FTSE 100 Index Future March 2011

Trading Metrics calculated at close of trading on 18-Mar-2011

Day Change Summary
	Previous	Current
	17-Mar-2011	18-Mar-2011	Change	Change %	Previous Week
Open	5,570.0	5,700.0	130.0	2.3%	5,830.5
High	5,708.0	5,742.0	34.0	0.6%	5,837.0
Low	5,563.0	5,699.5	136.5	2.5%	5,504.0
Close	5,691.5	5,711.5	20.0	0.4%	5,711.5
Range	145.0	42.5	-102.5	-70.7%	333.0
ATR	107.1	103.1	-4.0	-3.8%	0.0
Volume	201,277	18,938	-182,339	-90.6%	1,259,691

Daily Pivots for day following 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,845.0	5,821.0	5,735.0
R3	5,802.5	5,778.5	5,723.0
R2	5,760.0	5,760.0	5,719.5
R1	5,736.0	5,736.0	5,715.5	5,748.0
PP	5,717.5	5,717.5	5,717.5	5,724.0
S1	5,693.5	5,693.5	5,707.5	5,705.5
S2	5,675.0	5,675.0	5,703.5
S3	5,632.5	5,651.0	5,700.0
S4	5,590.0	5,608.5	5,688.0

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,683.0	6,530.5	5,894.5
R3	6,350.0	6,197.5	5,803.0
R2	6,017.0	6,017.0	5,772.5
R1	5,864.5	5,864.5	5,742.0	5,774.0
PP	5,684.0	5,684.0	5,684.0	5,639.0
S1	5,531.5	5,531.5	5,681.0	5,441.0
S2	5,351.0	5,351.0	5,650.5
S3	5,018.0	5,198.5	5,620.0
S4	4,685.0	4,865.5	5,528.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,837.0	5,504.0	333.0	5.8%	133.5	2.3%	62%	False	False	251,938
10	6,029.0	5,504.0	525.0	9.2%	112.5	2.0%	40%	False	False	197,251
20	6,086.5	5,504.0	582.5	10.2%	107.5	1.9%	36%	False	False	155,264
40	6,086.5	5,504.0	582.5	10.2%	88.0	1.5%	36%	False	False	122,444
60	6,086.5	5,504.0	582.5	10.2%	82.0	1.4%	36%	False	False	109,460
80	6,086.5	5,482.0	604.5	10.6%	79.5	1.4%	38%	False	False	94,610
100	6,086.5	5,482.0	604.5	10.6%	76.5	1.3%	38%	False	False	75,771
120	6,086.5	5,482.0	604.5	10.6%	70.5	1.2%	38%	False	False	63,166

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	False
Bear Hook	False
Bull Hook	False
Stretch	12.6
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	5,922.5
2.618	5,853.5
1.618	5,811.0
1.000	5,784.5
0.618	5,768.5
HIGH	5,742.0
0.618	5,726.0
0.500	5,721.0
0.382	5,715.5
LOW	5,699.5
0.618	5,673.0
1.000	5,657.0
1.618	5,630.5
2.618	5,588.0
4.250	5,519.0

Fisher Pivots for day following 18-Mar-2011
Pivot	1 day	3 day
R1	5,721.0	5,682.0
PP	5,717.5	5,652.5
S1	5,714.5	5,623.0

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

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