FTSE 100 Index Future March 2013

Trading Metrics calculated at close of trading on 22-Feb-2013

Day Change Summary
	Previous	Current
	21-Feb-2013	22-Feb-2013	Change	Change %	Previous Week
Open	6,347.0	6,295.0	-52.0	-0.8%	6,301.0
High	6,354.0	6,349.5	-4.5	-0.1%	6,397.0
Low	6,259.0	6,291.5	32.5	0.5%	6,259.0
Close	6,275.5	6,320.5	45.0	0.7%	6,320.5
Range	95.0	58.0	-37.0	-38.9%	138.0
ATR	63.8	64.5	0.7	1.1%	0.0
Volume	96,111	143,384	47,273	49.2%	570,663

Daily Pivots for day following 22-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,494.5	6,465.5	6,352.5
R3	6,436.5	6,407.5	6,336.5
R2	6,378.5	6,378.5	6,331.0
R1	6,349.5	6,349.5	6,326.0	6,364.0
PP	6,320.5	6,320.5	6,320.5	6,328.0
S1	6,291.5	6,291.5	6,315.0	6,306.0
S2	6,262.5	6,262.5	6,310.0
S3	6,204.5	6,233.5	6,304.5
S4	6,146.5	6,175.5	6,288.5

Weekly Pivots for week ending 22-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,739.5	6,668.0	6,396.5
R3	6,601.5	6,530.0	6,358.5
R2	6,463.5	6,463.5	6,346.0
R1	6,392.0	6,392.0	6,333.0	6,428.0
PP	6,325.5	6,325.5	6,325.5	6,343.5
S1	6,254.0	6,254.0	6,308.0	6,290.0
S2	6,187.5	6,187.5	6,295.0
S3	6,049.5	6,116.0	6,282.5
S4	5,911.5	5,978.0	6,244.5

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%	63.5	1.0%	45%	False	False	114,132
10	6,397.0	6,210.5	186.5	3.0%	64.0	1.0%	59%	False	False	105,539
20	6,397.0	6,174.0	223.0	3.5%	64.0	1.0%	66%	False	False	108,997
40	6,397.0	5,828.5	568.5	9.0%	59.0	0.9%	87%	False	False	97,777
60	6,397.0	5,713.0	684.0	10.8%	53.5	0.8%	89%	False	False	83,799
80	6,397.0	5,566.0	831.0	13.1%	53.0	0.8%	91%	False	False	62,874
100	6,397.0	5,566.0	831.0	13.1%	49.0	0.8%	91%	False	False	50,302
120	6,397.0	5,566.0	831.0	13.1%	44.0	0.7%	91%	False	False	41,922

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,596.0
2.618	6,501.5
1.618	6,443.5
1.000	6,407.5
0.618	6,385.5
HIGH	6,349.5
0.618	6,327.5
0.500	6,320.5
0.382	6,313.5
LOW	6,291.5
0.618	6,255.5
1.000	6,233.5
1.618	6,197.5
2.618	6,139.5
4.250	6,045.0

Fisher Pivots for day following 22-Feb-2013
Pivot	1 day	3 day
R1	6,320.5	6,328.0
PP	6,320.5	6,325.5
S1	6,320.5	6,323.0

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

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