FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 23-Nov-2012

Day Change Summary
	Previous	Current
	22-Nov-2012	23-Nov-2012	Change	Change %	Previous Week
Open	5,764.0	5,789.0	25.0	0.4%	5,642.0
High	5,800.0	5,837.5	37.5	0.6%	5,837.5
Low	5,750.0	5,779.5	29.5	0.5%	5,636.5
Close	5,796.0	5,818.5	22.5	0.4%	5,818.5
Range	50.0	58.0	8.0	16.0%	201.0
ATR	72.6	71.5	-1.0	-1.4%	0.0
Volume	58,926	65,708	6,782	11.5%	310,794

Daily Pivots for day following 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,986.0	5,960.0	5,850.5
R3	5,928.0	5,902.0	5,834.5
R2	5,870.0	5,870.0	5,829.0
R1	5,844.0	5,844.0	5,824.0	5,857.0
PP	5,812.0	5,812.0	5,812.0	5,818.0
S1	5,786.0	5,786.0	5,813.0	5,799.0
S2	5,754.0	5,754.0	5,808.0
S3	5,696.0	5,728.0	5,802.5
S4	5,638.0	5,670.0	5,786.5

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,367.0	6,294.0	5,929.0
R3	6,166.0	6,093.0	5,874.0
R2	5,965.0	5,965.0	5,855.5
R1	5,892.0	5,892.0	5,837.0	5,928.5
PP	5,764.0	5,764.0	5,764.0	5,782.5
S1	5,691.0	5,691.0	5,800.0	5,727.5
S2	5,563.0	5,563.0	5,781.5
S3	5,362.0	5,490.0	5,763.0
S4	5,161.0	5,289.0	5,708.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,837.5	5,636.5	201.0	3.5%	60.0	1.0%	91%	True	False	62,158
10	5,837.5	5,591.5	246.0	4.2%	65.5	1.1%	92%	True	False	83,845
20	5,907.0	5,591.5	315.5	5.4%	70.5	1.2%	72%	False	False	84,048
40	5,907.0	5,591.5	315.5	5.4%	67.0	1.1%	72%	False	False	82,864
60	5,907.0	5,591.5	315.5	5.4%	65.0	1.1%	72%	False	False	79,010
80	5,907.0	5,589.0	318.0	5.5%	59.0	1.0%	72%	False	False	59,286
100	5,907.0	5,420.5	486.5	8.4%	56.5	1.0%	82%	False	False	47,432
120	5,907.0	5,357.0	550.0	9.5%	50.0	0.9%	84%	False	False	39,536

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	15.1
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,084.0
2.618	5,989.5
1.618	5,931.5
1.000	5,895.5
0.618	5,873.5
HIGH	5,837.5
0.618	5,815.5
0.500	5,808.5
0.382	5,801.5
LOW	5,779.5
0.618	5,743.5
1.000	5,721.5
1.618	5,685.5
2.618	5,627.5
4.250	5,533.0

Fisher Pivots for day following 23-Nov-2012
Pivot	1 day	3 day
R1	5,815.0	5,805.5
PP	5,812.0	5,792.5
S1	5,808.5	5,780.0

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

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