FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 29-Dec-2011

Day Change Summary
	Previous	Current
	28-Dec-2011	29-Dec-2011	Change	Change %	Previous Week
Open	5,478.0	5,465.0	-13.0	-0.2%	5,300.0
High	5,530.0	5,557.0	27.0	0.5%	5,479.0
Low	5,449.5	5,454.5	5.0	0.1%	5,281.5
Close	5,459.5	5,544.5	85.0	1.6%	5,477.0
Range	80.5	102.5	22.0	27.3%	197.5
ATR	102.4	102.4	0.0	0.0%	0.0
Volume	44,489	37,659	-6,830	-15.4%	338,275

Daily Pivots for day following 29-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,826.0	5,788.0	5,601.0
R3	5,723.5	5,685.5	5,572.5
R2	5,621.0	5,621.0	5,563.5
R1	5,583.0	5,583.0	5,554.0	5,602.0
PP	5,518.5	5,518.5	5,518.5	5,528.0
S1	5,480.5	5,480.5	5,535.0	5,499.5
S2	5,416.0	5,416.0	5,525.5
S3	5,313.5	5,378.0	5,516.5
S4	5,211.0	5,275.5	5,488.0

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,005.0	5,938.5	5,585.5
R3	5,807.5	5,741.0	5,531.5
R2	5,610.0	5,610.0	5,513.0
R1	5,543.5	5,543.5	5,495.0	5,577.0
PP	5,412.5	5,412.5	5,412.5	5,429.0
S1	5,346.0	5,346.0	5,459.0	5,379.0
S2	5,215.0	5,215.0	5,441.0
S3	5,017.5	5,148.5	5,422.5
S4	4,820.0	4,951.0	5,368.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,557.0	5,328.0	229.0	4.1%	88.0	1.6%	95%	True	False	51,127
10	5,557.0	5,281.5	275.5	5.0%	93.5	1.7%	95%	True	False	81,982
20	5,593.0	5,238.0	355.0	6.4%	107.5	1.9%	86%	False	False	66,391
40	5,593.0	5,040.0	553.0	10.0%	95.0	1.7%	91%	False	False	33,600
60	5,709.0	4,961.5	747.5	13.5%	88.0	1.6%	78%	False	False	22,424
80	5,709.0	4,887.5	821.5	14.8%	72.5	1.3%	80%	False	False	16,822
100	5,709.0	4,887.5	821.5	14.8%	61.5	1.1%	80%	False	False	13,459
120	5,829.5	4,887.5	942.0	17.0%	51.5	0.9%	70%	False	False	11,217

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	22.1
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,992.5
2.618	5,825.5
1.618	5,723.0
1.000	5,659.5
0.618	5,620.5
HIGH	5,557.0
0.618	5,518.0
0.500	5,506.0
0.382	5,493.5
LOW	5,454.5
0.618	5,391.0
1.000	5,352.0
1.618	5,288.5
2.618	5,186.0
4.250	5,019.0

Fisher Pivots for day following 29-Dec-2011
Pivot	1 day	3 day
R1	5,531.5	5,528.5
PP	5,518.5	5,512.0
S1	5,506.0	5,496.0

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

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