FTSE 100 Index Future March 2013

Trading Metrics calculated at close of trading on 04-Feb-2013

Day Change Summary
	Previous	Current
	01-Feb-2013	04-Feb-2013	Change	Change %	Previous Week
Open	6,247.5	6,313.0	65.5	1.0%	6,251.0
High	6,323.5	6,318.5	-5.0	-0.1%	6,323.5
Low	6,243.5	6,194.5	-49.0	-0.8%	6,236.0
Close	6,304.5	6,199.5	-105.0	-1.7%	6,304.5
Range	80.0	124.0	44.0	55.0%	87.5
ATR	53.1	58.1	5.1	9.5%	0.0
Volume	133,373	106,181	-27,192	-20.4%	606,940

Daily Pivots for day following 04-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,609.5	6,528.5	6,267.5
R3	6,485.5	6,404.5	6,233.5
R2	6,361.5	6,361.5	6,222.0
R1	6,280.5	6,280.5	6,211.0	6,259.0
PP	6,237.5	6,237.5	6,237.5	6,227.0
S1	6,156.5	6,156.5	6,188.0	6,135.0
S2	6,113.5	6,113.5	6,177.0
S3	5,989.5	6,032.5	6,165.5
S4	5,865.5	5,908.5	6,131.5

Weekly Pivots for week ending 01-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,550.5	6,515.0	6,352.5
R3	6,463.0	6,427.5	6,328.5
R2	6,375.5	6,375.5	6,320.5
R1	6,340.0	6,340.0	6,312.5	6,358.0
PP	6,288.0	6,288.0	6,288.0	6,297.0
S1	6,252.5	6,252.5	6,296.5	6,270.0
S2	6,200.5	6,200.5	6,288.5
S3	6,113.0	6,165.0	6,280.5
S4	6,025.5	6,077.5	6,256.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,323.5	6,194.5	129.0	2.1%	70.0	1.1%	4%	False	True	122,450
10	6,323.5	6,107.0	216.5	3.5%	61.5	1.0%	43%	False	False	106,256
20	6,323.5	6,007.0	316.5	5.1%	52.0	0.8%	61%	False	False	97,759
40	6,323.5	5,828.5	495.0	8.0%	51.0	0.8%	75%	False	False	88,720
60	6,323.5	5,566.0	757.5	12.2%	49.5	0.8%	84%	False	False	59,374
80	6,323.5	5,566.0	757.5	12.2%	48.0	0.8%	84%	False	False	44,541
100	6,323.5	5,566.0	757.5	12.2%	43.0	0.7%	84%	False	False	35,637
120	6,323.5	5,566.0	757.5	12.2%	36.5	0.6%	84%	False	False	29,703

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	11.2
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	6,845.5
2.618	6,643.0
1.618	6,519.0
1.000	6,442.5
0.618	6,395.0
HIGH	6,318.5
0.618	6,271.0
0.500	6,256.5
0.382	6,242.0
LOW	6,194.5
0.618	6,118.0
1.000	6,070.5
1.618	5,994.0
2.618	5,870.0
4.250	5,667.5

Fisher Pivots for day following 04-Feb-2013
Pivot	1 day	3 day
R1	6,256.5	6,259.0
PP	6,237.5	6,239.0
S1	6,218.5	6,219.5

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

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