FTSE 100 Index Future December 2012

Trading Metrics calculated at close of trading on 14-Dec-2012

Day Change Summary
	Previous	Current
	13-Dec-2012	14-Dec-2012	Change	Change %	Previous Week
Open	5,940.0	5,924.0	-16.0	-0.3%	5,923.0
High	5,948.5	5,946.5	-2.0	0.0%	5,965.0
Low	5,911.5	5,910.0	-1.5	0.0%	5,893.0
Close	5,920.0	5,925.5	5.5	0.1%	5,925.5
Range	37.0	36.5	-0.5	-1.4%	72.0
ATR	55.3	53.9	-1.3	-2.4%	0.0
Volume	130,409	316,971	186,562	143.1%	730,928

Daily Pivots for day following 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,037.0	6,017.5	5,945.5
R3	6,000.5	5,981.0	5,935.5
R2	5,964.0	5,964.0	5,932.0
R1	5,944.5	5,944.5	5,929.0	5,954.0
PP	5,927.5	5,927.5	5,927.5	5,932.0
S1	5,908.0	5,908.0	5,922.0	5,918.0
S2	5,891.0	5,891.0	5,919.0
S3	5,854.5	5,871.5	5,915.5
S4	5,818.0	5,835.0	5,905.5

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,144.0	6,106.5	5,965.0
R3	6,072.0	6,034.5	5,945.5
R2	6,000.0	6,000.0	5,938.5
R1	5,962.5	5,962.5	5,932.0	5,981.0
PP	5,928.0	5,928.0	5,928.0	5,937.0
S1	5,890.5	5,890.5	5,919.0	5,909.0
S2	5,856.0	5,856.0	5,912.5
S3	5,784.0	5,818.5	5,905.5
S4	5,712.0	5,746.5	5,886.0

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	5,893.0	72.0	1.2%	39.0	0.7%	45%	False	False	146,185
10	5,965.0	5,853.5	111.5	1.9%	42.0	0.7%	65%	False	False	115,492
20	5,965.0	5,636.5	328.5	5.5%	49.5	0.8%	88%	False	False	94,467
40	5,965.0	5,591.5	373.5	6.3%	61.5	1.0%	89%	False	False	91,625
60	5,965.0	5,591.5	373.5	6.3%	61.0	1.0%	89%	False	False	89,069
80	5,965.0	5,591.5	373.5	6.3%	59.5	1.0%	89%	False	False	79,007
100	5,965.0	5,550.5	414.5	7.0%	58.0	1.0%	90%	False	False	63,215
120	5,965.0	5,420.5	544.5	9.2%	54.0	0.9%	93%	False	False	52,682

Crabel Price Patterns
NR	True
NR4	True
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	10.9
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,101.5
2.618	6,042.0
1.618	6,005.5
1.000	5,983.0
0.618	5,969.0
HIGH	5,946.5
0.618	5,932.5
0.500	5,928.0
0.382	5,924.0
LOW	5,910.0
0.618	5,887.5
1.000	5,873.5
1.618	5,851.0
2.618	5,814.5
4.250	5,755.0

Fisher Pivots for day following 14-Dec-2012
Pivot	1 day	3 day
R1	5,928.0	5,937.5
PP	5,927.5	5,933.5
S1	5,926.5	5,929.5

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

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