FTSE 100 Index Future March 2013

Trading Metrics calculated at close of trading on 21-Jan-2013

Day Change Summary
	Previous	Current
	18-Jan-2013	21-Jan-2013	Change	Change %	Previous Week
Open	6,100.0	6,132.0	32.0	0.5%	6,075.0
High	6,133.5	6,149.0	15.5	0.3%	6,133.5
Low	6,086.5	6,120.0	33.5	0.6%	6,035.0
Close	6,122.5	6,138.0	15.5	0.3%	6,122.5
Range	47.0	29.0	-18.0	-38.3%	98.5
ATR	51.7	50.1	-1.6	-3.1%	0.0
Volume	47,321	83,389	36,068	76.2%	466,610

Daily Pivots for day following 21-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,222.5	6,209.5	6,154.0
R3	6,193.5	6,180.5	6,146.0
R2	6,164.5	6,164.5	6,143.5
R1	6,151.5	6,151.5	6,140.5	6,158.0
PP	6,135.5	6,135.5	6,135.5	6,139.0
S1	6,122.5	6,122.5	6,135.5	6,129.0
S2	6,106.5	6,106.5	6,132.5
S3	6,077.5	6,093.5	6,130.0
S4	6,048.5	6,064.5	6,122.0

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	6,149.0	6,035.0	114.0	1.9%	47.0	0.8%	90%	True	False	89,085
10	6,149.0	6,007.0	142.0	2.3%	42.5	0.7%	92%	True	False	89,263
20	6,149.0	5,828.5	320.5	5.2%	54.0	0.9%	97%	True	False	80,675
40	6,149.0	5,713.0	436.0	7.1%	46.0	0.7%	97%	True	False	62,466
60	6,149.0	5,566.0	583.0	9.5%	48.0	0.8%	98%	True	False	41,676
80	6,149.0	5,566.0	583.0	9.5%	44.5	0.7%	98%	True	False	31,261
100	6,149.0	5,566.0	583.0	9.5%	37.5	0.6%	98%	True	False	25,013
120	6,149.0	5,551.0	598.0	9.7%	31.5	0.5%	98%	True	False	20,851

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	13.0
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,272.0
2.618	6,225.0
1.618	6,196.0
1.000	6,178.0
0.618	6,167.0
HIGH	6,149.0
0.618	6,138.0
0.500	6,134.5
0.382	6,131.0
LOW	6,120.0
0.618	6,102.0
1.000	6,091.0
1.618	6,073.0
2.618	6,044.0
4.250	5,997.0

Fisher Pivots for day following 21-Jan-2013
Pivot	1 day	3 day
R1	6,137.0	6,123.5
PP	6,135.5	6,109.0
S1	6,134.5	6,094.5

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

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