FTSE MIB Stocks		Last Trading Day		Volatility
Ticker	Name	Date	Close	True Range	ATR 10	ATR 10 Min	ATR 10 Max	ATR 5	ATR 5 Min	ATR 5 Max	ATR 3	ATR 3 Min	ATR 3 Max	Std Dev Price	Std Dev 5	Std Dev 10	Std Dev 22	Std Dev 65	Std Dev 252	Vol Chaikin	Boll Up	Boll Down
A2.MI	A2A	05/11/12	0.384	0.014	0.016	0.011	0.051	0.017	0.010	0.060	0.018	0.009	0.065	0.012	2.44%	2.17%	2.61%	2.96%	3.14%	5.915	0.420	0.374
STS.MI	Ansaldo Sts	05/11/12	6.340	0.135	0.190	0.099	0.521	0.205	0.090	0.689	0.147	0.072	0.926	0.107	2.86%	2.26%	1.89%	1.52%	1.92%	21.296	6.685	6.255
ATL.MI	Atlantia	05/11/12	13.08	0.12	0.23	0.18	0.65	0.21	0.15	0.72	0.23	0.12	0.78	0.29	0.72%	0.99%	1.45%	1.50%	2.08%	-10.162	13.23	12.08
AGL.MI	Autogrill Spa	05/11/12	8.120	0.170	0.161	0.131	0.496	0.141	0.105	0.552	0.180	0.097	0.570	0.114	1.27%	1.26%	1.50%	1.52%	1.75%	-12.273	8.195	7.739
AZMT.MI	Azimut	05/11/12	9.885	0.180	0.204	0.132	0.464	0.162	0.101	0.531	0.175	0.091	0.592	0.163	1.01%	1.19%	1.13%	1.40%	2.43%	-2.293	10.081	9.429
PMII.MI	Bca Pop Milano	05/11/12	0.417	0.018	0.014	0.012	0.054	0.013	0.009	0.066	0.016	0.008	0.080	0.015	1.74%	1.79%	2.46%	2.78%	4.34%	-8.745	0.467	0.408
BAPO.MI	Banco Popolare	05/11/12	1.213	0.049	0.040	0.036	0.130	0.034	0.031	0.141	0.042	0.023	0.173	0.028	2.07%	2.16%	2.32%	2.51%	3.98%	-12.389	1.310	1.197
CPRI.MI	Campari	05/11/12	6.310	0.070	0.135	0.057	0.291	0.079	0.051	0.327	0.090	0.045	0.406	0.069	0.66%	1.58%	1.38%	1.57%	1.53%	-10.665	6.456	6.181
DIAS.MI	Diasorin	05/11/12	26.91	0.50	0.70	0.38	2.03	0.80	0.34	2.34	0.82	0.29	2.39	0.40	2.78%	1.93%	1.86%	1.58%	2.19%	3.546	27.46	25.87
ENEI.MI	Enel	05/11/12	2.8840	0.0720	0.0668	0.0376	0.2234	0.0552	0.0312	0.2628	0.0620	0.0313	0.2887	0.0274	1.45%	1.46%	1.45%	1.64%	2.11%	4.360	2.9548	2.8452
EGPW.MI	Enel Green Power	05/11/12	1.277	0.024	0.029	0.013	0.093	0.025	0.013	0.102	0.026	0.012	0.108	0.021	1.13%	1.43%	1.42%	1.53%	2.10%	-7.282	1.359	1.274
ENI.MI	Eni	05/11/12	17.56	0.29	0.31	0.18	0.79	0.31	0.15	0.90	0.30	0.12	0.97	0.19	1.26%	1.23%	1.32%	1.40%	1.61%	-9.345	17.94	17.17
EXOR.MI	Exor	05/11/12	20.34	0.58	0.56	0.33	1.41	0.57	0.26	1.65	0.61	0.23	1.72	0.30	2.23%	1.82%	1.72%	1.50%	2.31%	21.543	20.94	19.73
FIA.MI	Fiat	05/11/12	3.652	0.094	0.148	0.111	0.651	0.164	0.086	0.813	0.094	0.079	0.896	0.216	1.97%	1.79%	2.04%	2.17%	3.03%	-5.435	4.396	3.530
FI.MI	Fiat Industrial	05/11/12	8.270	0.170	0.220	0.157	0.769	0.236	0.126	0.881	0.180	0.115	0.945	0.187	1.98%	1.61%	1.53%	1.80%	2.57%	10.075	8.471	7.723
SIFI.MI	Finmeccanica	05/11/12	3.776	0.070	0.137	0.095	0.459	0.126	0.078	0.566	0.111	0.073	0.737	0.076	2.25%	2.32%	2.10%	2.76%	3.76%	-7.612	4.009	3.705
GASI.MI	Generali Ass	05/11/12	12.46	0.39	0.31	0.26	0.87	0.31	0.20	1.03	0.35	0.18	1.11	0.27	1.67%	1.31%	1.62%	1.95%	2.36%	-9.445	12.88	11.81
IPGI.MI	Impregilo	05/11/12	3.0960	0.0400	0.0614	0.0366	0.1734	0.0552	0.0292	0.1840	0.0680	0.0267	0.2233	0.0143	0.62%	0.54%	1.63%	1.58%	2.35%	-38.111	3.1312	3.0740
UBI.MI	Ubi Banca	05/11/12	2.9880	0.0920	0.0894	0.0856	0.2745	0.0776	0.0688	0.3034	0.0947	0.0460	0.3756	0.0470	1.42%	1.55%	1.93%	2.65%	3.52%	-10.880	3.1650	2.9770
BZU.MI	Buzzi Unicem	05/11/12	9.175	0.140	0.215	0.146	0.640	0.181	0.142	0.742	0.182	0.142	0.783	0.068	1.15%	1.10%	1.26%	1.72%	2.68%	-19.845	9.414	9.141
FOSA.MI	Fondiaria-Sai	05/11/12	0.990	0.021	0.025	0.024	1.828	0.020	0.020	2.613	0.019	0.019	3.483	0.010	0.47%	1.11%	2.36%	2.38%	12.33%	-43.511	1.028	0.987
LTO.MI	Lottomatica	05/11/12	16.53	0.18	0.36	0.14	0.94	0.34	0.12	1.03	0.26	0.11	1.06	0.23	1.19%	1.48%	1.28%	1.19%	2.02%	2.837	16.92	16.01
LUX.MI	Luxottica Group	05/11/12	29.65	0.45	0.52	0.27	1.11	0.37	0.22	1.30	0.40	0.20	1.42	0.66	0.96%	1.33%	1.11%	1.19%	1.53%	-6.792	30.40	27.75
MS.MI	Mediaset S.P.A	05/11/12	1.3450	0.0540	0.0584	0.0496	0.2018	0.0488	0.0414	0.2365	0.0463	0.0363	0.2775	0.0290	2.12%	2.29%	3.04%	3.36%	3.29%	-19.357	1.4215	1.3057
MDBI.MI	Mediobanca	05/11/12	4.582	0.136	0.160	0.107	0.448	0.151	0.102	0.507	0.186	0.064	0.555	0.092	2.40%	2.43%	2.24%	2.42%	3.22%	10.597	4.691	4.322
MED.MI	Mediolanum	05/11/12	3.8720	0.1000	0.1050	0.0643	0.2232	0.1080	0.0495	0.2472	0.1187	0.0467	0.3160	0.0837	1.60%	1.61%	1.84%	2.27%	3.17%	1.054	3.9443	3.6097
BMPS.MI	Bca Mps	05/11/12	0.2168	0.0054	0.0072	0.0064	0.0437	0.0069	0.0036	0.0458	0.0072	0.0029	0.0519	0.0072	2.36%	2.14%	3.00%	4.04%	4.43%	-21.805	0.2366	0.2078
PLT.MI	Parmalat	05/11/12	1.7100	0.0560	0.0373	0.0037	0.1299	0.0368	0.0035	0.1793	0.0367	0.0026	0.1810	0.0227	1.98%	1.61%	1.56%	1.24%	2.03%	13.397	1.7966	1.7056
PECI.MI	Pirelli E C	05/11/12	8.915	0.135	0.201	0.099	0.541	0.210	0.087	0.609	0.160	0.068	0.675	0.225	1.87%	1.28%	1.66%	1.59%	2.38%	-7.055	9.176	8.275
PRY.MI	Prysmian	05/11/12	15.09	0.29	0.34	0.20	0.85	0.36	0.16	0.99	0.38	0.15	1.08	0.32	2.19%	1.77%	1.48%	1.67%	2.35%	5.942	15.47	14.19
SPMI.MI	Saipem	05/11/12	34.84	0.52	0.83	0.42	2.25	0.59	0.32	2.80	0.61	0.31	2.95	0.42	0.94%	1.70%	1.78%	1.55%	2.03%	-6.664	35.62	33.94
SRG.MI	Snam Rete Gas	05/11/12	3.3480	0.0480	0.0550	0.0375	0.2060	0.0500	0.0335	0.2308	0.0507	0.0308	0.2600	0.0230	1.03%	0.94%	1.22%	1.00%	1.39%	13.956	3.4255	3.3337
STM.MI	Stmicroelectronics	05/11/12	4.600	0.110	0.176	0.111	0.411	0.139	0.089	0.438	0.137	0.091	0.508	0.082	2.30%	2.53%	2.80%	2.59%	2.95%	-25.509	4.822	4.493
TLIT.MI	Telecom Italia	05/11/12	0.6840	0.0170	0.0181	0.0138	0.0610	0.0170	0.0126	0.0772	0.0192	0.0087	0.0743	0.0153	1.56%	1.32%	1.52%	2.03%	2.38%	5.038	0.7390	0.6777
TENR.MI	Tenaris	05/11/12	14.96	0.39	0.39	0.23	0.96	0.39	0.20	1.23	0.45	0.17	1.37	0.26	2.08%	2.06%	1.58%	1.45%	2.02%	8.499	15.25	14.21
TRN.MI	Terna	05/11/12	2.8700	0.0400	0.0436	0.0238	0.1516	0.0392	0.0220	0.1816	0.0460	0.0200	0.2193	0.0176	0.89%	0.97%	1.01%	1.00%	1.50%	6.559	2.9264	2.8560
TOD.MI	Tod'S	05/11/12	93.65	1.75	2.31	1.02	6.06	2.35	0.78	7.59	2.43	0.71	8.73	2.42	1.74%	1.79%	1.41%	2.00%	2.10%	62.009	94.97	85.29
CRDI.MI	Unicredit	02/11/12	3.522	0.082	0.112	0.103	0.514	0.093	0.087	0.586	0.097	0.070	0.690	0.085	2.21%	2.09%	2.42%	2.76%	5.03%	-10.316	3.685	3.345