FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 27-Nov-2012

Day Change Summary
	Previous	Current
	26-Nov-2012	27-Nov-2012	Change	Change %	Previous Week
Open	5,817.5	5,813.0	-4.5	-0.1%	5,642.0
High	5,818.0	5,824.0	6.0	0.1%	5,837.5
Low	5,771.5	5,787.0	15.5	0.3%	5,636.5
Close	5,779.0	5,800.0	21.0	0.4%	5,818.5
Range	46.5	37.0	-9.5	-20.4%	201.0
ATR	69.8	68.0	-1.8	-2.5%	0.0
Volume	73,011	84,267	11,256	15.4%	310,794

Daily Pivots for day following 27-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,914.5	5,894.5	5,820.5
R3	5,877.5	5,857.5	5,810.0
R2	5,840.5	5,840.5	5,807.0
R1	5,820.5	5,820.5	5,803.5	5,812.0
PP	5,803.5	5,803.5	5,803.5	5,799.5
S1	5,783.5	5,783.5	5,796.5	5,775.0
S2	5,766.5	5,766.5	5,793.0
S3	5,729.5	5,746.5	5,790.0
S4	5,692.5	5,709.5	5,779.5

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	5,722.0	115.5	2.0%	46.0	0.8%	68%	False	False	65,273
10	5,837.5	5,591.5	246.0	4.2%	62.0	1.1%	85%	False	False	79,566
20	5,907.0	5,591.5	315.5	5.4%	68.5	1.2%	66%	False	False	83,939
40	5,907.0	5,591.5	315.5	5.4%	64.5	1.1%	66%	False	False	82,744
60	5,907.0	5,591.5	315.5	5.4%	63.5	1.1%	66%	False	False	81,518
80	5,907.0	5,591.5	315.5	5.4%	57.5	1.0%	66%	False	False	61,251
100	5,907.0	5,420.5	486.5	8.4%	56.5	1.0%	78%	False	False	49,003
120	5,907.0	5,367.0	540.0	9.3%	51.0	0.9%	80%	False	False	40,842

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.5
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	5,981.0
2.618	5,921.0
1.618	5,884.0
1.000	5,861.0
0.618	5,847.0
HIGH	5,824.0
0.618	5,810.0
0.500	5,805.5
0.382	5,801.0
LOW	5,787.0
0.618	5,764.0
1.000	5,750.0
1.618	5,727.0
2.618	5,690.0
4.250	5,630.0

Fisher Pivots for day following 27-Nov-2012
Pivot	1 day	3 day
R1	5,805.5	5,804.5
PP	5,803.5	5,803.0
S1	5,802.0	5,801.5

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

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