FTSE 100 Index Future March 2010

Trading Metrics calculated at close of trading on 24-Feb-2010

Day Change Summary
	Previous	Current
	23-Feb-2010	24-Feb-2010	Change	Change %	Previous Week
Open	5,355.0	5,309.0	-46.0	-0.9%	5,179.5
High	5,376.0	5,343.0	-33.0	-0.6%	5,348.5
Low	5,275.5	5,281.5	6.0	0.1%	5,152.5
Close	5,287.5	5,330.0	42.5	0.8%	5,345.0
Range	100.5	61.5	-39.0	-38.8%	196.0
ATR	94.6	92.2	-2.4	-2.5%	0.0
Volume	77,413	110,059	32,646	42.2%	388,812

Daily Pivots for day following 24-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,502.5	5,478.0	5,364.0
R3	5,441.0	5,416.5	5,347.0
R2	5,379.5	5,379.5	5,341.5
R1	5,355.0	5,355.0	5,335.5	5,367.0
PP	5,318.0	5,318.0	5,318.0	5,324.5
S1	5,293.5	5,293.5	5,324.5	5,306.0
S2	5,256.5	5,256.5	5,318.5
S3	5,195.0	5,232.0	5,313.0
S4	5,133.5	5,170.5	5,296.0

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,870.0	5,803.5	5,453.0
R3	5,674.0	5,607.5	5,399.0
R2	5,478.0	5,478.0	5,381.0
R1	5,411.5	5,411.5	5,363.0	5,445.0
PP	5,282.0	5,282.0	5,282.0	5,298.5
S1	5,215.5	5,215.5	5,327.0	5,249.0
S2	5,086.0	5,086.0	5,309.0
S3	4,890.0	5,019.5	5,291.0
S4	4,694.0	4,823.5	5,237.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,376.0	5,241.0	135.0	2.5%	78.5	1.5%	66%	False	False	103,828
10	5,376.0	5,077.0	299.0	5.6%	79.0	1.5%	85%	False	False	109,658
20	5,376.0	4,975.0	401.0	7.5%	93.0	1.7%	89%	False	False	124,905
40	5,559.5	4,975.0	584.5	11.0%	86.0	1.6%	61%	False	False	102,984
60	5,559.5	4,975.0	584.5	11.0%	84.5	1.6%	61%	False	False	85,747
80	5,559.5	4,915.0	644.5	12.1%	80.0	1.5%	64%	False	False	64,530
100	5,559.5	4,884.5	675.0	12.7%	74.5	1.4%	66%	False	False	51,671

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,604.5
2.618	5,504.0
1.618	5,442.5
1.000	5,404.5
0.618	5,381.0
HIGH	5,343.0
0.618	5,319.5
0.500	5,312.0
0.382	5,305.0
LOW	5,281.5
0.618	5,243.5
1.000	5,220.0
1.618	5,182.0
2.618	5,120.5
4.250	5,020.0

Fisher Pivots for day following 24-Feb-2010
Pivot	1 day	3 day
R1	5,324.0	5,328.5
PP	5,318.0	5,327.0
S1	5,312.0	5,326.0

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

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