FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 13-Jan-2012

Day Change Summary
	Previous	Current
	12-Jan-2012	13-Jan-2012	Change	Change %	Previous Week
Open	5,638.0	5,651.0	13.0	0.2%	5,587.5
High	5,658.5	5,668.5	10.0	0.2%	5,675.0
Low	5,596.0	5,539.0	-57.0	-1.0%	5,539.0
Close	5,649.0	5,592.0	-57.0	-1.0%	5,592.0
Range	62.5	129.5	67.0	107.2%	136.0
ATR	89.0	91.9	2.9	3.2%	0.0
Volume	99,817	112,529	12,712	12.7%	473,803

Daily Pivots for day following 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,988.5	5,919.5	5,663.0
R3	5,859.0	5,790.0	5,627.5
R2	5,729.5	5,729.5	5,615.5
R1	5,660.5	5,660.5	5,604.0	5,630.0
PP	5,600.0	5,600.0	5,600.0	5,584.5
S1	5,531.0	5,531.0	5,580.0	5,501.0
S2	5,470.5	5,470.5	5,568.5
S3	5,341.0	5,401.5	5,556.5
S4	5,211.5	5,272.0	5,521.0

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,010.0	5,937.0	5,667.0
R3	5,874.0	5,801.0	5,629.5
R2	5,738.0	5,738.0	5,617.0
R1	5,665.0	5,665.0	5,604.5	5,701.5
PP	5,602.0	5,602.0	5,602.0	5,620.0
S1	5,529.0	5,529.0	5,579.5	5,565.5
S2	5,466.0	5,466.0	5,567.0
S3	5,330.0	5,393.0	5,554.5
S4	5,194.0	5,257.0	5,517.0

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	5,539.0	136.0	2.4%	81.0	1.4%	39%	False	True	94,760
10	5,681.0	5,492.0	189.0	3.4%	78.5	1.4%	53%	False	False	85,742
20	5,681.0	5,281.5	399.5	7.1%	86.0	1.5%	78%	False	False	83,862
40	5,681.0	5,040.0	641.0	11.5%	94.5	1.7%	86%	False	False	55,024
60	5,709.0	5,040.0	669.0	12.0%	88.0	1.6%	83%	False	False	36,709
80	5,709.0	4,887.5	821.5	14.7%	81.0	1.5%	86%	False	False	27,538
100	5,709.0	4,887.5	821.5	14.7%	66.0	1.2%	86%	False	False	22,032
120	5,829.0	4,887.5	941.5	16.8%	58.0	1.0%	75%	False	False	18,361

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.2
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	6,219.0
2.618	6,007.5
1.618	5,878.0
1.000	5,798.0
0.618	5,748.5
HIGH	5,668.5
0.618	5,619.0
0.500	5,604.0
0.382	5,588.5
LOW	5,539.0
0.618	5,459.0
1.000	5,409.5
1.618	5,329.5
2.618	5,200.0
4.250	4,988.5

Fisher Pivots for day following 13-Jan-2012
Pivot	1 day	3 day
R1	5,604.0	5,604.0
PP	5,600.0	5,600.0
S1	5,596.0	5,596.0

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

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