FTSE 100 Index Future September 2012

Trading Metrics calculated at close of trading on 29-Aug-2012

Day Change Summary
	Previous	Current
	28-Aug-2012	29-Aug-2012	Change	Change %	Previous Week
Open	5,771.0	5,762.0	-9.0	-0.2%	5,845.0
High	5,777.5	5,767.0	-10.5	-0.2%	5,867.0
Low	5,741.0	5,732.0	-9.0	-0.2%	5,731.5
Close	5,759.5	5,740.0	-19.5	-0.3%	5,757.5
Range	36.5	35.0	-1.5	-4.1%	135.5
ATR	64.2	62.1	-2.1	-3.2%	0.0
Volume	65,924	53,193	-12,731	-19.3%	353,578

Daily Pivots for day following 29-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,851.5	5,830.5	5,759.0
R3	5,816.5	5,795.5	5,749.5
R2	5,781.5	5,781.5	5,746.5
R1	5,760.5	5,760.5	5,743.0	5,753.5
PP	5,746.5	5,746.5	5,746.5	5,743.0
S1	5,725.5	5,725.5	5,737.0	5,718.5
S2	5,711.5	5,711.5	5,733.5
S3	5,676.5	5,690.5	5,730.5
S4	5,641.5	5,655.5	5,721.0

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,192.0	6,110.0	5,832.0
R3	6,056.5	5,974.5	5,795.0
R2	5,921.0	5,921.0	5,782.5
R1	5,839.0	5,839.0	5,770.0	5,812.0
PP	5,785.5	5,785.5	5,785.5	5,772.0
S1	5,703.5	5,703.5	5,745.0	5,677.0
S2	5,650.0	5,650.0	5,732.5
S3	5,514.5	5,568.0	5,720.0
S4	5,379.0	5,432.5	5,683.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,826.0	5,731.5	94.5	1.6%	49.5	0.9%	9%	False	False	67,755
10	5,867.0	5,731.5	135.5	2.4%	47.5	0.8%	6%	False	False	66,429
20	5,867.0	5,573.5	293.5	5.1%	62.5	1.1%	57%	False	False	74,363
40	5,867.0	5,410.0	457.0	8.0%	68.5	1.2%	72%	False	False	77,744
60	5,867.0	5,235.0	632.0	11.0%	76.5	1.3%	80%	False	False	82,575
80	5,867.0	5,176.0	691.0	12.0%	76.5	1.3%	82%	False	False	61,967
100	5,867.0	5,176.0	691.0	12.0%	72.5	1.3%	82%	False	False	49,587

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	12.0
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	5,916.0
2.618	5,858.5
1.618	5,823.5
1.000	5,802.0
0.618	5,788.5
HIGH	5,767.0
0.618	5,753.5
0.500	5,749.5
0.382	5,745.5
LOW	5,732.0
0.618	5,710.5
1.000	5,697.0
1.618	5,675.5
2.618	5,640.5
4.250	5,583.0

Fisher Pivots for day following 29-Aug-2012
Pivot	1 day	3 day
R1	5,749.5	5,758.0
PP	5,746.5	5,752.0
S1	5,743.0	5,746.0

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

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