FTSE 100 Index Future March 2013

Trading Metrics calculated at close of trading on 31-Dec-2012

Day Change Summary
	Previous	Current
	28-Dec-2012	31-Dec-2012	Change	Change %	Previous Week
Open	5,939.5	5,851.0	-88.5	-1.5%	5,912.0
High	5,941.0	5,882.0	-59.0	-1.0%	5,963.5
Low	5,853.0	5,828.5	-24.5	-0.4%	5,853.0
Close	5,889.5	5,848.0	-41.5	-0.7%	5,889.5
Range	88.0	53.5	-34.5	-39.2%	110.5
ATR	50.0	50.7	0.8	1.6%	0.0
Volume	20,312	123,289	102,977	507.0%	127,726

Daily Pivots for day following 31-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,013.5	5,984.0	5,877.5
R3	5,960.0	5,930.5	5,862.5
R2	5,906.5	5,906.5	5,858.0
R1	5,877.0	5,877.0	5,853.0	5,865.0
PP	5,853.0	5,853.0	5,853.0	5,847.0
S1	5,823.5	5,823.5	5,843.0	5,811.5
S2	5,799.5	5,799.5	5,838.0
S3	5,746.0	5,770.0	5,833.5
S4	5,692.5	5,716.5	5,818.5

Weekly Pivots for week ending 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,233.5	6,172.0	5,950.5
R3	6,123.0	6,061.5	5,920.0
R2	6,012.5	6,012.5	5,910.0
R1	5,951.0	5,951.0	5,899.5	5,926.5
PP	5,902.0	5,902.0	5,902.0	5,890.0
S1	5,840.5	5,840.5	5,879.5	5,816.0
S2	5,791.5	5,791.5	5,869.0
S3	5,681.0	5,730.0	5,859.0
S4	5,570.5	5,619.5	5,828.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,963.5	5,828.5	135.0	2.3%	63.0	1.1%	14%	False	True	51,663
10	5,963.5	5,828.5	135.0	2.3%	50.5	0.9%	14%	False	True	111,261
20	5,963.5	5,813.0	150.5	2.6%	42.5	0.7%	23%	False	False	62,981
40	5,963.5	5,566.0	397.5	6.8%	47.0	0.8%	71%	False	False	31,558
60	5,963.5	5,566.0	397.5	6.8%	43.5	0.7%	71%	False	False	21,045
80	5,963.5	5,566.0	397.5	6.8%	37.0	0.6%	71%	False	False	15,789
100	5,963.5	5,566.0	397.5	6.8%	30.5	0.5%	71%	False	False	12,639
120	5,963.5	5,380.5	583.0	10.0%	25.5	0.4%	80%	False	False	10,537

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	8.0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,109.5
2.618	6,022.0
1.618	5,968.5
1.000	5,935.5
0.618	5,915.0
HIGH	5,882.0
0.618	5,861.5
0.500	5,855.0
0.382	5,849.0
LOW	5,828.5
0.618	5,795.5
1.000	5,775.0
1.618	5,742.0
2.618	5,688.5
4.250	5,601.0

Fisher Pivots for day following 31-Dec-2012
Pivot	1 day	3 day
R1	5,855.0	5,896.0
PP	5,853.0	5,880.0
S1	5,850.5	5,864.0

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

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