FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 25-Sep-2012

Day Change Summary
	Previous	Current
	24-Sep-2012	25-Sep-2012	Change	Change %	Previous Week
Open	5,814.0	5,835.0	21.0	0.4%	5,856.0
High	5,827.0	5,841.0	14.0	0.2%	5,882.5
Low	5,772.0	5,801.0	29.0	0.5%	5,795.5
Close	5,813.0	5,835.5	22.5	0.4%	5,833.0
Range	55.0	40.0	-15.0	-27.3%	87.0
ATR	60.6	59.1	-1.5	-2.4%	0.0
Volume	61,881	89,454	27,573	44.6%	669,240

Daily Pivots for day following 25-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,946.0	5,930.5	5,857.5
R3	5,906.0	5,890.5	5,846.5
R2	5,866.0	5,866.0	5,843.0
R1	5,850.5	5,850.5	5,839.0	5,858.0
PP	5,826.0	5,826.0	5,826.0	5,829.5
S1	5,810.5	5,810.5	5,832.0	5,818.0
S2	5,786.0	5,786.0	5,828.0
S3	5,746.0	5,770.5	5,824.5
S4	5,706.0	5,730.5	5,813.5

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,098.0	6,052.5	5,881.0
R3	6,011.0	5,965.5	5,857.0
R2	5,924.0	5,924.0	5,849.0
R1	5,878.5	5,878.5	5,841.0	5,858.0
PP	5,837.0	5,837.0	5,837.0	5,826.5
S1	5,791.5	5,791.5	5,825.0	5,771.0
S2	5,750.0	5,750.0	5,817.0
S3	5,663.0	5,704.5	5,809.0
S4	5,576.0	5,617.5	5,785.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,871.0	5,772.0	99.0	1.7%	51.0	0.9%	64%	False	False	89,034
10	5,905.0	5,728.0	177.0	3.0%	59.5	1.0%	61%	False	False	105,458
20	5,905.0	5,606.0	299.0	5.1%	56.5	1.0%	77%	False	False	56,376
40	5,905.0	5,550.5	354.5	6.1%	53.5	0.9%	80%	False	False	28,215
60	5,905.0	5,420.5	484.5	8.3%	47.5	0.8%	86%	False	False	18,816
80	5,905.0	5,174.5	730.5	12.5%	40.0	0.7%	90%	False	False	14,129
100	5,905.0	5,174.5	730.5	12.5%	32.0	0.6%	90%	False	False	11,309
120	5,905.0	5,174.5	730.5	12.5%	27.5	0.5%	90%	False	False	9,428

Crabel Price Patterns
NR	True
NR4	True
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	False
Stretch	13.4
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,011.0
2.618	5,945.5
1.618	5,905.5
1.000	5,881.0
0.618	5,865.5
HIGH	5,841.0
0.618	5,825.5
0.500	5,821.0
0.382	5,816.5
LOW	5,801.0
0.618	5,776.5
1.000	5,761.0
1.618	5,736.5
2.618	5,696.5
4.250	5,631.0

Fisher Pivots for day following 25-Sep-2012
Pivot	1 day	3 day
R1	5,830.5	5,830.0
PP	5,826.0	5,825.0
S1	5,821.0	5,820.0

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

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