FTSE 100 Index Future June 2011

Trading Metrics calculated at close of trading on 09-Mar-2011

Day Change Summary
	Previous	Current
	08-Mar-2011	09-Mar-2011	Change	Change %	Previous Week
Open	5,915.5	5,911.5	-4.0	-0.1%	5,935.0
High	5,942.0	5,930.5	-11.5	-0.2%	5,996.0
Low	5,853.0	5,879.5	26.5	0.5%	5,808.5
Close	5,913.5	5,893.5	-20.0	-0.3%	5,928.0
Range	89.0	51.0	-38.0	-42.7%	187.5
ATR	75.9	74.1	-1.8	-2.3%	0.0
Volume	10,781	21,260	10,479	97.2%	29,335

Daily Pivots for day following 09-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,054.0	6,025.0	5,921.5
R3	6,003.0	5,974.0	5,907.5
R2	5,952.0	5,952.0	5,903.0
R1	5,923.0	5,923.0	5,898.0	5,912.0
PP	5,901.0	5,901.0	5,901.0	5,896.0
S1	5,872.0	5,872.0	5,889.0	5,861.0
S2	5,850.0	5,850.0	5,884.0
S3	5,799.0	5,821.0	5,879.5
S4	5,748.0	5,770.0	5,865.5

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,473.5	6,388.0	6,031.0
R3	6,286.0	6,200.5	5,979.5
R2	6,098.5	6,098.5	5,962.5
R1	6,013.0	6,013.0	5,945.0	5,962.0
PP	5,911.0	5,911.0	5,911.0	5,885.0
S1	5,825.5	5,825.5	5,911.0	5,774.5
S2	5,723.5	5,723.5	5,893.5
S3	5,536.0	5,638.0	5,876.5
S4	5,348.5	5,450.5	5,825.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,996.0	5,853.0	143.0	2.4%	89.5	1.5%	28%	False	False	10,377
10	5,996.0	5,798.0	198.0	3.4%	90.0	1.5%	48%	False	False	6,615
20	6,042.0	5,798.0	244.0	4.1%	72.0	1.2%	39%	False	False	3,395
40	6,042.0	5,787.5	254.5	4.3%	52.0	0.9%	42%	False	False	1,740
60	6,042.0	5,786.5	255.5	4.3%	38.0	0.6%	42%	False	False	1,168
80	6,042.0	5,463.0	579.0	9.8%	35.5	0.6%	74%	False	False	889
100	6,042.0	5,463.0	579.0	9.8%	31.0	0.5%	74%	False	False	715

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	20.4
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	6,147.0
2.618	6,064.0
1.618	6,013.0
1.000	5,981.5
0.618	5,962.0
HIGH	5,930.5
0.618	5,911.0
0.500	5,905.0
0.382	5,899.0
LOW	5,879.5
0.618	5,848.0
1.000	5,828.5
1.618	5,797.0
2.618	5,746.0
4.250	5,663.0

Fisher Pivots for day following 09-Mar-2011
Pivot	1 day	3 day
R1	5,905.0	5,920.0
PP	5,901.0	5,911.0
S1	5,897.5	5,902.5

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

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