FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 10-Dec-2012

Day Change Summary
	Previous	Current
	07-Dec-2012	10-Dec-2012	Change	Change %	Previous Week
Open	5,919.0	5,923.0	4.0	0.1%	5,880.0
High	5,926.0	5,928.5	2.5	0.0%	5,926.5
Low	5,890.5	5,893.0	2.5	0.0%	5,853.5
Close	5,913.0	5,921.5	8.5	0.1%	5,913.0
Range	35.5	35.5	0.0	0.0%	73.0
ATR	60.5	58.7	-1.8	-3.0%	0.0
Volume	67,305	93,573	26,268	39.0%	423,995

Daily Pivots for day following 10-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,021.0	6,006.5	5,941.0
R3	5,985.5	5,971.0	5,931.5
R2	5,950.0	5,950.0	5,928.0
R1	5,935.5	5,935.5	5,925.0	5,925.0
PP	5,914.5	5,914.5	5,914.5	5,909.0
S1	5,900.0	5,900.0	5,918.0	5,889.5
S2	5,879.0	5,879.0	5,915.0
S3	5,843.5	5,864.5	5,911.5
S4	5,808.0	5,829.0	5,902.0

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,116.5	6,088.0	5,953.0
R3	6,043.5	6,015.0	5,933.0
R2	5,970.5	5,970.5	5,926.5
R1	5,942.0	5,942.0	5,919.5	5,956.0
PP	5,897.5	5,897.5	5,897.5	5,905.0
S1	5,869.0	5,869.0	5,906.5	5,883.0
S2	5,824.5	5,824.5	5,899.5
S3	5,751.5	5,796.0	5,893.0
S4	5,678.5	5,723.0	5,873.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,928.5	5,853.5	75.0	1.3%	42.0	0.7%	91%	True	False	81,578
10	5,928.5	5,755.5	173.0	2.9%	48.0	0.8%	96%	True	False	86,818
20	5,928.5	5,591.5	337.0	5.7%	57.0	1.0%	98%	True	False	83,617
40	5,928.5	5,591.5	337.0	5.7%	63.0	1.1%	98%	True	False	84,474
60	5,928.5	5,591.5	337.0	5.7%	62.0	1.0%	98%	True	False	86,455
80	5,928.5	5,591.5	337.0	5.7%	59.5	1.0%	98%	True	False	71,042
100	5,928.5	5,420.5	508.0	8.6%	58.0	1.0%	99%	True	False	56,841
120	5,928.5	5,381.0	547.5	9.2%	53.5	0.9%	99%	True	False	47,371

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	10.0

Fibonacci Retracements and Extensions
4.250	6,079.5
2.618	6,021.5
1.618	5,986.0
1.000	5,964.0
0.618	5,950.5
HIGH	5,928.5
0.618	5,915.0
0.500	5,911.0
0.382	5,906.5
LOW	5,893.0
0.618	5,871.0
1.000	5,857.5
1.618	5,835.5
2.618	5,800.0
4.250	5,742.0

Fisher Pivots for day following 10-Dec-2012
Pivot	1 day	3 day
R1	5,918.0	5,916.5
PP	5,914.5	5,911.5
S1	5,911.0	5,907.0

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

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