FTSE 100 Index Future March 2013

Trading Metrics calculated at close of trading on 14-Feb-2013

Day Change Summary
	Previous	Current
	13-Feb-2013	14-Feb-2013	Change	Change %	Previous Week
Open	6,290.0	6,325.0	35.0	0.6%	6,313.0
High	6,362.5	6,343.5	-19.0	-0.3%	6,318.5
Low	6,285.0	6,277.0	-8.0	-0.1%	6,174.0
Close	6,334.0	6,308.0	-26.0	-0.4%	6,218.5
Range	77.5	66.5	-11.0	-14.2%	144.5
ATR	61.7	62.1	0.3	0.6%	0.0
Volume	109,740	99,365	-10,375	-9.5%	517,619

Daily Pivots for day following 14-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,509.0	6,475.0	6,344.5
R3	6,442.5	6,408.5	6,326.5
R2	6,376.0	6,376.0	6,320.0
R1	6,342.0	6,342.0	6,314.0	6,326.0
PP	6,309.5	6,309.5	6,309.5	6,301.5
S1	6,275.5	6,275.5	6,302.0	6,259.0
S2	6,243.0	6,243.0	6,296.0
S3	6,176.5	6,209.0	6,289.5
S4	6,110.0	6,142.5	6,271.5

Weekly Pivots for week ending 08-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,670.5	6,589.0	6,298.0
R3	6,526.0	6,444.5	6,258.0
R2	6,381.5	6,381.5	6,245.0
R1	6,300.0	6,300.0	6,231.5	6,268.5
PP	6,237.0	6,237.0	6,237.0	6,221.0
S1	6,155.5	6,155.5	6,205.5	6,124.0
S2	6,092.5	6,092.5	6,192.0
S3	5,948.0	6,011.0	6,179.0
S4	5,803.5	5,866.5	6,139.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,362.5	6,203.5	159.0	2.5%	61.5	1.0%	66%	False	False	100,010
10	6,362.5	6,174.0	188.5	3.0%	73.0	1.2%	71%	False	False	108,271
20	6,362.5	6,086.5	276.0	4.4%	60.5	1.0%	80%	False	False	101,821
40	6,362.5	5,828.5	534.0	8.5%	57.0	0.9%	90%	False	False	94,788
60	6,362.5	5,660.0	702.5	11.1%	50.5	0.8%	92%	False	False	73,409
80	6,362.5	5,566.0	796.5	12.6%	52.0	0.8%	93%	False	False	55,079
100	6,362.5	5,566.0	796.5	12.6%	47.5	0.8%	93%	False	False	44,066
120	6,362.5	5,566.0	796.5	12.6%	41.0	0.6%	93%	False	False	36,726

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	11.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,626.0
2.618	6,517.5
1.618	6,451.0
1.000	6,410.0
0.618	6,384.5
HIGH	6,343.5
0.618	6,318.0
0.500	6,310.0
0.382	6,302.5
LOW	6,277.0
0.618	6,236.0
1.000	6,210.5
1.618	6,169.5
2.618	6,103.0
4.250	5,994.5

Fisher Pivots for day following 14-Feb-2013
Pivot	1 day	3 day
R1	6,310.0	6,302.0
PP	6,309.5	6,296.0
S1	6,309.0	6,290.0

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

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