FTSE 100 Index Future March 2013

Trading Metrics calculated at close of trading on 16-Jan-2013

Day Change Summary
	Previous	Current
	15-Jan-2013	16-Jan-2013	Change	Change %	Previous Week
Open	6,063.5	6,081.5	18.0	0.3%	6,050.0
High	6,087.0	6,085.0	-2.0	0.0%	6,081.0
Low	6,042.0	6,035.0	-7.0	-0.1%	6,007.0
Close	6,067.0	6,065.0	-2.0	0.0%	6,071.0
Range	45.0	50.0	5.0	11.1%	74.0
ATR	51.3	51.2	-0.1	-0.2%	0.0
Volume	101,973	104,100	2,127	2.1%	420,274

Daily Pivots for day following 16-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,211.5	6,188.5	6,092.5
R3	6,161.5	6,138.5	6,079.0
R2	6,111.5	6,111.5	6,074.0
R1	6,088.5	6,088.5	6,069.5	6,075.0
PP	6,061.5	6,061.5	6,061.5	6,055.0
S1	6,038.5	6,038.5	6,060.5	6,025.0
S2	6,011.5	6,011.5	6,056.0
S3	5,961.5	5,988.5	6,051.0
S4	5,911.5	5,938.5	6,037.5

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	6,035.0	64.0	1.1%	40.0	0.7%	47%	False	True	97,256
10	6,099.0	5,973.5	125.5	2.1%	44.0	0.7%	73%	False	False	90,899
20	6,099.0	5,828.5	270.5	4.5%	52.5	0.9%	87%	False	False	93,538
40	6,099.0	5,600.0	499.0	8.2%	46.0	0.8%	93%	False	False	56,487
60	6,099.0	5,566.0	533.0	8.8%	48.5	0.8%	94%	False	False	37,688
80	6,099.0	5,566.0	533.0	8.8%	44.0	0.7%	94%	False	False	28,270
100	6,099.0	5,566.0	533.0	8.8%	36.5	0.6%	94%	False	False	22,621
120	6,099.0	5,509.5	589.5	9.7%	30.5	0.5%	94%	False	False	18,857

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	10.7
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	6,297.5
2.618	6,216.0
1.618	6,166.0
1.000	6,135.0
0.618	6,116.0
HIGH	6,085.0
0.618	6,066.0
0.500	6,060.0
0.382	6,054.0
LOW	6,035.0
0.618	6,004.0
1.000	5,985.0
1.618	5,954.0
2.618	5,904.0
4.250	5,822.5

Fisher Pivots for day following 16-Jan-2013
Pivot	1 day	3 day
R1	6,063.5	6,067.0
PP	6,061.5	6,066.5
S1	6,060.0	6,065.5

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

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