FTSE 100 Index Future March 2011

Trading Metrics calculated at close of trading on 28-Feb-2011

Day Change Summary
	Previous	Current
	25-Feb-2011	28-Feb-2011	Change	Change %	Previous Week
Open	5,900.0	5,979.0	79.0	1.3%	6,045.0
High	5,993.5	6,004.5	11.0	0.2%	6,086.5
Low	5,882.0	5,943.0	61.0	1.0%	5,838.0
Close	5,976.5	5,973.5	-3.0	-0.1%	5,976.5
Range	111.5	61.5	-50.0	-44.8%	248.5
ATR	80.6	79.2	-1.4	-1.7%	0.0
Volume	108,692	109,888	1,196	1.1%	528,423

Daily Pivots for day following 28-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,158.0	6,127.5	6,007.5
R3	6,096.5	6,066.0	5,990.5
R2	6,035.0	6,035.0	5,985.0
R1	6,004.5	6,004.5	5,979.0	5,989.0
PP	5,973.5	5,973.5	5,973.5	5,966.0
S1	5,943.0	5,943.0	5,968.0	5,927.5
S2	5,912.0	5,912.0	5,962.0
S3	5,850.5	5,881.5	5,956.5
S4	5,789.0	5,820.0	5,939.5

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,712.5	6,593.0	6,113.0
R3	6,464.0	6,344.5	6,045.0
R2	6,215.5	6,215.5	6,022.0
R1	6,096.0	6,096.0	5,999.5	6,031.5
PP	5,967.0	5,967.0	5,967.0	5,935.0
S1	5,847.5	5,847.5	5,953.5	5,783.0
S2	5,718.5	5,718.5	5,931.0
S3	5,470.0	5,599.0	5,908.0
S4	5,221.5	5,350.5	5,840.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,008.0	5,838.0	170.0	2.8%	94.5	1.6%	80%	False	False	111,727
10	6,086.5	5,838.0	248.5	4.2%	80.0	1.3%	55%	False	False	95,965
20	6,086.5	5,833.5	253.0	4.2%	74.5	1.2%	55%	False	False	91,143
40	6,086.5	5,777.0	309.5	5.2%	76.5	1.3%	63%	False	False	97,704
60	6,086.5	5,612.0	474.5	7.9%	69.5	1.2%	76%	False	False	84,942
80	6,086.5	5,482.0	604.5	10.1%	72.0	1.2%	81%	False	False	63,858
100	6,086.5	5,482.0	604.5	10.1%	66.5	1.1%	81%	False	False	51,127

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	21.8
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,266.0
2.618	6,165.5
1.618	6,104.0
1.000	6,066.0
0.618	6,042.5
HIGH	6,004.5
0.618	5,981.0
0.500	5,974.0
0.382	5,966.5
LOW	5,943.0
0.618	5,905.0
1.000	5,881.5
1.618	5,843.5
2.618	5,782.0
4.250	5,681.5

Fisher Pivots for day following 28-Feb-2011
Pivot	1 day	3 day
R1	5,974.0	5,956.0
PP	5,973.5	5,938.5
S1	5,973.5	5,921.0

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

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