FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 12-Jan-2012

Day Change Summary
	Previous	Current
	11-Jan-2012	12-Jan-2012	Change	Change %	Previous Week
Open	5,644.5	5,638.0	-6.5	-0.1%	5,625.0
High	5,659.0	5,658.5	-0.5	0.0%	5,681.0
Low	5,602.0	5,596.0	-6.0	-0.1%	5,570.0
Close	5,645.5	5,649.0	3.5	0.1%	5,602.5
Range	57.0	62.5	5.5	9.6%	111.0
ATR	91.1	89.0	-2.0	-2.2%	0.0
Volume	81,194	99,817	18,623	22.9%	359,848

Daily Pivots for day following 12-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,822.0	5,798.0	5,683.5
R3	5,759.5	5,735.5	5,666.0
R2	5,697.0	5,697.0	5,660.5
R1	5,673.0	5,673.0	5,654.5	5,685.0
PP	5,634.5	5,634.5	5,634.5	5,640.5
S1	5,610.5	5,610.5	5,643.5	5,622.5
S2	5,572.0	5,572.0	5,637.5
S3	5,509.5	5,548.0	5,632.0
S4	5,447.0	5,485.5	5,614.5

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	5,675.0	5,561.5	113.5	2.0%	70.0	1.2%	77%	False	False	87,612
10	5,681.0	5,454.5	226.5	4.0%	75.5	1.3%	86%	False	False	78,255
20	5,681.0	5,281.5	399.5	7.1%	85.0	1.5%	92%	False	False	91,455
40	5,681.0	5,040.0	641.0	11.3%	94.0	1.7%	95%	False	False	52,212
60	5,709.0	5,040.0	669.0	11.8%	88.0	1.6%	91%	False	False	34,833
80	5,709.0	4,887.5	821.5	14.5%	80.5	1.4%	93%	False	False	26,132
100	5,709.0	4,887.5	821.5	14.5%	65.5	1.2%	93%	False	False	20,907
120	5,829.0	4,887.5	941.5	16.7%	57.0	1.0%	81%	False	False	17,423

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	18.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,924.0
2.618	5,822.0
1.618	5,759.5
1.000	5,721.0
0.618	5,697.0
HIGH	5,658.5
0.618	5,634.5
0.500	5,627.0
0.382	5,620.0
LOW	5,596.0
0.618	5,557.5
1.000	5,533.5
1.618	5,495.0
2.618	5,432.5
4.250	5,330.5

Fisher Pivots for day following 12-Jan-2012
Pivot	1 day	3 day
R1	5,642.0	5,644.0
PP	5,634.5	5,639.0
S1	5,627.0	5,634.0

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

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