FTSE 100 Index Future March 2010

Trading Metrics calculated at close of trading on 17-Mar-2010

Day Change Summary
	Previous	Current
	16-Mar-2010	17-Mar-2010	Change	Change %	Previous Week
Open	5,618.0	5,638.0	20.0	0.4%	5,603.0
High	5,633.5	5,659.0	25.5	0.5%	5,650.0
Low	5,592.5	5,628.0	35.5	0.6%	5,550.5
Close	5,625.0	5,640.0	15.0	0.3%	5,626.5
Range	41.0	31.0	-10.0	-24.4%	99.5
ATR	72.6	69.8	-2.8	-3.8%	0.0
Volume	264,945	350,246	85,301	32.2%	631,699

Daily Pivots for day following 17-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,735.5	5,718.5	5,657.0
R3	5,704.5	5,687.5	5,648.5
R2	5,673.5	5,673.5	5,645.5
R1	5,656.5	5,656.5	5,643.0	5,665.0
PP	5,642.5	5,642.5	5,642.5	5,646.5
S1	5,625.5	5,625.5	5,637.0	5,634.0
S2	5,611.5	5,611.5	5,634.5
S3	5,580.5	5,594.5	5,631.5
S4	5,549.5	5,563.5	5,623.0

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,907.5	5,866.5	5,681.0
R3	5,808.0	5,767.0	5,654.0
R2	5,708.5	5,708.5	5,644.5
R1	5,667.5	5,667.5	5,635.5	5,688.0
PP	5,609.0	5,609.0	5,609.0	5,619.0
S1	5,568.0	5,568.0	5,617.5	5,588.5
S2	5,509.5	5,509.5	5,608.5
S3	5,410.0	5,468.5	5,599.0
S4	5,310.5	5,369.0	5,572.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,659.0	5,582.5	76.5	1.4%	41.0	0.7%	75%	True	False	221,426
10	5,659.0	5,489.5	169.5	3.0%	50.5	0.9%	89%	True	False	163,970
20	5,659.0	5,241.0	418.0	7.4%	65.0	1.2%	95%	True	False	140,101
40	5,659.0	4,975.0	684.0	12.1%	84.5	1.5%	97%	True	False	136,923
60	5,659.0	4,975.0	684.0	12.1%	80.0	1.4%	97%	True	False	121,942
80	5,659.0	4,975.0	684.0	12.1%	78.5	1.4%	97%	True	False	92,868
100	5,659.0	4,915.0	744.0	13.2%	76.5	1.4%	97%	True	False	74,458
120	5,659.0	4,884.5	774.5	13.7%	71.5	1.3%	98%	True	False	62,086

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	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	12.1
Narrowest range in 79 trading days

Fibonacci Retracements and Extensions
4.250	5,791.0
2.618	5,740.0
1.618	5,709.0
1.000	5,690.0
0.618	5,678.0
HIGH	5,659.0
0.618	5,647.0
0.500	5,643.5
0.382	5,640.0
LOW	5,628.0
0.618	5,609.0
1.000	5,597.0
1.618	5,578.0
2.618	5,547.0
4.250	5,496.0

Fisher Pivots for day following 17-Mar-2010
Pivot	1 day	3 day
R1	5,643.5	5,633.5
PP	5,642.5	5,627.0
S1	5,641.0	5,621.0

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

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