FTSE 100 Index Future March 2013

Trading Metrics calculated at close of trading on 15-Feb-2013

Day Change Summary
	Previous	Current
	14-Feb-2013	15-Feb-2013	Change	Change %	Previous Week
Open	6,325.0	6,310.0	-15.0	-0.2%	6,224.0
High	6,343.5	6,328.5	-15.0	-0.2%	6,362.5
Low	6,277.0	6,280.0	3.0	0.0%	6,210.5
Close	6,308.0	6,308.5	0.5	0.0%	6,308.5
Range	66.5	48.5	-18.0	-27.1%	152.0
ATR	62.1	61.1	-1.0	-1.6%	0.0
Volume	99,365	53,009	-46,356	-46.7%	484,735

Daily Pivots for day following 15-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,451.0	6,428.5	6,335.0
R3	6,402.5	6,380.0	6,322.0
R2	6,354.0	6,354.0	6,317.5
R1	6,331.5	6,331.5	6,313.0	6,318.5
PP	6,305.5	6,305.5	6,305.5	6,299.0
S1	6,283.0	6,283.0	6,304.0	6,270.0
S2	6,257.0	6,257.0	6,299.5
S3	6,208.5	6,234.5	6,295.0
S4	6,160.0	6,186.0	6,282.0

Weekly Pivots for week ending 15-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,750.0	6,681.0	6,392.0
R3	6,598.0	6,529.0	6,350.5
R2	6,446.0	6,446.0	6,336.5
R1	6,377.0	6,377.0	6,322.5	6,411.5
PP	6,294.0	6,294.0	6,294.0	6,311.0
S1	6,225.0	6,225.0	6,294.5	6,259.5
S2	6,142.0	6,142.0	6,280.5
S3	5,990.0	6,073.0	6,266.5
S4	5,838.0	5,921.0	6,225.0

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	6,210.5	152.0	2.4%	64.5	1.0%	64%	False	False	96,947
10	6,362.5	6,174.0	188.5	3.0%	69.5	1.1%	71%	False	False	100,235
20	6,362.5	6,107.0	255.5	4.1%	61.0	1.0%	79%	False	False	102,106
40	6,362.5	5,828.5	534.0	8.5%	57.5	0.9%	90%	False	False	91,249
60	6,362.5	5,696.0	666.5	10.6%	50.5	0.8%	92%	False	False	74,290
80	6,362.5	5,566.0	796.5	12.6%	51.0	0.8%	93%	False	False	55,741
100	6,362.5	5,566.0	796.5	12.6%	47.5	0.8%	93%	False	False	44,596
120	6,362.5	5,566.0	796.5	12.6%	41.5	0.7%	93%	False	False	37,168

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.1
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,534.5
2.618	6,455.5
1.618	6,407.0
1.000	6,377.0
0.618	6,358.5
HIGH	6,328.5
0.618	6,310.0
0.500	6,304.0
0.382	6,298.5
LOW	6,280.0
0.618	6,250.0
1.000	6,231.5
1.618	6,201.5
2.618	6,153.0
4.250	6,074.0

Fisher Pivots for day following 15-Feb-2013
Pivot	1 day	3 day
R1	6,307.0	6,320.0
PP	6,305.5	6,316.0
S1	6,304.0	6,312.0

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

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