FTSE 100 Index Future March 2010

Trading Metrics calculated at close of trading on 03-Mar-2010

Day Change Summary
	Previous	Current
	02-Mar-2010	03-Mar-2010	Change	Change %	Previous Week
Open	5,409.0	5,461.0	52.0	1.0%	5,362.5
High	5,471.5	5,530.0	58.5	1.1%	5,376.0
Low	5,388.0	5,451.5	63.5	1.2%	5,241.5
Close	5,464.0	5,520.5	56.5	1.0%	5,336.5
Range	83.5	78.5	-5.0	-6.0%	134.5
ATR	91.0	90.1	-0.9	-1.0%	0.0
Volume	127,217	122,553	-4,664	-3.7%	549,169

Daily Pivots for day following 03-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,736.0	5,707.0	5,563.5
R3	5,657.5	5,628.5	5,542.0
R2	5,579.0	5,579.0	5,535.0
R1	5,550.0	5,550.0	5,527.5	5,564.5
PP	5,500.5	5,500.5	5,500.5	5,508.0
S1	5,471.5	5,471.5	5,513.5	5,486.0
S2	5,422.0	5,422.0	5,506.0
S3	5,343.5	5,393.0	5,499.0
S4	5,265.0	5,314.5	5,477.5

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,721.5	5,663.5	5,410.5
R3	5,587.0	5,529.0	5,373.5
R2	5,452.5	5,452.5	5,361.0
R1	5,394.5	5,394.5	5,349.0	5,356.0
PP	5,318.0	5,318.0	5,318.0	5,299.0
S1	5,260.0	5,260.0	5,324.0	5,222.0
S2	5,183.5	5,183.5	5,312.0
S3	5,049.0	5,125.5	5,299.5
S4	4,914.5	4,991.0	5,262.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,530.0	5,241.5	288.5	5.2%	80.5	1.5%	97%	True	False	128,635
10	5,530.0	5,241.0	289.0	5.2%	79.5	1.4%	97%	True	False	116,232
20	5,530.0	4,975.0	555.0	10.1%	86.5	1.6%	98%	True	False	123,002
40	5,559.5	4,975.0	584.5	10.6%	89.5	1.6%	93%	False	False	114,832
60	5,559.5	4,975.0	584.5	10.6%	84.0	1.5%	93%	False	False	96,312
80	5,559.5	4,915.0	644.5	11.7%	79.0	1.4%	94%	False	False	72,456
100	5,559.5	4,915.0	644.5	11.7%	76.0	1.4%	94%	False	False	58,076
120	5,559.5	4,864.0	695.5	12.6%	70.5	1.3%	94%	False	False	48,430

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	21.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,863.5
2.618	5,735.5
1.618	5,657.0
1.000	5,608.5
0.618	5,578.5
HIGH	5,530.0
0.618	5,500.0
0.500	5,491.0
0.382	5,481.5
LOW	5,451.5
0.618	5,403.0
1.000	5,373.0
1.618	5,324.5
2.618	5,246.0
4.250	5,118.0

Fisher Pivots for day following 03-Mar-2010
Pivot	1 day	3 day
R1	5,510.5	5,492.0
PP	5,500.5	5,463.5
S1	5,491.0	5,435.0

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

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