FTSE 100 Index Future March 2010

Trading Metrics calculated at close of trading on 12-Feb-2010

Day Change Summary
	Previous	Current
	11-Feb-2010	12-Feb-2010	Change	Change %	Previous Week
Open	5,145.0	5,161.0	16.0	0.3%	5,038.5
High	5,183.0	5,181.0	-2.0	0.0%	5,183.0
Low	5,084.5	5,089.0	4.5	0.1%	4,996.0
Close	5,137.5	5,121.0	-16.5	-0.3%	5,121.0
Range	98.5	92.0	-6.5	-6.6%	187.0
ATR	100.1	99.5	-0.6	-0.6%	0.0
Volume	136,032	140,136	4,104	3.0%	750,148

Daily Pivots for day following 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,406.5	5,355.5	5,171.5
R3	5,314.5	5,263.5	5,146.5
R2	5,222.5	5,222.5	5,138.0
R1	5,171.5	5,171.5	5,129.5	5,151.0
PP	5,130.5	5,130.5	5,130.5	5,120.0
S1	5,079.5	5,079.5	5,112.5	5,059.0
S2	5,038.5	5,038.5	5,104.0
S3	4,946.5	4,987.5	5,095.5
S4	4,854.5	4,895.5	5,070.5

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,661.0	5,578.0	5,224.0
R3	5,474.0	5,391.0	5,172.5
R2	5,287.0	5,287.0	5,155.5
R1	5,204.0	5,204.0	5,138.0	5,245.5
PP	5,100.0	5,100.0	5,100.0	5,121.0
S1	5,017.0	5,017.0	5,104.0	5,058.5
S2	4,913.0	4,913.0	5,086.5
S3	4,726.0	4,830.0	5,069.5
S4	4,539.0	4,643.0	5,018.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,183.0	4,996.0	187.0	3.7%	92.5	1.8%	67%	False	False	150,029
10	5,269.0	4,975.0	294.0	5.7%	100.0	2.0%	50%	False	False	139,726
20	5,509.0	4,975.0	534.0	10.4%	108.0	2.1%	27%	False	False	130,806
40	5,559.5	4,975.0	584.5	11.4%	87.0	1.7%	25%	False	False	110,085
60	5,559.5	4,975.0	584.5	11.4%	83.0	1.6%	25%	False	False	74,253
80	5,559.5	4,915.0	644.5	12.6%	79.0	1.5%	32%	False	False	55,887
100	5,559.5	4,884.5	675.0	13.2%	72.0	1.4%	35%	False	False	44,750

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	22.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,572.0
2.618	5,422.0
1.618	5,330.0
1.000	5,273.0
0.618	5,238.0
HIGH	5,181.0
0.618	5,146.0
0.500	5,135.0
0.382	5,124.0
LOW	5,089.0
0.618	5,032.0
1.000	4,997.0
1.618	4,940.0
2.618	4,848.0
4.250	4,698.0

Fisher Pivots for day following 12-Feb-2010
Pivot	1 day	3 day
R1	5,135.0	5,130.0
PP	5,130.5	5,127.0
S1	5,125.5	5,124.0

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

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