FTSE 100 Index Future March 2011

Trading Metrics calculated at close of trading on 17-Jan-2011

Day Change Summary
	Previous	Current
	14-Jan-2011	17-Jan-2011	Change	Change %	Previous Week
Open	5,973.0	5,980.0	7.0	0.1%	5,940.5
High	5,996.0	5,982.5	-13.5	-0.2%	6,016.5
Low	5,906.0	5,933.0	27.0	0.5%	5,897.5
Close	5,959.0	5,942.5	-16.5	-0.3%	5,959.0
Range	90.0	49.5	-40.5	-45.0%	119.0
ATR	67.8	66.5	-1.3	-1.9%	0.0
Volume	98,751	51,693	-47,058	-47.7%	493,467

Daily Pivots for day following 17-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,101.0	6,071.5	5,969.5
R3	6,051.5	6,022.0	5,956.0
R2	6,002.0	6,002.0	5,951.5
R1	5,972.5	5,972.5	5,947.0	5,962.5
PP	5,952.5	5,952.5	5,952.5	5,948.0
S1	5,923.0	5,923.0	5,938.0	5,913.0
S2	5,903.0	5,903.0	5,933.5
S3	5,853.5	5,873.5	5,929.0
S4	5,804.0	5,824.0	5,915.5

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,314.5	6,256.0	6,024.5
R3	6,195.5	6,137.0	5,991.5
R2	6,076.5	6,076.5	5,981.0
R1	6,018.0	6,018.0	5,970.0	6,047.0
PP	5,957.5	5,957.5	5,957.5	5,972.5
S1	5,899.0	5,899.0	5,948.0	5,928.0
S2	5,838.5	5,838.5	5,937.0
S3	5,719.5	5,780.0	5,926.5
S4	5,600.5	5,661.0	5,893.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,016.5	5,906.0	110.5	1.9%	61.5	1.0%	33%	False	False	90,999
10	6,050.0	5,897.5	152.5	2.6%	71.5	1.2%	30%	False	False	99,877
20	6,050.0	5,821.0	229.0	3.9%	61.0	1.0%	53%	False	False	75,549
40	6,050.0	5,482.0	568.0	9.6%	69.0	1.2%	81%	False	False	54,955
60	6,050.0	5,482.0	568.0	9.6%	65.5	1.1%	81%	False	False	36,710
80	6,050.0	5,410.0	640.0	10.8%	59.0	1.0%	83%	False	False	27,545

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.3
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	6,193.0
2.618	6,112.0
1.618	6,062.5
1.000	6,032.0
0.618	6,013.0
HIGH	5,982.5
0.618	5,963.5
0.500	5,958.0
0.382	5,952.0
LOW	5,933.0
0.618	5,902.5
1.000	5,883.5
1.618	5,853.0
2.618	5,803.5
4.250	5,722.5

Fisher Pivots for day following 17-Jan-2011
Pivot	1 day	3 day
R1	5,958.0	5,961.0
PP	5,952.5	5,955.0
S1	5,947.5	5,949.0

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

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