FTSE 100 Index Future June 2012

Trading Metrics calculated at close of trading on 21-Mar-2012

Day Change Summary
	Previous	Current
	20-Mar-2012	21-Mar-2012	Change	Change %	Previous Week
Open	5,904.5	5,842.0	-62.5	-1.1%	5,822.5
High	5,907.0	5,874.0	-33.0	-0.6%	5,948.5
Low	5,824.5	5,832.0	7.5	0.1%	5,804.0
Close	5,848.0	5,836.5	-11.5	-0.2%	5,916.0
Range	82.5	42.0	-40.5	-49.1%	144.5
ATR	59.8	58.5	-1.3	-2.1%	0.0
Volume	96,840	95,347	-1,493	-1.5%	617,995

Daily Pivots for day following 21-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,973.5	5,947.0	5,859.5
R3	5,931.5	5,905.0	5,848.0
R2	5,889.5	5,889.5	5,844.0
R1	5,863.0	5,863.0	5,840.5	5,855.0
PP	5,847.5	5,847.5	5,847.5	5,843.5
S1	5,821.0	5,821.0	5,832.5	5,813.0
S2	5,805.5	5,805.5	5,829.0
S3	5,763.5	5,779.0	5,825.0
S4	5,721.5	5,737.0	5,813.5

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,323.0	6,264.0	5,995.5
R3	6,178.5	6,119.5	5,955.5
R2	6,034.0	6,034.0	5,942.5
R1	5,975.0	5,975.0	5,929.0	6,004.5
PP	5,889.5	5,889.5	5,889.5	5,904.0
S1	5,830.5	5,830.5	5,903.0	5,860.0
S2	5,745.0	5,745.0	5,889.5
S3	5,600.5	5,686.0	5,876.5
S4	5,456.0	5,541.5	5,836.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,929.5	5,824.5	105.0	1.8%	53.0	0.9%	11%	False	False	100,212
10	5,948.5	5,730.0	218.5	3.7%	61.0	1.0%	49%	False	False	94,974
20	5,948.5	5,671.0	277.5	4.8%	59.0	1.0%	60%	False	False	48,301
40	5,948.5	5,563.0	385.5	6.6%	49.5	0.8%	71%	False	False	24,177
60	5,948.5	5,434.5	514.0	8.8%	38.5	0.7%	78%	False	False	16,125
80	5,948.5	5,162.5	786.0	13.5%	33.0	0.6%	86%	False	False	12,117
100	5,948.5	5,070.5	878.0	15.0%	27.0	0.5%	87%	False	False	9,699

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.4
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	6,052.5
2.618	5,984.0
1.618	5,942.0
1.000	5,916.0
0.618	5,900.0
HIGH	5,874.0
0.618	5,858.0
0.500	5,853.0
0.382	5,848.0
LOW	5,832.0
0.618	5,806.0
1.000	5,790.0
1.618	5,764.0
2.618	5,722.0
4.250	5,653.5

Fisher Pivots for day following 21-Mar-2012
Pivot	1 day	3 day
R1	5,853.0	5,877.0
PP	5,847.5	5,863.5
S1	5,842.0	5,850.0

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

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