FTSE 100 Index Future June 2011

Trading Metrics calculated at close of trading on 23-Mar-2011

Day Change Summary
	Previous	Current
	22-Mar-2011	23-Mar-2011	Change	Change %	Previous Week
Open	5,725.0	5,695.0	-30.0	-0.5%	5,786.0
High	5,767.5	5,757.0	-10.5	-0.2%	5,792.5
Low	5,695.0	5,685.0	-10.0	-0.2%	5,458.5
Close	5,731.0	5,744.0	13.0	0.2%	5,677.5
Range	72.5	72.0	-0.5	-0.7%	334.0
ATR	92.9	91.4	-1.5	-1.6%	0.0
Volume	83,721	102,420	18,699	22.3%	863,091

Daily Pivots for day following 23-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,944.5	5,916.5	5,783.5
R3	5,872.5	5,844.5	5,764.0
R2	5,800.5	5,800.5	5,757.0
R1	5,772.5	5,772.5	5,750.5	5,786.5
PP	5,728.5	5,728.5	5,728.5	5,736.0
S1	5,700.5	5,700.5	5,737.5	5,714.5
S2	5,656.5	5,656.5	5,731.0
S3	5,584.5	5,628.5	5,724.0
S4	5,512.5	5,556.5	5,704.5

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,645.0	6,495.0	5,861.0
R3	6,311.0	6,161.0	5,769.5
R2	5,977.0	5,977.0	5,738.5
R1	5,827.0	5,827.0	5,708.0	5,735.0
PP	5,643.0	5,643.0	5,643.0	5,597.0
S1	5,493.0	5,493.0	5,647.0	5,401.0
S2	5,309.0	5,309.0	5,616.5
S3	4,975.0	5,159.0	5,585.5
S4	4,641.0	4,825.0	5,494.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,767.5	5,523.0	244.5	4.3%	83.0	1.4%	90%	False	False	106,168
10	5,891.0	5,458.5	432.5	7.5%	107.5	1.9%	66%	False	False	128,734
20	5,996.0	5,458.5	537.5	9.4%	99.0	1.7%	53%	False	False	67,674
40	6,042.0	5,458.5	583.5	10.2%	69.0	1.2%	49%	False	False	33,898
60	6,042.0	5,458.5	583.5	10.2%	55.0	1.0%	49%	False	False	22,621
80	6,042.0	5,458.5	583.5	10.2%	44.5	0.8%	49%	False	False	16,972
100	6,042.0	5,458.5	583.5	10.2%	39.5	0.7%	49%	False	False	13,586

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,063.0
2.618	5,945.5
1.618	5,873.5
1.000	5,829.0
0.618	5,801.5
HIGH	5,757.0
0.618	5,729.5
0.500	5,721.0
0.382	5,712.5
LOW	5,685.0
0.618	5,640.5
1.000	5,613.0
1.618	5,568.5
2.618	5,496.5
4.250	5,379.0

Fisher Pivots for day following 23-Mar-2011
Pivot	1 day	3 day
R1	5,736.5	5,738.0
PP	5,728.5	5,732.0
S1	5,721.0	5,726.0

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

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