FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 08-Oct-2012

Day Change Summary
	Previous	Current
	05-Oct-2012	08-Oct-2012	Change	Change %	Previous Week
Open	5,813.0	5,817.5	4.5	0.1%	5,713.5
High	5,858.5	5,824.5	-34.0	-0.6%	5,858.5
Low	5,807.5	5,790.5	-17.0	-0.3%	5,700.0
Close	5,838.0	5,815.0	-23.0	-0.4%	5,838.0
Range	51.0	34.0	-17.0	-33.3%	158.5
ATR	65.1	63.8	-1.3	-1.9%	0.0
Volume	57,595	84,555	26,960	46.8%	375,395

Daily Pivots for day following 08-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,912.0	5,897.5	5,833.5
R3	5,878.0	5,863.5	5,824.5
R2	5,844.0	5,844.0	5,821.0
R1	5,829.5	5,829.5	5,818.0	5,820.0
PP	5,810.0	5,810.0	5,810.0	5,805.0
S1	5,795.5	5,795.5	5,812.0	5,786.0
S2	5,776.0	5,776.0	5,809.0
S3	5,742.0	5,761.5	5,805.5
S4	5,708.0	5,727.5	5,796.5

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,274.5	6,214.5	5,925.0
R3	6,116.0	6,056.0	5,881.5
R2	5,957.5	5,957.5	5,867.0
R1	5,897.5	5,897.5	5,852.5	5,927.5
PP	5,799.0	5,799.0	5,799.0	5,814.0
S1	5,739.0	5,739.0	5,823.5	5,769.0
S2	5,640.5	5,640.5	5,809.0
S3	5,482.0	5,580.5	5,794.5
S4	5,323.5	5,422.0	5,751.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,858.5	5,752.5	106.0	1.8%	50.0	0.9%	59%	False	False	75,063
10	5,858.5	5,700.0	158.5	2.7%	62.0	1.1%	73%	False	False	84,913
20	5,905.0	5,700.0	205.0	3.5%	60.5	1.0%	56%	False	False	91,786
40	5,905.0	5,606.0	299.0	5.1%	51.5	0.9%	70%	False	False	47,200
60	5,905.0	5,420.5	484.5	8.3%	52.0	0.9%	81%	False	False	31,473
80	5,905.0	5,381.0	524.0	9.0%	46.0	0.8%	83%	False	False	23,610
100	5,905.0	5,174.5	730.5	12.6%	38.0	0.7%	88%	False	False	18,902
120	5,905.0	5,174.5	730.5	12.6%	32.0	0.5%	88%	False	False	15,757

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	12.6
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	5,969.0
2.618	5,913.5
1.618	5,879.5
1.000	5,858.5
0.618	5,845.5
HIGH	5,824.5
0.618	5,811.5
0.500	5,807.5
0.382	5,803.5
LOW	5,790.5
0.618	5,769.5
1.000	5,756.5
1.618	5,735.5
2.618	5,701.5
4.250	5,646.0

Fisher Pivots for day following 08-Oct-2012
Pivot	1 day	3 day
R1	5,812.5	5,816.0
PP	5,810.0	5,816.0
S1	5,807.5	5,815.5

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

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