FTSE 100 Index Future June 2012

Trading Metrics calculated at close of trading on 13-Apr-2012

Day Change Summary
	Previous	Current
	12-Apr-2012	13-Apr-2012	Change	Change %	Previous Week
Open	5,577.0	5,679.0	102.0	1.8%	5,618.0
High	5,680.5	5,682.5	2.0	0.0%	5,682.5
Low	5,553.0	5,590.5	37.5	0.7%	5,490.0
Close	5,666.5	5,595.0	-71.5	-1.3%	5,595.0
Range	127.5	92.0	-35.5	-27.8%	192.5
ATR	90.7	90.8	0.1	0.1%	0.0
Volume	130,308	108,296	-22,012	-16.9%	514,699

Daily Pivots for day following 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,898.5	5,839.0	5,645.5
R3	5,806.5	5,747.0	5,620.5
R2	5,714.5	5,714.5	5,612.0
R1	5,655.0	5,655.0	5,603.5	5,639.0
PP	5,622.5	5,622.5	5,622.5	5,614.5
S1	5,563.0	5,563.0	5,586.5	5,547.0
S2	5,530.5	5,530.5	5,578.0
S3	5,438.5	5,471.0	5,569.5
S4	5,346.5	5,379.0	5,544.5

Weekly Pivots for week ending 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,166.5	6,073.5	5,701.0
R3	5,974.0	5,881.0	5,648.0
R2	5,781.5	5,781.5	5,630.5
R1	5,688.5	5,688.5	5,612.5	5,639.0
PP	5,589.0	5,589.0	5,589.0	5,564.5
S1	5,496.0	5,496.0	5,577.5	5,446.0
S2	5,396.5	5,396.5	5,559.5
S3	5,204.0	5,303.5	5,542.0
S4	5,011.5	5,111.0	5,489.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,684.5	5,490.0	194.5	3.5%	111.0	2.0%	54%	False	False	125,321
10	5,860.0	5,490.0	370.0	6.6%	109.0	1.9%	28%	False	False	127,514
20	5,929.5	5,490.0	439.5	7.9%	88.0	1.6%	24%	False	False	113,926
40	5,948.5	5,490.0	458.5	8.2%	70.5	1.3%	23%	False	False	68,602
60	5,948.5	5,490.0	458.5	8.2%	60.5	1.1%	23%	False	False	45,745
80	5,948.5	5,277.5	671.0	12.0%	49.0	0.9%	47%	False	False	34,313
100	5,948.5	5,070.5	878.0	15.7%	41.0	0.7%	60%	False	False	27,469
120	5,948.5	5,070.5	878.0	15.7%	36.0	0.6%	60%	False	False	22,899

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	17.0
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,073.5
2.618	5,923.5
1.618	5,831.5
1.000	5,774.5
0.618	5,739.5
HIGH	5,682.5
0.618	5,647.5
0.500	5,636.5
0.382	5,625.5
LOW	5,590.5
0.618	5,533.5
1.000	5,498.5
1.618	5,441.5
2.618	5,349.5
4.250	5,199.5

Fisher Pivots for day following 13-Apr-2012
Pivot	1 day	3 day
R1	5,636.5	5,592.5
PP	5,622.5	5,590.5
S1	5,609.0	5,588.0

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

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