FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 07-Nov-2012

Day Change Summary
	Previous	Current
	06-Nov-2012	07-Nov-2012	Change	Change %	Previous Week
Open	5,819.0	5,870.0	51.0	0.9%	5,781.0
High	5,888.0	5,907.0	19.0	0.3%	5,869.0
Low	5,819.0	5,771.0	-48.0	-0.8%	5,741.0
Close	5,857.5	5,775.5	-82.0	-1.4%	5,839.0
Range	69.0	136.0	67.0	97.1%	128.0
ATR	66.4	71.4	5.0	7.5%	0.0
Volume	132,558	89,362	-43,196	-32.6%	388,918

Daily Pivots for day following 07-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,226.0	6,136.5	5,850.5
R3	6,090.0	6,000.5	5,813.0
R2	5,954.0	5,954.0	5,800.5
R1	5,864.5	5,864.5	5,788.0	5,841.0
PP	5,818.0	5,818.0	5,818.0	5,806.0
S1	5,728.5	5,728.5	5,763.0	5,705.0
S2	5,682.0	5,682.0	5,750.5
S3	5,546.0	5,592.5	5,738.0
S4	5,410.0	5,456.5	5,700.5

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,200.5	6,147.5	5,909.5
R3	6,072.5	6,019.5	5,874.0
R2	5,944.5	5,944.5	5,862.5
R1	5,891.5	5,891.5	5,850.5	5,918.0
PP	5,816.5	5,816.5	5,816.5	5,829.5
S1	5,763.5	5,763.5	5,827.5	5,790.0
S2	5,688.5	5,688.5	5,815.5
S3	5,560.5	5,635.5	5,804.0
S4	5,432.5	5,507.5	5,768.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,907.0	5,754.0	153.0	2.6%	77.5	1.3%	14%	True	False	85,803
10	5,907.0	5,720.0	187.0	3.2%	74.0	1.3%	30%	True	False	81,991
20	5,907.0	5,720.0	187.0	3.2%	69.5	1.2%	30%	True	False	84,865
40	5,907.0	5,700.0	207.0	3.6%	65.5	1.1%	36%	True	False	91,008
60	5,907.0	5,606.0	301.0	5.2%	58.5	1.0%	56%	True	False	62,369
80	5,907.0	5,420.5	486.5	8.4%	57.5	1.0%	73%	True	False	46,784
100	5,907.0	5,381.0	526.0	9.1%	51.5	0.9%	75%	True	False	37,432
120	5,907.0	5,174.5	732.5	12.7%	44.0	0.8%	82%	True	False	31,204

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.5
Widest range in 68 trading days

Fibonacci Retracements and Extensions
4.250	6,485.0
2.618	6,263.0
1.618	6,127.0
1.000	6,043.0
0.618	5,991.0
HIGH	5,907.0
0.618	5,855.0
0.500	5,839.0
0.382	5,823.0
LOW	5,771.0
0.618	5,687.0
1.000	5,635.0
1.618	5,551.0
2.618	5,415.0
4.250	5,193.0

Fisher Pivots for day following 07-Nov-2012
Pivot	1 day	3 day
R1	5,839.0	5,839.0
PP	5,818.0	5,818.0
S1	5,796.5	5,796.5

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

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