FTSE 100 Index Future June 2011

Trading Metrics calculated at close of trading on 16-Mar-2011

Day Change Summary
	Previous	Current
	15-Mar-2011	16-Mar-2011	Change	Change %	Previous Week
Open	5,718.5	5,680.0	-38.5	-0.7%	5,913.0
High	5,718.5	5,686.0	-32.5	-0.6%	5,987.0
Low	5,541.5	5,458.5	-83.0	-1.5%	5,738.5
Close	5,650.5	5,570.0	-80.5	-1.4%	5,783.5
Range	177.0	227.5	50.5	28.5%	248.5
ATR	84.4	94.6	10.2	12.1%	0.0
Volume	179,364	206,812	27,448	15.3%	189,887

Daily Pivots for day following 16-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,254.0	6,139.5	5,695.0
R3	6,026.5	5,912.0	5,632.5
R2	5,799.0	5,799.0	5,611.5
R1	5,684.5	5,684.5	5,591.0	5,628.0
PP	5,571.5	5,571.5	5,571.5	5,543.0
S1	5,457.0	5,457.0	5,549.0	5,400.5
S2	5,344.0	5,344.0	5,528.5
S3	5,116.5	5,229.5	5,507.5
S4	4,889.0	5,002.0	5,445.0

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	5,891.0	5,458.5	432.5	7.8%	132.0	2.4%	26%	False	True	151,299
10	5,996.0	5,458.5	537.5	9.6%	111.0	2.0%	21%	False	True	80,838
20	6,042.0	5,458.5	583.5	10.5%	94.5	1.7%	19%	False	True	41,203
40	6,042.0	5,458.5	583.5	10.5%	63.0	1.1%	19%	False	True	20,641
60	6,042.0	5,458.5	583.5	10.5%	48.5	0.9%	19%	False	True	13,773
80	6,042.0	5,458.5	583.5	10.5%	41.0	0.7%	19%	False	True	10,342
100	6,042.0	5,458.5	583.5	10.5%	35.5	0.6%	19%	False	True	8,278

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	12.6
Widest range in 115 trading days

Fibonacci Retracements and Extensions
4.250	6,653.0
2.618	6,281.5
1.618	6,054.0
1.000	5,913.5
0.618	5,826.5
HIGH	5,686.0
0.618	5,599.0
0.500	5,572.0
0.382	5,545.5
LOW	5,458.5
0.618	5,318.0
1.000	5,231.0
1.618	5,090.5
2.618	4,863.0
4.250	4,491.5

Fisher Pivots for day following 16-Mar-2011
Pivot	1 day	3 day
R1	5,572.0	5,625.5
PP	5,571.5	5,607.0
S1	5,571.0	5,588.5

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

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