FTSE 100 Index Future March 2013

Trading Metrics calculated at close of trading on 15-Jan-2013

Day Change Summary
	Previous	Current
	14-Jan-2013	15-Jan-2013	Change	Change %	Previous Week
Open	6,075.0	6,063.5	-11.5	-0.2%	6,050.0
High	6,099.0	6,087.0	-12.0	-0.2%	6,081.0
Low	6,054.5	6,042.0	-12.5	-0.2%	6,007.0
Close	6,072.5	6,067.0	-5.5	-0.1%	6,071.0
Range	44.5	45.0	0.5	1.1%	74.0
ATR	51.8	51.3	-0.5	-0.9%	0.0
Volume	104,570	101,973	-2,597	-2.5%	420,274

Daily Pivots for day following 15-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,200.5	6,178.5	6,092.0
R3	6,155.5	6,133.5	6,079.5
R2	6,110.5	6,110.5	6,075.0
R1	6,088.5	6,088.5	6,071.0	6,099.5
PP	6,065.5	6,065.5	6,065.5	6,071.0
S1	6,043.5	6,043.5	6,063.0	6,054.5
S2	6,020.5	6,020.5	6,059.0
S3	5,975.5	5,998.5	6,054.5
S4	5,930.5	5,953.5	6,042.0

Weekly Pivots for week ending 11-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,275.0	6,247.0	6,111.5
R3	6,201.0	6,173.0	6,091.5
R2	6,127.0	6,127.0	6,084.5
R1	6,099.0	6,099.0	6,078.0	6,113.0
PP	6,053.0	6,053.0	6,053.0	6,060.0
S1	6,025.0	6,025.0	6,064.0	6,039.0
S2	5,979.0	5,979.0	6,057.5
S3	5,905.0	5,951.0	6,050.5
S4	5,831.0	5,877.0	6,030.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,099.0	6,020.5	78.5	1.3%	39.5	0.7%	59%	False	False	92,611
10	6,099.0	5,866.5	232.5	3.8%	53.5	0.9%	86%	False	False	89,466
20	6,099.0	5,828.5	270.5	4.5%	52.0	0.9%	88%	False	False	100,363
40	6,099.0	5,566.0	533.0	8.8%	46.0	0.8%	94%	False	False	53,897
60	6,099.0	5,566.0	533.0	8.8%	48.5	0.8%	94%	False	False	35,953
80	6,099.0	5,566.0	533.0	8.8%	43.5	0.7%	94%	False	False	26,969
100	6,099.0	5,566.0	533.0	8.8%	36.0	0.6%	94%	False	False	21,581
120	6,099.0	5,454.0	645.0	10.6%	30.0	0.5%	95%	False	False	17,989

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	10.4
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,278.0
2.618	6,205.0
1.618	6,160.0
1.000	6,132.0
0.618	6,115.0
HIGH	6,087.0
0.618	6,070.0
0.500	6,064.5
0.382	6,059.0
LOW	6,042.0
0.618	6,014.0
1.000	5,997.0
1.618	5,969.0
2.618	5,924.0
4.250	5,851.0

Fisher Pivots for day following 15-Jan-2013
Pivot	1 day	3 day
R1	6,066.0	6,070.5
PP	6,065.5	6,069.5
S1	6,064.5	6,068.0

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

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