FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 03-Feb-2012

Day Change Summary
	Previous	Current
	02-Feb-2012	03-Feb-2012	Change	Change %	Previous Week
Open	5,745.0	5,762.0	17.0	0.3%	5,683.0
High	5,773.5	5,878.5	105.0	1.8%	5,878.5
Low	5,720.0	5,741.0	21.0	0.4%	5,609.5
Close	5,756.0	5,877.0	121.0	2.1%	5,877.0
Range	53.5	137.5	84.0	157.0%	269.0
ATR	77.9	82.2	4.3	5.5%	0.0
Volume	91,456	105,043	13,587	14.9%	386,841

Daily Pivots for day following 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,244.5	6,198.5	5,952.5
R3	6,107.0	6,061.0	5,915.0
R2	5,969.5	5,969.5	5,902.0
R1	5,923.5	5,923.5	5,889.5	5,946.5
PP	5,832.0	5,832.0	5,832.0	5,844.0
S1	5,786.0	5,786.0	5,864.5	5,809.0
S2	5,694.5	5,694.5	5,852.0
S3	5,557.0	5,648.5	5,839.0
S4	5,419.5	5,511.0	5,801.5

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,595.5	6,505.0	6,025.0
R3	6,326.5	6,236.0	5,951.0
R2	6,057.5	6,057.5	5,926.5
R1	5,967.0	5,967.0	5,901.5	6,012.0
PP	5,788.5	5,788.5	5,788.5	5,811.0
S1	5,698.0	5,698.0	5,852.5	5,743.0
S2	5,519.5	5,519.5	5,827.5
S3	5,250.5	5,429.0	5,803.0
S4	4,981.5	5,160.0	5,729.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,878.5	5,609.5	269.0	4.6%	87.5	1.5%	99%	True	False	77,368
10	5,878.5	5,609.5	269.0	4.6%	80.0	1.4%	99%	True	False	86,462
20	5,878.5	5,539.0	339.5	5.8%	75.0	1.3%	100%	True	False	91,053
40	5,878.5	5,281.5	597.0	10.2%	87.0	1.5%	100%	True	False	87,657
60	5,878.5	5,040.0	838.5	14.3%	87.5	1.5%	100%	True	False	59,141
80	5,878.5	5,040.0	838.5	14.3%	85.0	1.4%	100%	True	False	44,373
100	5,878.5	4,887.5	991.0	16.9%	76.5	1.3%	100%	True	False	35,504
120	5,878.5	4,887.5	991.0	16.9%	65.5	1.1%	100%	True	False	29,587

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.6
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	6,463.0
2.618	6,238.5
1.618	6,101.0
1.000	6,016.0
0.618	5,963.5
HIGH	5,878.5
0.618	5,826.0
0.500	5,810.0
0.382	5,793.5
LOW	5,741.0
0.618	5,656.0
1.000	5,603.5
1.618	5,518.5
2.618	5,381.0
4.250	5,156.5

Fisher Pivots for day following 03-Feb-2012
Pivot	1 day	3 day
R1	5,854.5	5,838.0
PP	5,832.0	5,799.5
S1	5,810.0	5,761.0

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

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