FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 04-Dec-2012

Day Change Summary
	Previous	Current
	03-Dec-2012	04-Dec-2012	Change	Change %	Previous Week
Open	5,880.0	5,855.5	-24.5	-0.4%	5,817.5
High	5,904.5	5,900.0	-4.5	-0.1%	5,906.0
Low	5,857.5	5,853.5	-4.0	-0.1%	5,755.5
Close	5,875.5	5,866.0	-9.5	-0.2%	5,873.5
Range	47.0	46.5	-0.5	-1.1%	150.5
ATR	66.0	64.6	-1.4	-2.1%	0.0
Volume	109,674	90,398	-19,276	-17.6%	423,632

Daily Pivots for day following 04-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,012.5	5,986.0	5,891.5
R3	5,966.0	5,939.5	5,879.0
R2	5,919.5	5,919.5	5,874.5
R1	5,893.0	5,893.0	5,870.5	5,906.0
PP	5,873.0	5,873.0	5,873.0	5,880.0
S1	5,846.5	5,846.5	5,861.5	5,860.0
S2	5,826.5	5,826.5	5,857.5
S3	5,780.0	5,800.0	5,853.0
S4	5,733.5	5,753.5	5,840.5

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,296.5	6,235.5	5,956.5
R3	6,146.0	6,085.0	5,915.0
R2	5,995.5	5,995.5	5,901.0
R1	5,934.5	5,934.5	5,887.5	5,965.0
PP	5,845.0	5,845.0	5,845.0	5,860.0
S1	5,784.0	5,784.0	5,859.5	5,814.5
S2	5,694.5	5,694.5	5,846.0
S3	5,544.0	5,633.5	5,832.0
S4	5,393.5	5,483.0	5,790.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,906.0	5,755.5	150.5	2.6%	55.5	0.9%	73%	False	False	93,285
10	5,906.0	5,722.0	184.0	3.1%	51.0	0.9%	78%	False	False	79,279
20	5,907.0	5,591.5	315.5	5.4%	65.0	1.1%	87%	False	False	85,664
40	5,907.0	5,591.5	315.5	5.4%	65.0	1.1%	87%	False	False	85,132
60	5,907.0	5,591.5	315.5	5.4%	64.0	1.1%	87%	False	False	88,209
80	5,907.0	5,591.5	315.5	5.4%	58.5	1.0%	87%	False	False	67,076
100	5,907.0	5,420.5	486.5	8.3%	58.0	1.0%	92%	False	False	53,667
120	5,907.0	5,381.0	526.0	9.0%	53.0	0.9%	92%	False	False	44,726

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,097.5
2.618	6,021.5
1.618	5,975.0
1.000	5,946.5
0.618	5,928.5
HIGH	5,900.0
0.618	5,882.0
0.500	5,877.0
0.382	5,871.5
LOW	5,853.5
0.618	5,825.0
1.000	5,807.0
1.618	5,778.5
2.618	5,732.0
4.250	5,656.0

Fisher Pivots for day following 04-Dec-2012
Pivot	1 day	3 day
R1	5,877.0	5,880.0
PP	5,873.0	5,875.0
S1	5,869.5	5,870.5

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

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