FTSE 100 Index Future June 2011

Trading Metrics calculated at close of trading on 31-Mar-2011

Day Change Summary
	Previous	Current
	30-Mar-2011	31-Mar-2011	Change	Change %	Previous Week
Open	5,896.0	5,913.5	17.5	0.3%	5,688.5
High	5,934.0	5,933.0	-1.0	0.0%	5,889.5
Low	5,896.0	5,860.5	-35.5	-0.6%	5,685.0
Close	5,903.0	5,884.5	-18.5	-0.3%	5,865.0
Range	38.0	72.5	34.5	90.8%	204.5
ATR	82.6	81.9	-0.7	-0.9%	0.0
Volume	64,481	109,996	45,515	70.6%	452,938

Daily Pivots for day following 31-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,110.0	6,070.0	5,924.5
R3	6,037.5	5,997.5	5,904.5
R2	5,965.0	5,965.0	5,898.0
R1	5,925.0	5,925.0	5,891.0	5,909.0
PP	5,892.5	5,892.5	5,892.5	5,884.5
S1	5,852.5	5,852.5	5,878.0	5,836.0
S2	5,820.0	5,820.0	5,871.0
S3	5,747.5	5,780.0	5,864.5
S4	5,675.0	5,707.5	5,844.5

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	5,934.0	5,832.0	102.0	1.7%	54.0	0.9%	51%	False	False	79,387
10	5,934.0	5,650.5	283.5	4.8%	66.5	1.1%	83%	False	False	90,964
20	5,996.0	5,458.5	537.5	9.1%	90.0	1.5%	79%	False	False	91,475
40	6,042.0	5,458.5	583.5	9.9%	75.0	1.3%	73%	False	False	46,241
60	6,042.0	5,458.5	583.5	9.9%	59.0	1.0%	73%	False	False	30,849
80	6,042.0	5,458.5	583.5	9.9%	48.0	0.8%	73%	False	False	23,143
100	6,042.0	5,458.5	583.5	9.9%	43.5	0.7%	73%	False	False	18,525
120	6,042.0	5,458.5	583.5	9.9%	38.5	0.7%	73%	False	False	15,440

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.3
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,241.0
2.618	6,123.0
1.618	6,050.5
1.000	6,005.5
0.618	5,978.0
HIGH	5,933.0
0.618	5,905.5
0.500	5,897.0
0.382	5,888.0
LOW	5,860.5
0.618	5,815.5
1.000	5,788.0
1.618	5,743.0
2.618	5,670.5
4.250	5,552.5

Fisher Pivots for day following 31-Mar-2011
Pivot	1 day	3 day
R1	5,897.0	5,884.0
PP	5,892.5	5,884.0
S1	5,888.5	5,884.0

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

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