FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 29-Nov-2012

Day Change Summary
	Previous	Current
	28-Nov-2012	29-Nov-2012	Change	Change %	Previous Week
Open	5,788.5	5,820.0	31.5	0.5%	5,642.0
High	5,828.0	5,886.0	58.0	1.0%	5,837.5
Low	5,755.5	5,820.0	64.5	1.1%	5,636.5
Close	5,806.5	5,875.0	68.5	1.2%	5,818.5
Range	72.5	66.0	-6.5	-9.0%	201.0
ATR	68.3	69.1	0.8	1.2%	0.0
Volume	97,323	85,323	-12,000	-12.3%	310,794

Daily Pivots for day following 29-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,058.5	6,032.5	5,911.5
R3	5,992.5	5,966.5	5,893.0
R2	5,926.5	5,926.5	5,887.0
R1	5,900.5	5,900.5	5,881.0	5,913.5
PP	5,860.5	5,860.5	5,860.5	5,867.0
S1	5,834.5	5,834.5	5,869.0	5,847.5
S2	5,794.5	5,794.5	5,863.0
S3	5,728.5	5,768.5	5,857.0
S4	5,662.5	5,702.5	5,838.5

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	5,886.0	5,755.5	130.5	2.2%	56.0	1.0%	92%	True	False	81,126
10	5,886.0	5,591.5	294.5	5.0%	60.5	1.0%	96%	True	False	74,209
20	5,907.0	5,591.5	315.5	5.4%	66.0	1.1%	90%	False	False	84,663
40	5,907.0	5,591.5	315.5	5.4%	65.5	1.1%	90%	False	False	83,417
60	5,907.0	5,591.5	315.5	5.4%	63.5	1.1%	90%	False	False	84,218
80	5,907.0	5,591.5	315.5	5.4%	58.0	1.0%	90%	False	False	63,532
100	5,907.0	5,420.5	486.5	8.3%	57.5	1.0%	93%	False	False	50,830
120	5,907.0	5,380.0	527.0	9.0%	51.5	0.9%	94%	False	False	42,361

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	12.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,166.5
2.618	6,059.0
1.618	5,993.0
1.000	5,952.0
0.618	5,927.0
HIGH	5,886.0
0.618	5,861.0
0.500	5,853.0
0.382	5,845.0
LOW	5,820.0
0.618	5,779.0
1.000	5,754.0
1.618	5,713.0
2.618	5,647.0
4.250	5,539.5

Fisher Pivots for day following 29-Nov-2012
Pivot	1 day	3 day
R1	5,867.5	5,857.0
PP	5,860.5	5,839.0
S1	5,853.0	5,821.0

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

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