-Dec-2011
Pivot	1 day	3 day
R1	5,470.5	5,452.5
PP	5,463.5	5,428.0
S1	5,457.0	5,403.5

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

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