FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 18-Oct-2012

Day Change Summary
	Previous	Current
	17-Oct-2012	18-Oct-2012	Change	Change %	Previous Week
Open	5,851.0	5,889.5	38.5	0.7%	5,817.5
High	5,895.0	5,903.0	8.0	0.1%	5,834.5
Low	5,845.0	5,866.0	21.0	0.4%	5,733.5
Close	5,883.0	5,895.0	12.0	0.2%	5,769.0
Range	50.0	37.0	-13.0	-26.0%	101.0
ATR	63.9	61.9	-1.9	-3.0%	0.0
Volume	83,199	92,160	8,961	10.8%	397,566

Daily Pivots for day following 18-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,999.0	5,984.0	5,915.5
R3	5,962.0	5,947.0	5,905.0
R2	5,925.0	5,925.0	5,902.0
R1	5,910.0	5,910.0	5,898.5	5,917.5
PP	5,888.0	5,888.0	5,888.0	5,892.0
S1	5,873.0	5,873.0	5,891.5	5,880.5
S2	5,851.0	5,851.0	5,888.0
S3	5,814.0	5,836.0	5,885.0
S4	5,777.0	5,799.0	5,874.5

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,082.0	6,026.5	5,824.5
R3	5,981.0	5,925.5	5,797.0
R2	5,880.0	5,880.0	5,787.5
R1	5,824.5	5,824.5	5,778.5	5,802.0
PP	5,779.0	5,779.0	5,779.0	5,767.5
S1	5,723.5	5,723.5	5,759.5	5,701.0
S2	5,678.0	5,678.0	5,750.5
S3	5,577.0	5,622.5	5,741.0
S4	5,476.0	5,521.5	5,713.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,903.0	5,742.5	160.5	2.7%	52.5	0.9%	95%	True	False	90,760
10	5,903.0	5,733.5	169.5	2.9%	55.0	0.9%	95%	True	False	83,374
20	5,903.0	5,700.0	203.0	3.4%	60.0	1.0%	96%	True	False	83,275
40	5,905.0	5,606.0	299.0	5.1%	57.0	1.0%	97%	False	False	64,476
60	5,905.0	5,494.0	411.0	7.0%	54.5	0.9%	98%	False	False	42,998
80	5,905.0	5,396.0	509.0	8.6%	49.5	0.8%	98%	False	False	32,254
100	5,905.0	5,174.5	730.5	12.4%	42.5	0.7%	99%	False	False	25,816
120	5,905.0	5,174.5	730.5	12.4%	35.5	0.6%	99%	False	False	21,519

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.7
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	6,060.0
2.618	6,000.0
1.618	5,963.0
1.000	5,940.0
0.618	5,926.0
HIGH	5,903.0
0.618	5,889.0
0.500	5,884.5
0.382	5,880.0
LOW	5,866.0
0.618	5,843.0
1.000	5,829.0
1.618	5,806.0
2.618	5,769.0
4.250	5,709.0

Fisher Pivots for day following 18-Oct-2012
Pivot	1 day	3 day
R1	5,891.5	5,880.0
PP	5,888.0	5,865.0
S1	5,884.5	5,850.0

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

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