FTSE 100 Index Future June 2009

Trading Metrics calculated at close of trading on 12-May-2009

Day Change Summary
	Previous	Current
	11-May-2009	12-May-2009	Change	Change %	Previous Week
Open	4,442.0	4,380.0	-62.0	-1.4%	4,318.5
High	4,444.5	4,433.0	-11.5	-0.3%	4,496.0
Low	4,372.5	4,366.5	-6.0	-0.1%	4,276.0
Close	4,401.0	4,396.5	-4.5	-0.1%	4,437.0
Range	72.0	66.5	-5.5	-7.6%	220.0
ATR	120.1	116.2	-3.8	-3.2%	0.0
Volume	138,245	89,056	-49,189	-35.6%	477,754

Daily Pivots for day following 12-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,598.0	4,564.0	4,433.0
R3	4,531.5	4,497.5	4,415.0
R2	4,465.0	4,465.0	4,408.5
R1	4,431.0	4,431.0	4,402.5	4,448.0
PP	4,398.5	4,398.5	4,398.5	4,407.0
S1	4,364.5	4,364.5	4,390.5	4,381.5
S2	4,332.0	4,332.0	4,384.5
S3	4,265.5	4,298.0	4,378.0
S4	4,199.0	4,231.5	4,360.0

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,063.0	4,970.0	4,558.0
R3	4,843.0	4,750.0	4,497.5
R2	4,623.0	4,623.0	4,477.5
R1	4,530.0	4,530.0	4,457.0	4,576.5
PP	4,403.0	4,403.0	4,403.0	4,426.0
S1	4,310.0	4,310.0	4,417.0	4,356.5
S2	4,183.0	4,183.0	4,396.5
S3	3,963.0	4,090.0	4,376.5
S4	3,743.0	3,870.0	4,316.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,496.0	4,286.0	210.0	4.8%	102.0	2.3%	53%	False	False	141,011
10	4,496.0	4,012.0	484.0	11.0%	93.0	2.1%	79%	False	False	104,385
20	4,496.0	3,845.0	651.0	14.8%	104.5	2.4%	85%	False	False	107,943
40	4,496.0	3,562.5	933.5	21.2%	116.0	2.6%	89%	False	False	118,707
60	4,496.0	3,405.5	1,090.5	24.8%	111.5	2.5%	91%	False	False	79,270
80	4,496.0	3,405.5	1,090.5	24.8%	110.5	2.5%	91%	False	False	59,517

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.4
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,715.5
2.618	4,607.0
1.618	4,540.5
1.000	4,499.5
0.618	4,474.0
HIGH	4,433.0
0.618	4,407.5
0.500	4,400.0
0.382	4,392.0
LOW	4,366.5
0.618	4,325.5
1.000	4,300.0
1.618	4,259.0
2.618	4,192.5
4.250	4,084.0

Fisher Pivots for day following 12-May-2009
Pivot	1 day	3 day
R1	4,400.0	4,424.5
PP	4,398.5	4,415.0
S1	4,397.5	4,406.0

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

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