FTSE 100 Index Future March 2010

Trading Metrics calculated at close of trading on 04-Mar-2010

Day Change Summary
	Previous	Current
	03-Mar-2010	04-Mar-2010	Change	Change %	Previous Week
Open	5,461.0	5,503.5	42.5	0.8%	5,362.5
High	5,530.0	5,533.0	3.0	0.1%	5,376.0
Low	5,451.5	5,489.5	38.0	0.7%	5,241.5
Close	5,520.5	5,511.0	-9.5	-0.2%	5,336.5
Range	78.5	43.5	-35.0	-44.6%	134.5
ATR	90.1	86.8	-3.3	-3.7%	0.0
Volume	122,553	123,218	665	0.5%	549,169

Daily Pivots for day following 04-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,641.5	5,620.0	5,535.0
R3	5,598.0	5,576.5	5,523.0
R2	5,554.5	5,554.5	5,519.0
R1	5,533.0	5,533.0	5,515.0	5,544.0
PP	5,511.0	5,511.0	5,511.0	5,516.5
S1	5,489.5	5,489.5	5,507.0	5,500.0
S2	5,467.5	5,467.5	5,503.0
S3	5,424.0	5,446.0	5,499.0
S4	5,380.5	5,402.5	5,487.0

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	5,533.0	5,287.5	245.5	4.5%	66.5	1.2%	91%	True	False	132,783
10	5,533.0	5,241.5	291.5	5.3%	74.5	1.4%	92%	True	False	117,568
20	5,533.0	4,975.0	558.0	10.1%	85.0	1.5%	96%	True	False	123,637
40	5,559.5	4,975.0	584.5	10.6%	89.0	1.6%	92%	False	False	115,969
60	5,559.5	4,975.0	584.5	10.6%	83.0	1.5%	92%	False	False	98,346
80	5,559.5	4,975.0	584.5	10.6%	79.0	1.4%	92%	False	False	73,980
100	5,559.5	4,915.0	644.5	11.7%	75.5	1.4%	92%	False	False	59,307
120	5,559.5	4,864.0	695.5	12.6%	70.5	1.3%	93%	False	False	49,457

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.1
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5,718.0
2.618	5,647.0
1.618	5,603.5
1.000	5,576.5
0.618	5,560.0
HIGH	5,533.0
0.618	5,516.5
0.500	5,511.0
0.382	5,506.0
LOW	5,489.5
0.618	5,462.5
1.000	5,446.0
1.618	5,419.0
2.618	5,375.5
4.250	5,304.5

Fisher Pivots for day following 04-Mar-2010
Pivot	1 day	3 day
R1	5,511.0	5,494.0
PP	5,511.0	5,477.5
S1	5,511.0	5,460.5

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

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