FTSE 100 Index Future June 2011

Trading Metrics calculated at close of trading on 15-Mar-2011

Day Change Summary
	Previous	Current
	14-Mar-2011	15-Mar-2011	Change	Change %	Previous Week
Open	5,786.0	5,718.5	-67.5	-1.2%	5,913.0
High	5,792.5	5,718.5	-74.0	-1.3%	5,987.0
Low	5,719.0	5,541.5	-177.5	-3.1%	5,738.5
Close	5,731.0	5,650.5	-80.5	-1.4%	5,783.5
Range	73.5	177.0	103.5	140.8%	248.5
ATR	76.3	84.4	8.1	10.6%	0.0
Volume	216,735	179,364	-37,371	-17.2%	189,887

Daily Pivots for day following 15-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,168.0	6,086.0	5,748.0
R3	5,991.0	5,909.0	5,699.0
R2	5,814.0	5,814.0	5,683.0
R1	5,732.0	5,732.0	5,666.5	5,684.5
PP	5,637.0	5,637.0	5,637.0	5,613.0
S1	5,555.0	5,555.0	5,634.5	5,507.5
S2	5,460.0	5,460.0	5,618.0
S3	5,283.0	5,378.0	5,602.0
S4	5,106.0	5,201.0	5,553.0

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,582.0	6,431.0	5,920.0
R3	6,333.5	6,182.5	5,852.0
R2	6,085.0	6,085.0	5,829.0
R1	5,934.0	5,934.0	5,806.5	5,885.0
PP	5,836.5	5,836.5	5,836.5	5,812.0
S1	5,685.5	5,685.5	5,760.5	5,637.0
S2	5,588.0	5,588.0	5,738.0
S3	5,339.5	5,437.0	5,715.0
S4	5,091.0	5,188.5	5,647.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,930.5	5,541.5	389.0	6.9%	97.0	1.7%	28%	False	True	114,189
10	5,996.0	5,541.5	454.5	8.0%	95.5	1.7%	24%	False	True	61,275
20	6,042.0	5,541.5	500.5	8.9%	85.5	1.5%	22%	False	True	30,864
40	6,042.0	5,541.5	500.5	8.9%	59.5	1.1%	22%	False	True	15,478
60	6,042.0	5,541.5	500.5	8.9%	45.0	0.8%	22%	False	True	10,327
80	6,042.0	5,463.0	579.0	10.2%	39.0	0.7%	32%	False	False	7,758
100	6,042.0	5,463.0	579.0	10.2%	33.5	0.6%	32%	False	False	6,211

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.2
Widest range in 114 trading days

Fibonacci Retracements and Extensions
4.250	6,471.0
2.618	6,182.0
1.618	6,005.0
1.000	5,895.5
0.618	5,828.0
HIGH	5,718.5
0.618	5,651.0
0.500	5,630.0
0.382	5,609.0
LOW	5,541.5
0.618	5,432.0
1.000	5,364.5
1.618	5,255.0
2.618	5,078.0
4.250	4,789.0

Fisher Pivots for day following 15-Mar-2011
Pivot	1 day	3 day
R1	5,643.5	5,674.0
PP	5,637.0	5,666.0
S1	5,630.0	5,658.0

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

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