FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 27-Sep-2012

Day Change Summary
	Previous	Current
	26-Sep-2012	27-Sep-2012	Change	Change %	Previous Week
Open	5,789.5	5,742.0	-47.5	-0.8%	5,856.0
High	5,799.0	5,786.0	-13.0	-0.2%	5,882.5
Low	5,724.0	5,735.0	11.0	0.2%	5,795.5
Close	5,747.5	5,754.5	7.0	0.1%	5,833.0
Range	75.0	51.0	-24.0	-32.0%	87.0
ATR	62.9	62.0	-0.8	-1.3%	0.0
Volume	70,506	120,020	49,514	70.2%	669,240

Daily Pivots for day following 27-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,911.5	5,884.0	5,782.5
R3	5,860.5	5,833.0	5,768.5
R2	5,809.5	5,809.5	5,764.0
R1	5,782.0	5,782.0	5,759.0	5,796.0
PP	5,758.5	5,758.5	5,758.5	5,765.5
S1	5,731.0	5,731.0	5,750.0	5,745.0
S2	5,707.5	5,707.5	5,745.0
S3	5,656.5	5,680.0	5,740.5
S4	5,605.5	5,629.0	5,726.5

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	5,867.5	5,724.0	143.5	2.5%	56.5	1.0%	21%	False	False	80,950
10	5,905.0	5,724.0	181.0	3.1%	53.0	0.9%	17%	False	False	114,895
20	5,905.0	5,606.0	299.0	5.2%	60.0	1.0%	50%	False	False	65,881
40	5,905.0	5,555.0	350.0	6.1%	52.5	0.9%	57%	False	False	32,978
60	5,905.0	5,420.5	484.5	8.4%	48.5	0.8%	69%	False	False	21,991
80	5,905.0	5,357.0	548.0	9.5%	41.0	0.7%	73%	False	False	16,510
100	5,905.0	5,174.5	730.5	12.7%	33.5	0.6%	79%	False	False	13,214
120	5,905.0	5,174.5	730.5	12.7%	28.5	0.5%	79%	False	False	11,016

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,003.0
2.618	5,919.5
1.618	5,868.5
1.000	5,837.0
0.618	5,817.5
HIGH	5,786.0
0.618	5,766.5
0.500	5,760.5
0.382	5,754.5
LOW	5,735.0
0.618	5,703.5
1.000	5,684.0
1.618	5,652.5
2.618	5,601.5
4.250	5,518.0

Fisher Pivots for day following 27-Sep-2012
Pivot	1 day	3 day
R1	5,760.5	5,782.5
PP	5,758.5	5,773.0
S1	5,756.5	5,764.0

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

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