FTSE 100 Index Future March 2013

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

Day Change Summary
	Previous	Current
	20-Feb-2013	21-Feb-2013	Change	Change %	Previous Week
Open	6,353.5	6,347.0	-6.5	-0.1%	6,224.0
High	6,397.0	6,354.0	-43.0	-0.7%	6,362.5
Low	6,350.0	6,259.0	-91.0	-1.4%	6,210.5
Close	6,372.0	6,275.5	-96.5	-1.5%	6,308.5
Range	47.0	95.0	48.0	102.1%	152.0
ATR	60.0	63.8	3.8	6.3%	0.0
Volume	135,335	96,111	-39,224	-29.0%	484,735

Daily Pivots for day following 21-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,581.0	6,523.5	6,328.0
R3	6,486.0	6,428.5	6,301.5
R2	6,391.0	6,391.0	6,293.0
R1	6,333.5	6,333.5	6,284.0	6,315.0
PP	6,296.0	6,296.0	6,296.0	6,287.0
S1	6,238.5	6,238.5	6,267.0	6,220.0
S2	6,201.0	6,201.0	6,258.0
S3	6,106.0	6,143.5	6,249.5
S4	6,011.0	6,048.5	6,223.0

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	6,397.0	6,259.0	138.0	2.2%	61.5	1.0%	12%	False	True	96,057
10	6,397.0	6,203.5	193.5	3.1%	61.5	1.0%	37%	False	False	98,033
20	6,397.0	6,174.0	223.0	3.6%	63.5	1.0%	46%	False	False	106,065
40	6,397.0	5,828.5	568.5	9.1%	59.5	0.9%	79%	False	False	95,424
60	6,397.0	5,713.0	684.0	10.9%	53.0	0.8%	82%	False	False	81,410
80	6,397.0	5,566.0	831.0	13.2%	52.5	0.8%	85%	False	False	61,082
100	6,397.0	5,566.0	831.0	13.2%	48.5	0.8%	85%	False	False	48,868
120	6,397.0	5,566.0	831.0	13.2%	43.5	0.7%	85%	False	False	40,727

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	11.3
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	6,758.0
2.618	6,602.5
1.618	6,507.5
1.000	6,449.0
0.618	6,412.5
HIGH	6,354.0
0.618	6,317.5
0.500	6,306.5
0.382	6,295.5
LOW	6,259.0
0.618	6,200.5
1.000	6,164.0
1.618	6,105.5
2.618	6,010.5
4.250	5,855.0

Fisher Pivots for day following 21-Feb-2013
Pivot	1 day	3 day
R1	6,306.5	6,328.0
PP	6,296.0	6,310.5
S1	6,286.0	6,293.0

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

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