FTSE 100 Index Future March 2013

Trading Metrics calculated at close of trading on 18-Jan-2013

Day Change Summary
	Previous	Current
	17-Jan-2013	18-Jan-2013	Change	Change %	Previous Week
Open	6,075.0	6,100.0	25.0	0.4%	6,075.0
High	6,103.5	6,133.5	30.0	0.5%	6,133.5
Low	6,040.0	6,086.5	46.5	0.8%	6,035.0
Close	6,088.5	6,122.5	34.0	0.6%	6,122.5
Range	63.5	47.0	-16.5	-26.0%	98.5
ATR	52.1	51.7	-0.4	-0.7%	0.0
Volume	108,646	47,321	-61,325	-56.4%	466,610

Daily Pivots for day following 18-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,255.0	6,236.0	6,148.5
R3	6,208.0	6,189.0	6,135.5
R2	6,161.0	6,161.0	6,131.0
R1	6,142.0	6,142.0	6,127.0	6,151.5
PP	6,114.0	6,114.0	6,114.0	6,119.0
S1	6,095.0	6,095.0	6,118.0	6,104.5
S2	6,067.0	6,067.0	6,114.0
S3	6,020.0	6,048.0	6,109.5
S4	5,973.0	6,001.0	6,096.5

Weekly Pivots for week ending 18-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,392.5	6,356.0	6,176.5
R3	6,294.0	6,257.5	6,149.5
R2	6,195.5	6,195.5	6,140.5
R1	6,159.0	6,159.0	6,131.5	6,177.0
PP	6,097.0	6,097.0	6,097.0	6,106.0
S1	6,060.5	6,060.5	6,113.5	6,079.0
S2	5,998.5	5,998.5	6,104.5
S3	5,900.0	5,962.0	6,095.5
S4	5,801.5	5,863.5	6,068.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,133.5	6,035.0	98.5	1.6%	50.0	0.8%	89%	True	False	93,322
10	6,133.5	6,007.0	126.5	2.1%	44.0	0.7%	91%	True	False	88,688
20	6,133.5	5,828.5	305.0	5.0%	54.0	0.9%	96%	True	False	80,392
40	6,133.5	5,696.0	437.5	7.1%	45.5	0.7%	97%	True	False	60,382
60	6,133.5	5,566.0	567.5	9.3%	48.0	0.8%	98%	True	False	40,286
80	6,133.5	5,566.0	567.5	9.3%	44.5	0.7%	98%	True	False	30,218
100	6,133.5	5,566.0	567.5	9.3%	37.5	0.6%	98%	True	False	24,180
120	6,133.5	5,543.5	590.0	9.6%	31.5	0.5%	98%	True	False	20,156

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	12.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,333.0
2.618	6,256.5
1.618	6,209.5
1.000	6,180.5
0.618	6,162.5
HIGH	6,133.5
0.618	6,115.5
0.500	6,110.0
0.382	6,104.5
LOW	6,086.5
0.618	6,057.5
1.000	6,039.5
1.618	6,010.5
2.618	5,963.5
4.250	5,887.0

Fisher Pivots for day following 18-Jan-2013
Pivot	1 day	3 day
R1	6,118.5	6,110.0
PP	6,114.0	6,097.0
S1	6,110.0	6,084.0

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

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