FTSE 100 Index Future June 2009

Trading Metrics calculated at close of trading on 02-Mar-2009

Day Change Summary
	Previous	Current
	27-Feb-2009	02-Mar-2009	Change	Change %	Previous Week
Open	3,798.5	3,691.5	-107.0	-2.8%	3,896.0
High	3,798.5	3,691.5	-107.0	-2.8%	3,903.0
Low	3,700.0	3,529.5	-170.5	-4.6%	3,700.0
Close	3,764.0	3,569.5	-194.5	-5.2%	3,764.0
Range	98.5	162.0	63.5	64.5%	203.0
ATR	106.2	115.4	9.2	8.6%	0.0
Volume	71	110	39	54.9%	1,097

Daily Pivots for day following 02-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,083.0	3,988.0	3,658.5
R3	3,921.0	3,826.0	3,614.0
R2	3,759.0	3,759.0	3,599.0
R1	3,664.0	3,664.0	3,584.5	3,630.5
PP	3,597.0	3,597.0	3,597.0	3,580.0
S1	3,502.0	3,502.0	3,554.5	3,468.5
S2	3,435.0	3,435.0	3,540.0
S3	3,273.0	3,340.0	3,525.0
S4	3,111.0	3,178.0	3,480.5

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,398.0	4,284.0	3,875.5
R3	4,195.0	4,081.0	3,820.0
R2	3,992.0	3,992.0	3,801.0
R1	3,878.0	3,878.0	3,782.5	3,833.5
PP	3,789.0	3,789.0	3,789.0	3,767.0
S1	3,675.0	3,675.0	3,745.5	3,630.5
S2	3,586.0	3,586.0	3,727.0
S3	3,383.0	3,472.0	3,708.0
S4	3,180.0	3,269.0	3,652.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,883.5	3,529.5	354.0	9.9%	94.5	2.7%	11%	False	True	210
10	4,038.0	3,529.5	508.5	14.2%	93.5	2.6%	8%	False	True	204
20	4,262.5	3,529.5	733.0	20.5%	97.5	2.7%	5%	False	True	311
40	4,596.5	3,529.5	1,067.0	29.9%	95.5	2.7%	4%	False	True	279

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	11.2
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	4,380.0
2.618	4,115.5
1.618	3,953.5
1.000	3,853.5
0.618	3,791.5
HIGH	3,691.5
0.618	3,629.5
0.500	3,610.5
0.382	3,591.5
LOW	3,529.5
0.618	3,429.5
1.000	3,367.5
1.618	3,267.5
2.618	3,105.5
4.250	2,841.0

Fisher Pivots for day following 02-Mar-2009
Pivot	1 day	3 day
R1	3,610.5	3,706.5
PP	3,597.0	3,661.0
S1	3,583.0	3,615.0

Download as Excel Spreadsheet

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

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