FTSE 100 Index Future June 2012

Trading Metrics calculated at close of trading on 05-Apr-2012

Day Change Summary
	Previous	Current
	04-Apr-2012	05-Apr-2012	Change	Change %	Previous Week
Open	5,788.5	5,652.5	-136.0	-2.3%	5,851.0
High	5,788.5	5,684.5	-104.0	-1.8%	5,894.5
Low	5,636.0	5,613.5	-22.5	-0.4%	5,679.0
Close	5,663.5	5,669.0	5.5	0.1%	5,726.5
Range	152.5	71.0	-81.5	-53.4%	215.5
ATR	79.3	78.7	-0.6	-0.7%	0.0
Volume	161,973	111,910	-50,063	-30.9%	542,576

Daily Pivots for day following 05-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,868.5	5,840.0	5,708.0
R3	5,797.5	5,769.0	5,688.5
R2	5,726.5	5,726.5	5,682.0
R1	5,698.0	5,698.0	5,675.5	5,712.0
PP	5,655.5	5,655.5	5,655.5	5,663.0
S1	5,627.0	5,627.0	5,662.5	5,641.0
S2	5,584.5	5,584.5	5,656.0
S3	5,513.5	5,556.0	5,649.5
S4	5,442.5	5,485.0	5,630.0

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,413.0	6,285.5	5,845.0
R3	6,197.5	6,070.0	5,786.0
R2	5,982.0	5,982.0	5,766.0
R1	5,854.5	5,854.5	5,746.5	5,810.5
PP	5,766.5	5,766.5	5,766.5	5,745.0
S1	5,639.0	5,639.0	5,706.5	5,595.0
S2	5,551.0	5,551.0	5,687.0
S3	5,335.5	5,423.5	5,667.0
S4	5,120.0	5,208.0	5,608.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,860.0	5,613.5	246.5	4.3%	103.5	1.8%	23%	False	True	125,044
10	5,894.5	5,613.5	281.0	5.0%	93.5	1.6%	20%	False	True	115,530
20	5,948.5	5,613.5	335.0	5.9%	77.0	1.4%	17%	False	True	110,190
40	5,948.5	5,613.5	335.0	5.9%	62.5	1.1%	17%	False	True	55,741
60	5,948.5	5,523.5	425.0	7.5%	54.0	1.0%	34%	False	False	37,167
80	5,948.5	5,277.5	671.0	11.8%	43.0	0.8%	58%	False	False	27,886
100	5,948.5	5,070.5	878.0	15.5%	36.5	0.6%	68%	False	False	22,322
120	5,948.5	5,070.5	878.0	15.5%	32.5	0.6%	68%	False	False	18,610

Crabel Price Patterns
NR	True
NR4	True
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	18.2
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,986.0
2.618	5,870.5
1.618	5,799.5
1.000	5,755.5
0.618	5,728.5
HIGH	5,684.5
0.618	5,657.5
0.500	5,649.0
0.382	5,640.5
LOW	5,613.5
0.618	5,569.5
1.000	5,542.5
1.618	5,498.5
2.618	5,427.5
4.250	5,312.0

Fisher Pivots for day following 05-Apr-2012
Pivot	1 day	3 day
R1	5,662.5	5,731.0
PP	5,655.5	5,710.5
S1	5,649.0	5,690.0

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

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