FTSE 100 Index Future June 2011

Trading Metrics calculated at close of trading on 25-Mar-2011

Day Change Summary
	Previous	Current
	24-Mar-2011	25-Mar-2011	Change	Change %	Previous Week
Open	5,754.0	5,862.5	108.5	1.9%	5,688.5
High	5,848.0	5,889.5	41.5	0.7%	5,889.5
Low	5,732.5	5,832.0	99.5	1.7%	5,685.0
Close	5,845.0	5,865.0	20.0	0.3%	5,865.0
Range	115.5	57.5	-58.0	-50.2%	204.5
ATR	93.1	90.6	-2.5	-2.7%	0.0
Volume	97,048	85,226	-11,822	-12.2%	452,938

Daily Pivots for day following 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,034.5	6,007.5	5,896.5
R3	5,977.0	5,950.0	5,881.0
R2	5,919.5	5,919.5	5,875.5
R1	5,892.5	5,892.5	5,870.5	5,906.0
PP	5,862.0	5,862.0	5,862.0	5,869.0
S1	5,835.0	5,835.0	5,859.5	5,848.5
S2	5,804.5	5,804.5	5,854.5
S3	5,747.0	5,777.5	5,849.0
S4	5,689.5	5,720.0	5,833.5

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,426.5	6,350.5	5,977.5
R3	6,222.0	6,146.0	5,921.0
R2	6,017.5	6,017.5	5,902.5
R1	5,941.5	5,941.5	5,883.5	5,979.5
PP	5,813.0	5,813.0	5,813.0	5,832.0
S1	5,737.0	5,737.0	5,846.5	5,775.0
S2	5,608.5	5,608.5	5,827.5
S3	5,404.0	5,532.5	5,809.0
S4	5,199.5	5,328.0	5,752.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,889.5	5,685.0	204.5	3.5%	77.0	1.3%	88%	True	False	90,587
10	5,889.5	5,458.5	431.0	7.3%	106.5	1.8%	94%	True	False	131,602
20	5,996.0	5,458.5	537.5	9.2%	99.0	1.7%	76%	False	False	76,762
40	6,042.0	5,458.5	583.5	9.9%	72.0	1.2%	70%	False	False	38,451
60	6,042.0	5,458.5	583.5	9.9%	57.5	1.0%	70%	False	False	25,658
80	6,042.0	5,458.5	583.5	9.9%	46.0	0.8%	70%	False	False	19,247
100	6,042.0	5,458.5	583.5	9.9%	41.5	0.7%	70%	False	False	15,409
120	6,042.0	5,458.5	583.5	9.9%	37.0	0.6%	70%	False	False	12,843

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	11.6
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	6,134.0
2.618	6,040.0
1.618	5,982.5
1.000	5,947.0
0.618	5,925.0
HIGH	5,889.5
0.618	5,867.5
0.500	5,861.0
0.382	5,854.0
LOW	5,832.0
0.618	5,796.5
1.000	5,774.5
1.618	5,739.0
2.618	5,681.5
4.250	5,587.5

Fisher Pivots for day following 25-Mar-2011
Pivot	1 day	3 day
R1	5,863.5	5,839.0
PP	5,862.0	5,813.0
S1	5,861.0	5,787.0

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

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