FTSE 100 Index Future March 2013

Trading Metrics calculated at close of trading on 02-Jan-2013

Day Change Summary
	Previous	Current
	31-Dec-2012	02-Jan-2013	Change	Change %	Previous Week
Open	5,851.0	5,866.5	15.5	0.3%	5,912.0
High	5,882.0	6,009.0	127.0	2.2%	5,963.5
Low	5,828.5	5,866.5	38.0	0.7%	5,853.0
Close	5,848.0	5,987.5	139.5	2.4%	5,889.5
Range	53.5	142.5	89.0	166.4%	110.5
ATR	50.7	58.6	7.9	15.5%	0.0
Volume	123,289	89,767	-33,522	-27.2%	127,726

Daily Pivots for day following 02-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,382.0	6,327.0	6,066.0
R3	6,239.5	6,184.5	6,026.5
R2	6,097.0	6,097.0	6,013.5
R1	6,042.0	6,042.0	6,000.5	6,069.5
PP	5,954.5	5,954.5	5,954.5	5,968.0
S1	5,899.5	5,899.5	5,974.5	5,927.0
S2	5,812.0	5,812.0	5,961.5
S3	5,669.5	5,757.0	5,948.5
S4	5,527.0	5,614.5	5,909.0

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	6,009.0	5,828.5	180.5	3.0%	74.5	1.2%	88%	True	False	68,156
10	6,009.0	5,828.5	180.5	3.0%	61.0	1.0%	88%	True	False	96,178
20	6,009.0	5,813.0	196.0	3.3%	48.0	0.8%	89%	True	False	67,435
40	6,009.0	5,566.0	443.0	7.4%	49.5	0.8%	95%	True	False	33,796
60	6,009.0	5,566.0	443.0	7.4%	45.5	0.8%	95%	True	False	22,541
80	6,009.0	5,566.0	443.0	7.4%	39.0	0.7%	95%	True	False	16,911
100	6,009.0	5,566.0	443.0	7.4%	32.0	0.5%	95%	True	False	13,536
120	6,009.0	5,380.5	628.5	10.5%	26.5	0.4%	97%	True	False	11,285

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	6.6
Widest range in 147 trading days

Fibonacci Retracements and Extensions
4.250	6,614.5
2.618	6,382.0
1.618	6,239.5
1.000	6,151.5
0.618	6,097.0
HIGH	6,009.0
0.618	5,954.5
0.500	5,938.0
0.382	5,921.0
LOW	5,866.5
0.618	5,778.5
1.000	5,724.0
1.618	5,636.0
2.618	5,493.5
4.250	5,261.0

Fisher Pivots for day following 02-Jan-2013
Pivot	1 day	3 day
R1	5,971.0	5,964.5
PP	5,954.5	5,941.5
S1	5,938.0	5,919.0

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

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