FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 22-Feb-2012

Day Change Summary
	Previous	Current
	21-Feb-2012	22-Feb-2012	Change	Change %	Previous Week
Open	5,908.5	5,897.5	-11.0	-0.2%	5,819.5
High	5,935.0	5,916.5	-18.5	-0.3%	5,903.5
Low	5,884.0	5,871.5	-12.5	-0.2%	5,805.5
Close	5,893.0	5,891.0	-2.0	0.0%	5,896.5
Range	51.0	45.0	-6.0	-11.8%	98.0
ATR	66.3	64.8	-1.5	-2.3%	0.0
Volume	82,095	84,321	2,226	2.7%	433,572

Daily Pivots for day following 22-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,028.0	6,004.5	5,916.0
R3	5,983.0	5,959.5	5,903.5
R2	5,938.0	5,938.0	5,899.0
R1	5,914.5	5,914.5	5,895.0	5,904.0
PP	5,893.0	5,893.0	5,893.0	5,887.5
S1	5,869.5	5,869.5	5,887.0	5,859.0
S2	5,848.0	5,848.0	5,883.0
S3	5,803.0	5,824.5	5,878.5
S4	5,758.0	5,779.5	5,866.0

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,162.5	6,127.5	5,950.5
R3	6,064.5	6,029.5	5,923.5
R2	5,966.5	5,966.5	5,914.5
R1	5,931.5	5,931.5	5,905.5	5,949.0
PP	5,868.5	5,868.5	5,868.5	5,877.0
S1	5,833.5	5,833.5	5,887.5	5,851.0
S2	5,770.5	5,770.5	5,878.5
S3	5,672.5	5,735.5	5,869.5
S4	5,574.5	5,637.5	5,842.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,943.0	5,805.5	137.5	2.3%	50.0	0.8%	62%	False	False	74,911
10	5,943.0	5,794.0	149.0	2.5%	54.5	0.9%	65%	False	False	82,808
20	5,943.0	5,609.5	333.5	5.7%	63.5	1.1%	84%	False	False	82,516
40	5,943.0	5,449.5	493.5	8.4%	68.5	1.2%	89%	False	False	83,871
60	5,943.0	5,161.5	781.5	13.3%	82.0	1.4%	93%	False	False	76,740
80	5,943.0	5,040.0	903.0	15.3%	81.0	1.4%	94%	False	False	57,709
100	5,943.0	4,896.0	1,047.0	17.8%	79.0	1.3%	95%	False	False	46,181
120	5,943.0	4,887.5	1,055.5	17.9%	70.0	1.2%	95%	False	False	38,487

Crabel Price Patterns
NR	True
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	18.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,108.0
2.618	6,034.5
1.618	5,989.5
1.000	5,961.5
0.618	5,944.5
HIGH	5,916.5
0.618	5,899.5
0.500	5,894.0
0.382	5,888.5
LOW	5,871.5
0.618	5,843.5
1.000	5,826.5
1.618	5,798.5
2.618	5,753.5
4.250	5,680.0

Fisher Pivots for day following 22-Feb-2012
Pivot	1 day	3 day
R1	5,894.0	5,907.0
PP	5,893.0	5,902.0
S1	5,892.0	5,896.5

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

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