FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 27-Jan-2012

Day Change Summary
	Previous	Current
	26-Jan-2012	27-Jan-2012	Change	Change %	Previous Week
Open	5,707.5	5,727.0	19.5	0.3%	5,700.0
High	5,766.5	5,752.0	-14.5	-0.3%	5,766.5
Low	5,696.5	5,682.0	-14.5	-0.3%	5,650.5
Close	5,736.0	5,691.5	-44.5	-0.8%	5,691.5
Range	70.0	70.0	0.0	0.0%	116.0
ATR	79.3	78.6	-0.7	-0.8%	0.0
Volume	96,811	98,671	1,860	1.9%	477,780

Daily Pivots for day following 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,918.5	5,875.0	5,730.0
R3	5,848.5	5,805.0	5,711.0
R2	5,778.5	5,778.5	5,704.5
R1	5,735.0	5,735.0	5,698.0	5,722.0
PP	5,708.5	5,708.5	5,708.5	5,702.0
S1	5,665.0	5,665.0	5,685.0	5,652.0
S2	5,638.5	5,638.5	5,678.5
S3	5,568.5	5,595.0	5,672.0
S4	5,498.5	5,525.0	5,653.0

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,051.0	5,987.0	5,755.5
R3	5,935.0	5,871.0	5,723.5
R2	5,819.0	5,819.0	5,713.0
R1	5,755.0	5,755.0	5,702.0	5,729.0
PP	5,703.0	5,703.0	5,703.0	5,690.0
S1	5,639.0	5,639.0	5,681.0	5,613.0
S2	5,587.0	5,587.0	5,670.0
S3	5,471.0	5,523.0	5,659.5
S4	5,355.0	5,407.0	5,627.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,766.5	5,650.5	116.0	2.0%	73.0	1.3%	35%	False	False	95,556
10	5,766.5	5,559.5	207.0	3.6%	65.5	1.1%	64%	False	False	96,042
20	5,766.5	5,492.0	274.5	4.8%	72.0	1.3%	73%	False	False	90,892
40	5,766.5	5,238.0	528.5	9.3%	89.5	1.6%	86%	False	False	78,642
60	5,766.5	5,040.0	726.5	12.8%	87.5	1.5%	90%	False	False	52,697
80	5,766.5	4,961.5	805.0	14.1%	84.0	1.5%	91%	False	False	39,541
100	5,766.5	4,887.5	879.0	15.4%	72.5	1.3%	91%	False	False	31,636
120	5,766.5	4,887.5	879.0	15.4%	63.5	1.1%	91%	False	False	26,364

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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	18.2

Fibonacci Retracements and Extensions
4.250	6,049.5
2.618	5,935.5
1.618	5,865.5
1.000	5,822.0
0.618	5,795.5
HIGH	5,752.0
0.618	5,725.5
0.500	5,717.0
0.382	5,708.5
LOW	5,682.0
0.618	5,638.5
1.000	5,612.0
1.618	5,568.5
2.618	5,498.5
4.250	5,384.5

Fisher Pivots for day following 27-Jan-2012
Pivot	1 day	3 day
R1	5,717.0	5,708.5
PP	5,708.5	5,703.0
S1	5,700.0	5,697.0

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

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