FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 23-Feb-2012

Day Change Summary
	Previous	Current
	22-Feb-2012	23-Feb-2012	Change	Change %	Previous Week
Open	5,897.5	5,884.0	-13.5	-0.2%	5,819.5
High	5,916.5	5,932.5	16.0	0.3%	5,903.5
Low	5,871.5	5,877.5	6.0	0.1%	5,805.5
Close	5,891.0	5,923.0	32.0	0.5%	5,896.5
Range	45.0	55.0	10.0	22.2%	98.0
ATR	64.8	64.1	-0.7	-1.1%	0.0
Volume	84,321	105,764	21,443	25.4%	433,572

Daily Pivots for day following 23-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,076.0	6,054.5	5,953.0
R3	6,021.0	5,999.5	5,938.0
R2	5,966.0	5,966.0	5,933.0
R1	5,944.5	5,944.5	5,928.0	5,955.0
PP	5,911.0	5,911.0	5,911.0	5,916.5
S1	5,889.5	5,889.5	5,918.0	5,900.0
S2	5,856.0	5,856.0	5,913.0
S3	5,801.0	5,834.5	5,908.0
S4	5,746.0	5,779.5	5,893.0

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	5,871.5	71.5	1.2%	44.0	0.7%	72%	False	False	78,202
10	5,943.0	5,794.0	149.0	2.5%	55.5	0.9%	87%	False	False	84,160
20	5,943.0	5,609.5	333.5	5.6%	62.5	1.1%	94%	False	False	82,963
40	5,943.0	5,454.5	488.5	8.2%	68.0	1.1%	96%	False	False	85,402
60	5,943.0	5,238.0	705.0	11.9%	80.5	1.4%	97%	False	False	78,448
80	5,943.0	5,040.0	903.0	15.2%	81.5	1.4%	98%	False	False	59,031
100	5,943.0	4,896.0	1,047.0	17.7%	79.0	1.3%	98%	False	False	47,239
120	5,943.0	4,887.5	1,055.5	17.8%	70.5	1.2%	98%	False	False	39,368

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.4
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,166.0
2.618	6,076.5
1.618	6,021.5
1.000	5,987.5
0.618	5,966.5
HIGH	5,932.5
0.618	5,911.5
0.500	5,905.0
0.382	5,898.5
LOW	5,877.5
0.618	5,843.5
1.000	5,822.5
1.618	5,788.5
2.618	5,733.5
4.250	5,644.0

Fisher Pivots for day following 23-Feb-2012
Pivot	1 day	3 day
R1	5,917.0	5,916.5
PP	5,911.0	5,910.0
S1	5,905.0	5,903.0

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

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