FTSE 100 Index Future March 2013

Trading Metrics calculated at close of trading on 11-Dec-2012

Day Change Summary
	Previous	Current
	10-Dec-2012	11-Dec-2012	Change	Change %	Previous Week
Open	5,882.5	5,879.0	-3.5	-0.1%	5,834.0
High	5,886.0	5,898.0	12.0	0.2%	5,882.0
Low	5,857.0	5,871.5	14.5	0.2%	5,813.0
Close	5,880.5	5,888.0	7.5	0.1%	5,872.0
Range	29.0	26.5	-2.5	-8.6%	69.0
ATR	48.1	46.5	-1.5	-3.2%	0.0
Volume	21,213	5,562	-15,651	-73.8%	18,927

Daily Pivots for day following 11-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,965.5	5,953.0	5,902.5
R3	5,939.0	5,926.5	5,895.5
R2	5,912.5	5,912.5	5,893.0
R1	5,900.0	5,900.0	5,890.5	5,906.0
PP	5,886.0	5,886.0	5,886.0	5,889.0
S1	5,873.5	5,873.5	5,885.5	5,880.0
S2	5,859.5	5,859.5	5,883.0
S3	5,833.0	5,847.0	5,880.5
S4	5,806.5	5,820.5	5,873.5

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,062.5	6,036.5	5,910.0
R3	5,993.5	5,967.5	5,891.0
R2	5,924.5	5,924.5	5,884.5
R1	5,898.5	5,898.5	5,878.5	5,911.5
PP	5,855.5	5,855.5	5,855.5	5,862.0
S1	5,829.5	5,829.5	5,865.5	5,842.5
S2	5,786.5	5,786.5	5,859.5
S3	5,717.5	5,760.5	5,853.0
S4	5,648.5	5,691.5	5,834.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,898.0	5,828.5	69.5	1.2%	32.0	0.5%	86%	True	False	7,952
10	5,898.0	5,713.0	185.0	3.1%	40.0	0.7%	95%	True	False	4,724
20	5,898.0	5,566.0	332.0	5.6%	42.5	0.7%	97%	True	False	2,407
40	5,898.0	5,566.0	332.0	5.6%	45.0	0.8%	97%	True	False	1,235
60	5,898.0	5,566.0	332.0	5.6%	40.0	0.7%	97%	True	False	831
80	5,898.0	5,566.0	332.0	5.6%	31.0	0.5%	97%	True	False	629
100	5,898.0	5,380.5	517.5	8.8%	25.0	0.4%	98%	True	False	509
120	5,898.0	5,356.0	542.0	9.2%	21.5	0.4%	98%	True	False	429

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	6.1
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	6,010.5
2.618	5,967.5
1.618	5,941.0
1.000	5,924.5
0.618	5,914.5
HIGH	5,898.0
0.618	5,888.0
0.500	5,885.0
0.382	5,881.5
LOW	5,871.5
0.618	5,855.0
1.000	5,845.0
1.618	5,828.5
2.618	5,802.0
4.250	5,759.0

Fisher Pivots for day following 11-Dec-2012
Pivot	1 day	3 day
R1	5,887.0	5,883.5
PP	5,886.0	5,879.5
S1	5,885.0	5,875.0

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

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