FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 07-Feb-2012

Day Change Summary
	Previous	Current
	06-Feb-2012	07-Feb-2012	Change	Change %	Previous Week
Open	5,861.5	5,858.0	-3.5	-0.1%	5,683.0
High	5,862.5	5,863.0	0.5	0.0%	5,878.5
Low	5,819.5	5,806.5	-13.0	-0.2%	5,609.5
Close	5,853.5	5,842.5	-11.0	-0.2%	5,877.0
Range	43.0	56.5	13.5	31.4%	269.0
ATR	80.4	78.7	-1.7	-2.1%	0.0
Volume	74,484	91,034	16,550	22.2%	386,841

Daily Pivots for day following 07-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,007.0	5,981.0	5,873.5
R3	5,950.5	5,924.5	5,858.0
R2	5,894.0	5,894.0	5,853.0
R1	5,868.0	5,868.0	5,847.5	5,853.0
PP	5,837.5	5,837.5	5,837.5	5,829.5
S1	5,811.5	5,811.5	5,837.5	5,796.0
S2	5,781.0	5,781.0	5,832.0
S3	5,724.5	5,755.0	5,827.0
S4	5,668.0	5,698.5	5,811.5

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	5,643.0	235.5	4.0%	81.5	1.4%	85%	False	False	92,423
10	5,878.5	5,609.5	269.0	4.6%	76.5	1.3%	87%	False	False	83,833
20	5,878.5	5,539.0	339.5	5.8%	72.0	1.2%	89%	False	False	90,316
40	5,878.5	5,281.5	597.0	10.2%	82.5	1.4%	94%	False	False	90,840
60	5,878.5	5,040.0	838.5	14.4%	87.5	1.5%	96%	False	False	61,899
80	5,878.5	5,040.0	838.5	14.4%	85.5	1.5%	96%	False	False	46,442
100	5,878.5	4,887.5	991.0	17.0%	77.5	1.3%	96%	False	False	37,159
120	5,878.5	4,887.5	991.0	17.0%	65.5	1.1%	96%	False	False	30,967

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,103.0
2.618	6,011.0
1.618	5,954.5
1.000	5,919.5
0.618	5,898.0
HIGH	5,863.0
0.618	5,841.5
0.500	5,835.0
0.382	5,828.0
LOW	5,806.5
0.618	5,771.5
1.000	5,750.0
1.618	5,715.0
2.618	5,658.5
4.250	5,566.5

Fisher Pivots for day following 07-Feb-2012
Pivot	1 day	3 day
R1	5,840.0	5,831.5
PP	5,837.5	5,820.5
S1	5,835.0	5,810.0

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

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