FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 06-Dec-2012

Day Change Summary
	Previous	Current
	05-Dec-2012	06-Dec-2012	Change	Change %	Previous Week
Open	5,872.5	5,895.5	23.0	0.4%	5,817.5
High	5,918.0	5,926.5	8.5	0.1%	5,906.0
Low	5,866.0	5,885.0	19.0	0.3%	5,755.5
Close	5,881.5	5,905.0	23.5	0.4%	5,873.5
Range	52.0	41.5	-10.5	-20.2%	150.5
ATR	63.7	62.4	-1.3	-2.1%	0.0
Volume	80,126	76,492	-3,634	-4.5%	423,632

Daily Pivots for day following 06-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,030.0	6,009.0	5,928.0
R3	5,988.5	5,967.5	5,916.5
R2	5,947.0	5,947.0	5,912.5
R1	5,926.0	5,926.0	5,909.0	5,936.5
PP	5,905.5	5,905.5	5,905.5	5,911.0
S1	5,884.5	5,884.5	5,901.0	5,895.0
S2	5,864.0	5,864.0	5,897.5
S3	5,822.5	5,843.0	5,893.5
S4	5,781.0	5,801.5	5,882.0

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	5,926.5	5,853.5	73.0	1.2%	46.5	0.8%	71%	True	False	88,079
10	5,926.5	5,755.5	171.0	2.9%	51.5	0.9%	87%	True	False	84,603
20	5,926.5	5,591.5	335.0	5.7%	59.5	1.0%	94%	True	False	83,755
40	5,926.5	5,591.5	335.0	5.7%	64.0	1.1%	94%	True	False	84,928
60	5,926.5	5,591.5	335.0	5.7%	62.5	1.1%	94%	True	False	89,217
80	5,926.5	5,591.5	335.0	5.7%	59.5	1.0%	94%	True	False	69,032
100	5,926.5	5,420.5	506.0	8.6%	58.0	1.0%	96%	True	False	55,233
120	5,926.5	5,381.0	545.5	9.2%	53.5	0.9%	96%	True	False	46,031

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.7
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	6,103.0
2.618	6,035.0
1.618	5,993.5
1.000	5,968.0
0.618	5,952.0
HIGH	5,926.5
0.618	5,910.5
0.500	5,906.0
0.382	5,901.0
LOW	5,885.0
0.618	5,859.5
1.000	5,843.5
1.618	5,818.0
2.618	5,776.5
4.250	5,708.5

Fisher Pivots for day following 06-Dec-2012
Pivot	1 day	3 day
R1	5,906.0	5,900.0
PP	5,905.5	5,895.0
S1	5,905.0	5,890.0

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

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