FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 12-Dec-2012

Day Change Summary
	Previous	Current
	11-Dec-2012	12-Dec-2012	Change	Change %	Previous Week
Open	5,921.0	5,931.0	10.0	0.2%	5,880.0
High	5,939.5	5,965.0	25.5	0.4%	5,926.5
Low	5,900.0	5,917.5	17.5	0.3%	5,853.5
Close	5,929.0	5,949.0	20.0	0.3%	5,913.0
Range	39.5	47.5	8.0	20.3%	73.0
ATR	57.3	56.6	-0.7	-1.2%	0.0
Volume	72,993	116,982	43,989	60.3%	423,995

Daily Pivots for day following 12-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,086.5	6,065.0	5,975.0
R3	6,039.0	6,017.5	5,962.0
R2	5,991.5	5,991.5	5,957.5
R1	5,970.0	5,970.0	5,953.5	5,981.0
PP	5,944.0	5,944.0	5,944.0	5,949.0
S1	5,922.5	5,922.5	5,944.5	5,933.0
S2	5,896.5	5,896.5	5,940.5
S3	5,849.0	5,875.0	5,936.0
S4	5,801.5	5,827.5	5,923.0

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	5,965.0	5,885.0	80.0	1.3%	40.0	0.7%	80%	True	False	85,469
10	5,965.0	5,820.0	145.0	2.4%	46.0	0.8%	89%	True	False	87,657
20	5,965.0	5,591.5	373.5	6.3%	52.5	0.9%	96%	True	False	83,262
40	5,965.0	5,591.5	373.5	6.3%	62.0	1.0%	96%	True	False	84,659
60	5,965.0	5,591.5	373.5	6.3%	62.0	1.0%	96%	True	False	84,716
80	5,965.0	5,591.5	373.5	6.3%	59.5	1.0%	96%	True	False	73,416
100	5,965.0	5,420.5	544.5	9.2%	57.0	1.0%	97%	True	False	58,741
120	5,965.0	5,386.5	578.5	9.7%	54.0	0.9%	97%	True	False	48,954

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.8
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,167.0
2.618	6,089.5
1.618	6,042.0
1.000	6,012.5
0.618	5,994.5
HIGH	5,965.0
0.618	5,947.0
0.500	5,941.0
0.382	5,935.5
LOW	5,917.5
0.618	5,888.0
1.000	5,870.0
1.618	5,840.5
2.618	5,793.0
4.250	5,715.5

Fisher Pivots for day following 12-Dec-2012
Pivot	1 day	3 day
R1	5,946.5	5,942.5
PP	5,944.0	5,935.5
S1	5,941.0	5,929.0

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

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