FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 24-Feb-2012

Day Change Summary
	Previous	Current
	23-Feb-2012	24-Feb-2012	Change	Change %	Previous Week
Open	5,884.0	5,930.0	46.0	0.8%	5,930.0
High	5,932.5	5,944.0	11.5	0.2%	5,944.0
Low	5,877.5	5,900.0	22.5	0.4%	5,871.5
Close	5,923.0	5,908.5	-14.5	-0.2%	5,908.5
Range	55.0	44.0	-11.0	-20.0%	72.5
ATR	64.1	62.7	-1.4	-2.2%	0.0
Volume	105,764	72,949	-32,815	-31.0%	387,362

Daily Pivots for day following 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,049.5	6,023.0	5,932.5
R3	6,005.5	5,979.0	5,920.5
R2	5,961.5	5,961.5	5,916.5
R1	5,935.0	5,935.0	5,912.5	5,926.0
PP	5,917.5	5,917.5	5,917.5	5,913.0
S1	5,891.0	5,891.0	5,904.5	5,882.0
S2	5,873.5	5,873.5	5,900.5
S3	5,829.5	5,847.0	5,896.5
S4	5,785.5	5,803.0	5,884.5

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,125.5	6,089.5	5,948.5
R3	6,053.0	6,017.0	5,928.5
R2	5,980.5	5,980.5	5,922.0
R1	5,944.5	5,944.5	5,915.0	5,926.0
PP	5,908.0	5,908.0	5,908.0	5,899.0
S1	5,872.0	5,872.0	5,902.0	5,854.0
S2	5,835.5	5,835.5	5,895.0
S3	5,763.0	5,799.5	5,888.5
S4	5,690.5	5,727.0	5,868.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,944.0	5,871.5	72.5	1.2%	46.5	0.8%	51%	True	False	77,472
10	5,944.0	5,805.5	138.5	2.3%	52.5	0.9%	74%	True	False	82,093
20	5,944.0	5,609.5	334.5	5.7%	61.0	1.0%	89%	True	False	81,677
40	5,944.0	5,492.0	452.0	7.6%	66.5	1.1%	92%	True	False	86,285
60	5,944.0	5,238.0	706.0	11.9%	80.0	1.4%	95%	True	False	79,653
80	5,944.0	5,040.0	904.0	15.3%	81.0	1.4%	96%	True	False	59,942
100	5,944.0	4,961.5	982.5	16.6%	79.5	1.3%	96%	True	False	47,968
120	5,944.0	4,887.5	1,056.5	17.9%	70.5	1.2%	97%	True	False	39,976

Crabel Price Patterns
NR	True
NR4	True
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	16.7
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,131.0
2.618	6,059.0
1.618	6,015.0
1.000	5,988.0
0.618	5,971.0
HIGH	5,944.0
0.618	5,927.0
0.500	5,922.0
0.382	5,917.0
LOW	5,900.0
0.618	5,873.0
1.000	5,856.0
1.618	5,829.0
2.618	5,785.0
4.250	5,713.0

Fisher Pivots for day following 24-Feb-2012
Pivot	1 day	3 day
R1	5,922.0	5,908.0
PP	5,917.5	5,908.0
S1	5,913.0	5,908.0

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

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