FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 06-Jan-2012

Day Change Summary
	Previous	Current
	05-Jan-2012	06-Jan-2012	Change	Change %	Previous Week
Open	5,648.0	5,594.0	-54.0	-1.0%	5,625.0
High	5,650.5	5,644.5	-6.0	-0.1%	5,681.0
Low	5,574.5	5,570.0	-4.5	-0.1%	5,570.0
Close	5,604.5	5,602.5	-2.0	0.0%	5,602.5
Range	76.0	74.5	-1.5	-2.0%	111.0
ATR	97.9	96.2	-1.7	-1.7%	0.0
Volume	97,065	76,790	-20,275	-20.9%	359,848

Daily Pivots for day following 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,829.0	5,790.5	5,643.5
R3	5,754.5	5,716.0	5,623.0
R2	5,680.0	5,680.0	5,616.0
R1	5,641.5	5,641.5	5,609.5	5,661.0
PP	5,605.5	5,605.5	5,605.5	5,615.5
S1	5,567.0	5,567.0	5,595.5	5,586.0
S2	5,531.0	5,531.0	5,589.0
S3	5,456.5	5,492.5	5,582.0
S4	5,382.0	5,418.0	5,561.5

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,951.0	5,887.5	5,663.5
R3	5,840.0	5,776.5	5,633.0
R2	5,729.0	5,729.0	5,623.0
R1	5,665.5	5,665.5	5,612.5	5,642.0
PP	5,618.0	5,618.0	5,618.0	5,606.0
S1	5,554.5	5,554.5	5,592.5	5,531.0
S2	5,507.0	5,507.0	5,582.0
S3	5,396.0	5,443.5	5,572.0
S4	5,285.0	5,332.5	5,541.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,681.0	5,492.0	189.0	3.4%	75.5	1.4%	58%	False	False	76,724
10	5,681.0	5,328.0	353.0	6.3%	82.0	1.5%	78%	False	False	63,925
20	5,681.0	5,281.5	399.5	7.1%	99.0	1.8%	80%	False	False	84,260
40	5,681.0	5,040.0	641.0	11.4%	94.0	1.7%	88%	False	False	43,184
60	5,709.0	5,040.0	669.0	11.9%	88.5	1.6%	84%	False	False	28,813
80	5,709.0	4,887.5	821.5	14.7%	77.0	1.4%	87%	False	False	21,617
100	5,709.0	4,887.5	821.5	14.7%	63.5	1.1%	87%	False	False	17,294
120	5,829.5	4,887.5	942.0	16.8%	55.0	1.0%	76%	False	False	14,413

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.2
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,961.0
2.618	5,839.5
1.618	5,765.0
1.000	5,719.0
0.618	5,690.5
HIGH	5,644.5
0.618	5,616.0
0.500	5,607.0
0.382	5,598.5
LOW	5,570.0
0.618	5,524.0
1.000	5,495.5
1.618	5,449.5
2.618	5,375.0
4.250	5,253.5

Fisher Pivots for day following 06-Jan-2012
Pivot	1 day	3 day
R1	5,607.0	5,625.5
PP	5,605.5	5,618.0
S1	5,604.0	5,610.0

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

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