FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 29-Feb-2012

Day Change Summary
	Previous	Current
	28-Feb-2012	29-Feb-2012	Change	Change %	Previous Week
Open	5,896.5	5,908.5	12.0	0.2%	5,930.0
High	5,914.5	5,931.0	16.5	0.3%	5,944.0
Low	5,876.0	5,846.5	-29.5	-0.5%	5,871.5
Close	5,910.0	5,854.0	-56.0	-0.9%	5,908.5
Range	38.5	84.5	46.0	119.5%	72.5
ATR	61.1	62.8	1.7	2.7%	0.0
Volume	85,429	166,093	80,664	94.4%	387,362

Daily Pivots for day following 29-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,130.5	6,077.0	5,900.5
R3	6,046.0	5,992.5	5,877.0
R2	5,961.5	5,961.5	5,869.5
R1	5,908.0	5,908.0	5,861.5	5,892.5
PP	5,877.0	5,877.0	5,877.0	5,869.5
S1	5,823.5	5,823.5	5,846.5	5,808.0
S2	5,792.5	5,792.5	5,838.5
S3	5,708.0	5,739.0	5,831.0
S4	5,623.5	5,654.5	5,807.5

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	5,843.0	101.0	1.7%	57.5	1.0%	11%	False	False	105,971
10	5,944.0	5,805.5	138.5	2.4%	53.5	0.9%	35%	False	False	90,441
20	5,944.0	5,720.0	224.0	3.8%	58.5	1.0%	60%	False	False	89,718
40	5,944.0	5,539.0	405.0	6.9%	65.5	1.1%	78%	False	False	89,819
60	5,944.0	5,281.5	662.5	11.3%	76.5	1.3%	86%	False	False	85,128
80	5,944.0	5,040.0	904.0	15.4%	79.5	1.4%	90%	False	False	64,329
100	5,944.0	5,040.0	904.0	15.4%	78.5	1.3%	90%	False	False	51,478
120	5,944.0	4,887.5	1,056.5	18.0%	72.0	1.2%	91%	False	False	42,902

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	16.9
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	6,290.0
2.618	6,152.0
1.618	6,067.5
1.000	6,015.5
0.618	5,983.0
HIGH	5,931.0
0.618	5,898.5
0.500	5,889.0
0.382	5,879.0
LOW	5,846.5
0.618	5,794.5
1.000	5,762.0
1.618	5,710.0
2.618	5,625.5
4.250	5,487.5

Fisher Pivots for day following 29-Feb-2012
Pivot	1 day	3 day
R1	5,889.0	5,887.0
PP	5,877.0	5,876.0
S1	5,865.5	5,865.0

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

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