FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 19-Jan-2012

Day Change Summary
	Previous	Current
	18-Jan-2012	19-Jan-2012	Change	Change %	Previous Week
Open	5,645.0	5,674.5	29.5	0.5%	5,587.5
High	5,677.5	5,706.5	29.0	0.5%	5,675.0
Low	5,605.0	5,650.0	45.0	0.8%	5,539.0
Close	5,673.0	5,702.5	29.5	0.5%	5,592.0
Range	72.5	56.5	-16.0	-22.1%	136.0
ATR	86.9	84.7	-2.2	-2.5%	0.0
Volume	107,633	112,427	4,794	4.5%	473,803

Daily Pivots for day following 19-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,856.0	5,835.5	5,733.5
R3	5,799.5	5,779.0	5,718.0
R2	5,743.0	5,743.0	5,713.0
R1	5,722.5	5,722.5	5,707.5	5,733.0
PP	5,686.5	5,686.5	5,686.5	5,691.5
S1	5,666.0	5,666.0	5,697.5	5,676.0
S2	5,630.0	5,630.0	5,692.0
S3	5,573.5	5,609.5	5,687.0
S4	5,517.0	5,553.0	5,671.5

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	5,706.5	5,539.0	167.5	2.9%	77.0	1.4%	98%	True	False	99,861
10	5,706.5	5,539.0	167.5	2.9%	73.5	1.3%	98%	True	False	93,737
20	5,706.5	5,289.0	417.5	7.3%	80.0	1.4%	99%	True	False	79,241
40	5,706.5	5,040.0	666.5	11.7%	92.5	1.6%	99%	True	False	64,672
60	5,709.0	5,040.0	669.0	11.7%	89.0	1.6%	99%	False	False	43,149
80	5,709.0	4,896.0	813.0	14.3%	80.5	1.4%	99%	False	False	32,373
100	5,709.0	4,887.5	821.5	14.4%	68.5	1.2%	99%	False	False	25,900
120	5,709.0	4,887.5	821.5	14.4%	60.0	1.1%	99%	False	False	21,584

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	19.9
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	5,946.5
2.618	5,854.5
1.618	5,798.0
1.000	5,763.0
0.618	5,741.5
HIGH	5,706.5
0.618	5,685.0
0.500	5,678.0
0.382	5,671.5
LOW	5,650.0
0.618	5,615.0
1.000	5,593.5
1.618	5,558.5
2.618	5,502.0
4.250	5,410.0

Fisher Pivots for day following 19-Jan-2012
Pivot	1 day	3 day
R1	5,694.5	5,687.0
PP	5,686.5	5,671.5
S1	5,678.0	5,656.0

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

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