FTSE 100 Index Future March 2011

Trading Metrics calculated at close of trading on 01-Mar-2011

Day Change Summary
	Previous	Current
	28-Feb-2011	01-Mar-2011	Change	Change %	Previous Week
Open	5,979.0	5,990.0	11.0	0.2%	6,045.0
High	6,004.5	6,022.5	18.0	0.3%	6,086.5
Low	5,943.0	5,882.5	-60.5	-1.0%	5,838.0
Close	5,973.5	5,914.0	-59.5	-1.0%	5,976.5
Range	61.5	140.0	78.5	127.6%	248.5
ATR	79.2	83.6	4.3	5.5%	0.0
Volume	109,888	123,226	13,338	12.1%	528,423

Daily Pivots for day following 01-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,359.5	6,277.0	5,991.0
R3	6,219.5	6,137.0	5,952.5
R2	6,079.5	6,079.5	5,939.5
R1	5,997.0	5,997.0	5,927.0	5,968.0
PP	5,939.5	5,939.5	5,939.5	5,925.5
S1	5,857.0	5,857.0	5,901.0	5,828.0
S2	5,799.5	5,799.5	5,888.5
S3	5,659.5	5,717.0	5,875.5
S4	5,519.5	5,577.0	5,837.0

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	6,022.5	5,838.0	184.5	3.1%	101.5	1.7%	41%	True	False	111,657
10	6,086.5	5,838.0	248.5	4.2%	88.5	1.5%	31%	False	False	100,979
20	6,086.5	5,838.0	248.5	4.2%	75.5	1.3%	31%	False	False	91,360
40	6,086.5	5,777.0	309.5	5.2%	77.5	1.3%	44%	False	False	97,771
60	6,086.5	5,686.0	400.5	6.8%	70.0	1.2%	57%	False	False	86,855
80	6,086.5	5,482.0	604.5	10.2%	72.5	1.2%	71%	False	False	65,398
100	6,086.5	5,482.0	604.5	10.2%	67.5	1.1%	71%	False	False	52,358

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	23.4
Widest range in 63 trading days

Fibonacci Retracements and Extensions
4.250	6,617.5
2.618	6,389.0
1.618	6,249.0
1.000	6,162.5
0.618	6,109.0
HIGH	6,022.5
0.618	5,969.0
0.500	5,952.5
0.382	5,936.0
LOW	5,882.5
0.618	5,796.0
1.000	5,742.5
1.618	5,656.0
2.618	5,516.0
4.250	5,287.5

Fisher Pivots for day following 01-Mar-2011
Pivot	1 day	3 day
R1	5,952.5	5,952.0
PP	5,939.5	5,939.5
S1	5,927.0	5,927.0

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

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