FTSE 100 Index Future June 2012

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

Day Change Summary
	Previous	Current
	22-Mar-2012	23-Mar-2012	Change	Change %	Previous Week
Open	5,849.0	5,809.0	-40.0	-0.7%	5,926.0
High	5,854.5	5,829.0	-25.5	-0.4%	5,929.5
Low	5,777.0	5,752.5	-24.5	-0.4%	5,752.5
Close	5,809.0	5,826.0	17.0	0.3%	5,826.0
Range	77.5	76.5	-1.0	-1.3%	177.0
ATR	59.9	61.1	1.2	2.0%	0.0
Volume	107,463	103,351	-4,112	-3.8%	479,960

Daily Pivots for day following 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,032.0	6,005.5	5,868.0
R3	5,955.5	5,929.0	5,847.0
R2	5,879.0	5,879.0	5,840.0
R1	5,852.5	5,852.5	5,833.0	5,866.0
PP	5,802.5	5,802.5	5,802.5	5,809.0
S1	5,776.0	5,776.0	5,819.0	5,789.0
S2	5,726.0	5,726.0	5,812.0
S3	5,649.5	5,699.5	5,805.0
S4	5,573.0	5,623.0	5,784.0

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,367.0	6,273.5	5,923.5
R3	6,190.0	6,096.5	5,874.5
R2	6,013.0	6,013.0	5,858.5
R1	5,919.5	5,919.5	5,842.0	5,878.0
PP	5,836.0	5,836.0	5,836.0	5,815.0
S1	5,742.5	5,742.5	5,810.0	5,701.0
S2	5,659.0	5,659.0	5,793.5
S3	5,482.0	5,565.5	5,777.5
S4	5,305.0	5,388.5	5,728.5

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	5,752.5	177.0	3.0%	66.5	1.1%	42%	False	True	95,992
10	5,948.5	5,752.5	196.0	3.4%	62.5	1.1%	38%	False	True	109,795
20	5,948.5	5,671.0	277.5	4.8%	63.0	1.1%	56%	False	False	58,831
40	5,948.5	5,563.0	385.5	6.6%	50.5	0.9%	68%	False	False	29,445
60	5,948.5	5,490.5	458.0	7.9%	40.5	0.7%	73%	False	False	19,638
80	5,948.5	5,277.5	671.0	11.5%	34.0	0.6%	82%	False	False	14,752
100	5,948.5	5,070.5	878.0	15.1%	28.5	0.5%	86%	False	False	11,806
120	5,948.5	5,000.5	948.0	16.3%	26.0	0.4%	87%	False	False	9,845

Crabel Price Patterns
NR	True
NR4	False
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	10.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,154.0
2.618	6,029.5
1.618	5,953.0
1.000	5,905.5
0.618	5,876.5
HIGH	5,829.0
0.618	5,800.0
0.500	5,791.0
0.382	5,781.5
LOW	5,752.5
0.618	5,705.0
1.000	5,676.0
1.618	5,628.5
2.618	5,552.0
4.250	5,427.5

Fisher Pivots for day following 23-Mar-2012
Pivot	1 day	3 day
R1	5,814.0	5,822.0
PP	5,802.5	5,817.5
S1	5,791.0	5,813.0

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

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