FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 14-Nov-2012

Day Change Summary
	Previous	Current
	13-Nov-2012	14-Nov-2012	Change	Change %	Previous Week
Open	5,748.0	5,742.5	-5.5	-0.1%	5,822.5
High	5,773.5	5,762.0	-11.5	-0.2%	5,907.0
Low	5,692.0	5,661.0	-31.0	-0.5%	5,696.0
Close	5,767.5	5,734.5	-33.0	-0.6%	5,760.0
Range	81.5	101.0	19.5	23.9%	211.0
ATR	70.3	72.9	2.6	3.7%	0.0
Volume	92,761	104,313	11,552	12.5%	453,593

Daily Pivots for day following 14-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,022.0	5,979.5	5,790.0
R3	5,921.0	5,878.5	5,762.5
R2	5,820.0	5,820.0	5,753.0
R1	5,777.5	5,777.5	5,744.0	5,748.0
PP	5,719.0	5,719.0	5,719.0	5,704.5
S1	5,676.5	5,676.5	5,725.0	5,647.0
S2	5,618.0	5,618.0	5,716.0
S3	5,517.0	5,575.5	5,706.5
S4	5,416.0	5,474.5	5,679.0

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,420.5	6,301.5	5,876.0
R3	6,209.5	6,090.5	5,818.0
R2	5,998.5	5,998.5	5,798.5
R1	5,879.5	5,879.5	5,779.5	5,833.5
PP	5,787.5	5,787.5	5,787.5	5,765.0
S1	5,668.5	5,668.5	5,740.5	5,622.5
S2	5,576.5	5,576.5	5,721.5
S3	5,365.5	5,457.5	5,702.0
S4	5,154.5	5,246.5	5,644.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,814.0	5,661.0	153.0	2.7%	74.0	1.3%	48%	False	True	93,230
10	5,907.0	5,661.0	246.0	4.3%	75.5	1.3%	30%	False	True	89,517
20	5,907.0	5,661.0	246.0	4.3%	72.0	1.3%	30%	False	True	86,056
40	5,907.0	5,661.0	246.0	4.3%	66.5	1.2%	30%	False	True	85,444
60	5,907.0	5,606.0	301.0	5.2%	62.0	1.1%	43%	False	False	70,134
80	5,907.0	5,420.5	486.5	8.5%	58.5	1.0%	65%	False	False	52,611
100	5,907.0	5,386.5	520.5	9.1%	54.5	1.0%	67%	False	False	42,093
120	5,907.0	5,174.5	732.5	12.8%	47.0	0.8%	76%	False	False	35,088

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.5
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,191.0
2.618	6,026.5
1.618	5,925.5
1.000	5,863.0
0.618	5,824.5
HIGH	5,762.0
0.618	5,723.5
0.500	5,711.5
0.382	5,699.5
LOW	5,661.0
0.618	5,598.5
1.000	5,560.0
1.618	5,497.5
2.618	5,396.5
4.250	5,232.0

Fisher Pivots for day following 14-Nov-2012
Pivot	1 day	3 day
R1	5,727.0	5,729.5
PP	5,719.0	5,724.5
S1	5,711.5	5,719.0

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

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