FTSE 100 Index Future June 2009

Trading Metrics calculated at close of trading on 18-May-2009

Day Change Summary
	Previous	Current
	15-May-2009	18-May-2009	Change	Change %	Previous Week
Open	4,366.0	4,294.0	-72.0	-1.6%	4,442.0
High	4,386.0	4,450.0	64.0	1.5%	4,444.5
Low	4,280.0	4,279.5	-0.5	0.0%	4,271.5
Close	4,320.0	4,412.5	92.5	2.1%	4,320.0
Range	106.0	170.5	64.5	60.8%	173.0
ATR	115.7	119.6	3.9	3.4%	0.0
Volume	118,541	104,424	-14,117	-11.9%	576,705

Daily Pivots for day following 18-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,892.0	4,823.0	4,506.5
R3	4,721.5	4,652.5	4,459.5
R2	4,551.0	4,551.0	4,444.0
R1	4,482.0	4,482.0	4,428.0	4,516.5
PP	4,380.5	4,380.5	4,380.5	4,398.0
S1	4,311.5	4,311.5	4,397.0	4,346.0
S2	4,210.0	4,210.0	4,381.0
S3	4,039.5	4,141.0	4,365.5
S4	3,869.0	3,970.5	4,318.5

Weekly Pivots for week ending 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,864.5	4,765.0	4,415.0
R3	4,691.5	4,592.0	4,367.5
R2	4,518.5	4,518.5	4,351.5
R1	4,419.0	4,419.0	4,336.0	4,382.0
PP	4,345.5	4,345.5	4,345.5	4,327.0
S1	4,246.0	4,246.0	4,304.0	4,209.0
S2	4,172.5	4,172.5	4,288.5
S3	3,999.5	4,073.0	4,272.5
S4	3,826.5	3,900.0	4,225.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,450.0	4,271.5	178.5	4.0%	116.0	2.6%	79%	True	False	108,576
10	4,496.0	4,271.5	224.5	5.1%	108.5	2.5%	63%	False	False	115,888
20	4,496.0	3,845.0	651.0	14.8%	109.5	2.5%	87%	False	False	109,136
40	4,496.0	3,698.0	798.0	18.1%	115.5	2.6%	90%	False	False	121,094
60	4,496.0	3,405.5	1,090.5	24.7%	113.5	2.6%	92%	False	False	86,782
80	4,496.0	3,405.5	1,090.5	24.7%	111.0	2.5%	92%	False	False	65,176

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	18.3
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	5,174.5
2.618	4,896.5
1.618	4,726.0
1.000	4,620.5
0.618	4,555.5
HIGH	4,450.0
0.618	4,385.0
0.500	4,365.0
0.382	4,344.5
LOW	4,279.5
0.618	4,174.0
1.000	4,109.0
1.618	4,003.5
2.618	3,833.0
4.250	3,555.0

Fisher Pivots for day following 18-May-2009
Pivot	1 day	3 day
R1	4,396.5	4,395.0
PP	4,380.5	4,378.0
S1	4,365.0	4,361.0

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

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