FTSE 100 Index Future March 2010

Trading Metrics calculated at close of trading on 25-Feb-2010

Day Change Summary
	Previous	Current
	24-Feb-2010	25-Feb-2010	Change	Change %	Previous Week
Open	5,309.0	5,299.0	-10.0	-0.2%	5,179.5
High	5,343.0	5,355.0	12.0	0.2%	5,348.5
Low	5,281.5	5,241.5	-40.0	-0.8%	5,152.5
Close	5,330.0	5,262.0	-68.0	-1.3%	5,345.0
Range	61.5	113.5	52.0	84.6%	196.0
ATR	92.2	93.7	1.5	1.6%	0.0
Volume	110,059	102,481	-7,578	-6.9%	388,812

Daily Pivots for day following 25-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,626.5	5,558.0	5,324.5
R3	5,513.0	5,444.5	5,293.0
R2	5,399.5	5,399.5	5,283.0
R1	5,331.0	5,331.0	5,272.5	5,308.5
PP	5,286.0	5,286.0	5,286.0	5,275.0
S1	5,217.5	5,217.5	5,251.5	5,195.0
S2	5,172.5	5,172.5	5,241.0
S3	5,059.0	5,104.0	5,231.0
S4	4,945.5	4,990.5	5,199.5

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	5,241.5	134.5	2.6%	82.5	1.6%	15%	False	True	102,354
10	5,376.0	5,084.5	291.5	5.5%	82.5	1.6%	61%	False	False	107,128
20	5,376.0	4,975.0	401.0	7.6%	95.0	1.8%	72%	False	False	124,701
40	5,559.5	4,975.0	584.5	11.1%	87.5	1.7%	49%	False	False	103,941
60	5,559.5	4,975.0	584.5	11.1%	85.5	1.6%	49%	False	False	87,442
80	5,559.5	4,915.0	644.5	12.2%	81.0	1.5%	54%	False	False	65,778
100	5,559.5	4,884.5	675.0	12.8%	75.5	1.4%	56%	False	False	52,695

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24.7
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	5,837.5
2.618	5,652.0
1.618	5,538.5
1.000	5,468.5
0.618	5,425.0
HIGH	5,355.0
0.618	5,311.5
0.500	5,298.0
0.382	5,285.0
LOW	5,241.5
0.618	5,171.5
1.000	5,128.0
1.618	5,058.0
2.618	4,944.5
4.250	4,759.0

Fisher Pivots for day following 25-Feb-2010
Pivot	1 day	3 day
R1	5,298.0	5,309.0
PP	5,286.0	5,293.0
S1	5,274.0	5,277.5

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

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