FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 27-Feb-2012

Day Change Summary
	Previous	Current
	24-Feb-2012	27-Feb-2012	Change	Change %	Previous Week
Open	5,930.0	5,900.0	-30.0	-0.5%	5,930.0
High	5,944.0	5,908.0	-36.0	-0.6%	5,944.0
Low	5,900.0	5,843.0	-57.0	-1.0%	5,871.5
Close	5,908.5	5,891.5	-17.0	-0.3%	5,908.5
Range	44.0	65.0	21.0	47.7%	72.5
ATR	62.7	62.9	0.2	0.3%	0.0
Volume	72,949	99,624	26,675	36.6%	387,362

Daily Pivots for day following 27-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,076.0	6,048.5	5,927.0
R3	6,011.0	5,983.5	5,909.5
R2	5,946.0	5,946.0	5,903.5
R1	5,918.5	5,918.5	5,897.5	5,900.0
PP	5,881.0	5,881.0	5,881.0	5,871.5
S1	5,853.5	5,853.5	5,885.5	5,835.0
S2	5,816.0	5,816.0	5,879.5
S3	5,751.0	5,788.5	5,873.5
S4	5,686.0	5,723.5	5,856.0

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	5,843.0	101.0	1.7%	52.0	0.9%	48%	False	True	88,950
10	5,944.0	5,805.5	138.5	2.4%	53.0	0.9%	62%	False	False	84,330
20	5,944.0	5,638.0	306.0	5.2%	60.5	1.0%	83%	False	False	82,146
40	5,944.0	5,539.0	405.0	6.9%	66.5	1.1%	87%	False	False	88,181
60	5,944.0	5,281.5	662.5	11.2%	77.0	1.3%	92%	False	False	81,044
80	5,944.0	5,040.0	904.0	15.3%	80.5	1.4%	94%	False	False	61,187
100	5,944.0	5,040.0	904.0	15.3%	79.0	1.3%	94%	False	False	48,964
120	5,944.0	4,887.5	1,056.5	17.9%	71.0	1.2%	95%	False	False	40,806

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	17.1
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	6,184.0
2.618	6,078.0
1.618	6,013.0
1.000	5,973.0
0.618	5,948.0
HIGH	5,908.0
0.618	5,883.0
0.500	5,875.5
0.382	5,868.0
LOW	5,843.0
0.618	5,803.0
1.000	5,778.0
1.618	5,738.0
2.618	5,673.0
4.250	5,567.0

Fisher Pivots for day following 27-Feb-2012
Pivot	1 day	3 day
R1	5,886.0	5,893.5
PP	5,881.0	5,893.0
S1	5,875.5	5,892.0

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

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