FTSE 100 Index Future March 2010

Trading Metrics calculated at close of trading on 05-Feb-2010

Day Change Summary
	Previous	Current
	04-Feb-2010	05-Feb-2010	Change	Change %	Previous Week
Open	5,218.5	5,074.0	-144.5	-2.8%	5,116.5
High	5,220.0	5,084.0	-136.0	-2.6%	5,269.0
Low	5,061.5	4,975.0	-86.5	-1.7%	4,975.0
Close	5,103.0	5,025.5	-77.5	-1.5%	5,025.5
Range	158.5	109.0	-49.5	-31.2%	294.0
ATR	99.1	101.1	2.1	2.1%	0.0
Volume	105,691	157,887	52,196	49.4%	647,116

Daily Pivots for day following 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,355.0	5,299.5	5,085.5
R3	5,246.0	5,190.5	5,055.5
R2	5,137.0	5,137.0	5,045.5
R1	5,081.5	5,081.5	5,035.5	5,055.0
PP	5,028.0	5,028.0	5,028.0	5,015.0
S1	4,972.5	4,972.5	5,015.5	4,946.0
S2	4,919.0	4,919.0	5,005.5
S3	4,810.0	4,863.5	4,995.5
S4	4,701.0	4,754.5	4,965.5

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,972.0	5,792.5	5,187.0
R3	5,678.0	5,498.5	5,106.5
R2	5,384.0	5,384.0	5,079.5
R1	5,204.5	5,204.5	5,052.5	5,147.0
PP	5,090.0	5,090.0	5,090.0	5,061.0
S1	4,910.5	4,910.5	4,998.5	4,853.0
S2	4,796.0	4,796.0	4,971.5
S3	4,502.0	4,616.5	4,944.5
S4	4,208.0	4,322.5	4,864.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,269.0	4,975.0	294.0	5.9%	107.5	2.1%	17%	False	True	129,423
10	5,289.0	4,975.0	314.0	6.2%	103.5	2.1%	16%	False	True	135,484
20	5,559.5	4,975.0	584.5	11.6%	102.0	2.0%	9%	False	True	113,996
40	5,559.5	4,975.0	584.5	11.6%	85.0	1.7%	9%	False	True	92,195
60	5,559.5	4,975.0	584.5	11.6%	79.0	1.6%	9%	False	True	61,814
80	5,559.5	4,915.0	644.5	12.8%	76.0	1.5%	17%	False	False	46,518
100	5,559.5	4,884.5	675.0	13.4%	69.0	1.4%	21%	False	False	37,252

Crabel Price Patterns
NR	True
NR4	False
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	19.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,547.0
2.618	5,369.5
1.618	5,260.5
1.000	5,193.0
0.618	5,151.5
HIGH	5,084.0
0.618	5,042.5
0.500	5,029.5
0.382	5,016.5
LOW	4,975.0
0.618	4,907.5
1.000	4,866.0
1.618	4,798.5
2.618	4,689.5
4.250	4,512.0

Fisher Pivots for day following 05-Feb-2010
Pivot	1 day	3 day
R1	5,029.5	5,122.0
PP	5,028.0	5,090.0
S1	5,027.0	5,057.5

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

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