FTSE 100 Index Future March 2013

Trading Metrics calculated at close of trading on 01-Mar-2013

Day Change Summary
	Previous	Current
	28-Feb-2013	01-Mar-2013	Change	Change %	Previous Week
Open	6,350.0	6,329.5	-20.5	-0.3%	6,322.0
High	6,368.0	6,377.0	9.0	0.1%	6,377.0
Low	6,315.0	6,291.0	-24.0	-0.4%	6,219.5
Close	6,358.5	6,364.0	5.5	0.1%	6,364.0
Range	53.0	86.0	33.0	62.3%	157.5
ATR	74.9	75.7	0.8	1.1%	0.0
Volume	112,865	86,935	-25,930	-23.0%	523,095

Daily Pivots for day following 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,602.0	6,569.0	6,411.5
R3	6,516.0	6,483.0	6,387.5
R2	6,430.0	6,430.0	6,380.0
R1	6,397.0	6,397.0	6,372.0	6,413.5
PP	6,344.0	6,344.0	6,344.0	6,352.0
S1	6,311.0	6,311.0	6,356.0	6,327.5
S2	6,258.0	6,258.0	6,348.0
S3	6,172.0	6,225.0	6,340.5
S4	6,086.0	6,139.0	6,316.5

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,792.5	6,736.0	6,450.5
R3	6,635.0	6,578.5	6,407.5
R2	6,477.5	6,477.5	6,393.0
R1	6,421.0	6,421.0	6,378.5	6,449.0
PP	6,320.0	6,320.0	6,320.0	6,334.5
S1	6,263.5	6,263.5	6,349.5	6,292.0
S2	6,162.5	6,162.5	6,335.0
S3	6,005.0	6,106.0	6,320.5
S4	5,847.5	5,948.5	6,277.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,377.0	6,219.5	157.5	2.5%	90.0	1.4%	92%	True	False	104,619
10	6,397.0	6,219.5	177.5	2.8%	77.0	1.2%	81%	False	False	109,375
20	6,397.0	6,174.0	223.0	3.5%	73.0	1.2%	85%	False	False	104,805
40	6,397.0	6,007.0	390.0	6.1%	60.5	1.0%	92%	False	False	100,569
60	6,397.0	5,828.5	568.5	8.9%	57.0	0.9%	94%	False	False	92,393
80	6,397.0	5,566.0	831.0	13.1%	55.5	0.9%	96%	False	False	69,404
100	6,397.0	5,566.0	831.0	13.1%	52.0	0.8%	96%	False	False	55,532
120	6,397.0	5,566.0	831.0	13.1%	47.0	0.7%	96%	False	False	46,281

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,742.5
2.618	6,602.0
1.618	6,516.0
1.000	6,463.0
0.618	6,430.0
HIGH	6,377.0
0.618	6,344.0
0.500	6,334.0
0.382	6,324.0
LOW	6,291.0
0.618	6,238.0
1.000	6,205.0
1.618	6,152.0
2.618	6,066.0
4.250	5,925.5

Fisher Pivots for day following 01-Mar-2013
Pivot	1 day	3 day
R1	6,354.0	6,347.0
PP	6,344.0	6,330.5
S1	6,334.0	6,313.5

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

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