FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 20-Jan-2012

Day Change Summary
	Previous	Current
	19-Jan-2012	20-Jan-2012	Change	Change %	Previous Week
Open	5,674.5	5,698.0	23.5	0.4%	5,580.0
High	5,706.5	5,713.0	6.5	0.1%	5,713.0
Low	5,650.0	5,679.0	29.0	0.5%	5,559.5
Close	5,702.5	5,713.0	10.5	0.2%	5,713.0
Range	56.5	34.0	-22.5	-39.8%	153.5
ATR	84.7	81.1	-3.6	-4.3%	0.0
Volume	112,427	95,869	-16,558	-14.7%	482,646

Daily Pivots for day following 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,803.5	5,792.5	5,731.5
R3	5,769.5	5,758.5	5,722.5
R2	5,735.5	5,735.5	5,719.0
R1	5,724.5	5,724.5	5,716.0	5,730.0
PP	5,701.5	5,701.5	5,701.5	5,704.5
S1	5,690.5	5,690.5	5,710.0	5,696.0
S2	5,667.5	5,667.5	5,707.0
S3	5,633.5	5,656.5	5,703.5
S4	5,599.5	5,622.5	5,694.5

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,122.5	6,071.0	5,797.5
R3	5,969.0	5,917.5	5,755.0
R2	5,815.5	5,815.5	5,741.0
R1	5,764.0	5,764.0	5,727.0	5,790.0
PP	5,662.0	5,662.0	5,662.0	5,674.5
S1	5,610.5	5,610.5	5,699.0	5,636.0
S2	5,508.5	5,508.5	5,685.0
S3	5,355.0	5,457.0	5,671.0
S4	5,201.5	5,303.5	5,628.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,713.0	5,559.5	153.5	2.7%	58.0	1.0%	100%	True	False	96,529
10	5,713.0	5,539.0	174.0	3.0%	69.5	1.2%	100%	True	False	95,644
20	5,713.0	5,328.0	385.0	6.7%	75.5	1.3%	100%	True	False	79,785
40	5,713.0	5,040.0	673.0	11.8%	91.5	1.6%	100%	True	False	66,974
60	5,713.0	5,040.0	673.0	11.8%	88.0	1.5%	100%	True	False	44,746
80	5,713.0	4,896.0	817.0	14.3%	81.0	1.4%	100%	True	False	33,571
100	5,713.0	4,887.5	825.5	14.4%	69.0	1.2%	100%	True	False	26,858
120	5,713.0	4,887.5	825.5	14.4%	60.5	1.1%	100%	True	False	22,383

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.0
Narrowest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	5,857.5
2.618	5,802.0
1.618	5,768.0
1.000	5,747.0
0.618	5,734.0
HIGH	5,713.0
0.618	5,700.0
0.500	5,696.0
0.382	5,692.0
LOW	5,679.0
0.618	5,658.0
1.000	5,645.0
1.618	5,624.0
2.618	5,590.0
4.250	5,534.5

Fisher Pivots for day following 20-Jan-2012
Pivot	1 day	3 day
R1	5,707.5	5,695.0
PP	5,701.5	5,677.0
S1	5,696.0	5,659.0

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

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