FTSE 100 Index Future March 2010

Trading Metrics calculated at close of trading on 18-Mar-2010

Day Change Summary
	Previous	Current
	17-Mar-2010	18-Mar-2010	Change	Change %	Previous Week
Open	5,638.0	5,614.5	-23.5	-0.4%	5,603.0
High	5,659.0	5,663.5	4.5	0.1%	5,650.0
Low	5,628.0	5,614.5	-13.5	-0.2%	5,550.5
Close	5,640.0	5,641.0	1.0	0.0%	5,626.5
Range	31.0	49.0	18.0	58.1%	99.5
ATR	69.8	68.3	-1.5	-2.1%	0.0
Volume	350,246	237,772	-112,474	-32.1%	631,699

Daily Pivots for day following 18-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,786.5	5,763.0	5,668.0
R3	5,737.5	5,714.0	5,654.5
R2	5,688.5	5,688.5	5,650.0
R1	5,665.0	5,665.0	5,645.5	5,677.0
PP	5,639.5	5,639.5	5,639.5	5,645.5
S1	5,616.0	5,616.0	5,636.5	5,628.0
S2	5,590.5	5,590.5	5,632.0
S3	5,541.5	5,567.0	5,627.5
S4	5,492.5	5,518.0	5,614.0

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	5,663.5	5,582.5	81.0	1.4%	40.5	0.7%	72%	True	False	242,691
10	5,663.5	5,526.5	137.0	2.4%	51.0	0.9%	84%	True	False	175,425
20	5,663.5	5,241.5	422.0	7.5%	63.0	1.1%	95%	True	False	146,497
40	5,663.5	4,975.0	688.5	12.2%	83.0	1.5%	97%	True	False	140,180
60	5,663.5	4,975.0	688.5	12.2%	79.5	1.4%	97%	True	False	122,214
80	5,663.5	4,975.0	688.5	12.2%	79.0	1.4%	97%	True	False	95,834
100	5,663.5	4,915.0	748.5	13.3%	76.5	1.4%	97%	True	False	76,835
120	5,663.5	4,884.5	779.0	13.8%	71.5	1.3%	97%	True	False	64,066

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.7
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,872.0
2.618	5,792.0
1.618	5,743.0
1.000	5,712.5
0.618	5,694.0
HIGH	5,663.5
0.618	5,645.0
0.500	5,639.0
0.382	5,633.0
LOW	5,614.5
0.618	5,584.0
1.000	5,565.5
1.618	5,535.0
2.618	5,486.0
4.250	5,406.0

Fisher Pivots for day following 18-Mar-2010
Pivot	1 day	3 day
R1	5,640.5	5,636.5
PP	5,639.5	5,632.5
S1	5,639.0	5,628.0

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

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