Lewis Hamilton fastest before emotional farewell
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Vettel said the track had been very slippery but was happy with his day's work.
It was quite hot today and, in terms of track conditions, not that easy, he said.
Australian Mark Webber was third in the morning and afternoon while McLaren's Jenson Button was fourth in the first session. Alonso's Brazilian team mate Felipe Massa was fourth after lunch.
Spaniard Alonso must finish on the podium on Sunday to have any hope of taking his third title while Vettel will be champion regardless of other results if he can secure fourth place or better.
We have not yet found the ideal balance on the car, so there is still a lot of work to be done with the engineers going into the rest of the weekend, said the Spaniard, mindful also that the weather is expected to turn wet at the weekend.
Our targets are clear but also difficult to achieve.
Hamilton has raced for McLaren for all of his Formula One career and could face a barren spell at Mercedes, a team that has been largely uncompetitive this year with their only highlight Nico Rosberg's win in China.
The Briton acknowledged after arriving in Brazil that Sunday's race could be his last chance in a while to stand on top of the podium but Mercedes did their best to give him some hope on Friday.
Michael Schumacher, the seven-times world champion who is retiring for the second time on Sunday to make way for Hamilton at Mercedes, was sixth in the second session ahead of Rosberg with Button eighth.
The 43-year-old German had a special message for his fans on his helmet: Life is about passions, thank you for sharing mine.