FTSE 100 Index Future June 2012

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

Day Change Summary
	Previous	Current
	26-Mar-2012	27-Mar-2012	Change	Change %	Previous Week
Open	5,851.0	5,875.0	24.0	0.4%	5,926.0
High	5,866.0	5,894.5	28.5	0.5%	5,929.5
Low	5,806.5	5,808.0	1.5	0.0%	5,752.5
Close	5,860.5	5,810.5	-50.0	-0.9%	5,826.0
Range	59.5	86.5	27.0	45.4%	177.0
ATR	60.9	62.8	1.8	3.0%	0.0
Volume	89,570	91,199	1,629	1.8%	479,960

Daily Pivots for day following 27-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,097.0	6,040.5	5,858.0
R3	6,010.5	5,954.0	5,834.5
R2	5,924.0	5,924.0	5,826.5
R1	5,867.5	5,867.5	5,818.5	5,852.5
PP	5,837.5	5,837.5	5,837.5	5,830.0
S1	5,781.0	5,781.0	5,802.5	5,766.0
S2	5,751.0	5,751.0	5,794.5
S3	5,664.5	5,694.5	5,786.5
S4	5,578.0	5,608.0	5,763.0

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	5,894.5	5,752.5	142.0	2.4%	68.5	1.2%	41%	True	False	97,386
10	5,948.5	5,752.5	196.0	3.4%	63.0	1.1%	30%	False	False	103,021
20	5,948.5	5,671.0	277.5	4.8%	66.5	1.1%	50%	False	False	67,863
40	5,948.5	5,645.5	303.0	5.2%	52.5	0.9%	54%	False	False	33,963
60	5,948.5	5,523.5	425.0	7.3%	43.0	0.7%	68%	False	False	22,651
80	5,948.5	5,277.5	671.0	11.5%	35.5	0.6%	79%	False	False	17,012
100	5,948.5	5,070.5	878.0	15.1%	29.5	0.5%	84%	False	False	13,613
120	5,948.5	5,070.5	878.0	15.1%	26.5	0.5%	84%	False	False	11,351

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	12.2
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	6,262.0
2.618	6,121.0
1.618	6,034.5
1.000	5,981.0
0.618	5,948.0
HIGH	5,894.5
0.618	5,861.5
0.500	5,851.0
0.382	5,841.0
LOW	5,808.0
0.618	5,754.5
1.000	5,721.5
1.618	5,668.0
2.618	5,581.5
4.250	5,440.5

Fisher Pivots for day following 27-Mar-2012
Pivot	1 day	3 day
R1	5,851.0	5,823.5
PP	5,837.5	5,819.0
S1	5,824.0	5,815.0

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

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