FTSE 100 Index Future March 2009

Trading Metrics calculated at close of trading on 05-Jan-2009

Day Change Summary
	Previous	Current
	02-Jan-2009	05-Jan-2009	Change	Change %	Previous Week
Open	4,400.0	4,590.0	190.0	4.3%	4,206.0
High	4,599.0	4,590.0	-9.0	-0.2%	4,599.0
Low	4,393.5	4,486.0	92.5	2.1%	4,206.0
Close	4,515.0	4,540.5	25.5	0.6%	4,515.0
Range	205.5	104.0	-101.5	-49.4%	393.0
ATR	157.0	153.2	-3.8	-2.4%	0.0
Volume	24,208	51,906	27,698	114.4%	120,364

Daily Pivots for day following 05-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,851.0	4,799.5	4,597.5
R3	4,747.0	4,695.5	4,569.0
R2	4,643.0	4,643.0	4,559.5
R1	4,591.5	4,591.5	4,550.0	4,565.0
PP	4,539.0	4,539.0	4,539.0	4,525.5
S1	4,487.5	4,487.5	4,531.0	4,461.0
S2	4,435.0	4,435.0	4,521.5
S3	4,331.0	4,383.5	4,512.0
S4	4,227.0	4,279.5	4,483.5

Weekly Pivots for week ending 02-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,619.0	5,460.0	4,731.0
R3	5,226.0	5,067.0	4,623.0
R2	4,833.0	4,833.0	4,587.0
R1	4,674.0	4,674.0	4,551.0	4,753.5
PP	4,440.0	4,440.0	4,440.0	4,480.0
S1	4,281.0	4,281.0	4,479.0	4,360.5
S2	4,047.0	4,047.0	4,443.0
S3	3,654.0	3,888.0	4,407.0
S4	3,261.0	3,495.0	4,299.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,599.0	4,206.0	393.0	8.7%	114.5	2.5%	85%	False	False	34,454
10	4,599.0	4,160.5	438.5	9.7%	115.0	2.5%	87%	False	False	70,125
20	4,599.0	3,988.0	611.0	13.5%	134.0	2.9%	90%	False	False	67,171
40	4,599.0	3,672.5	926.5	20.4%	154.0	3.4%	94%	False	False	33,723
60	4,644.5	3,672.5	972.0	21.4%	180.0	4.0%	89%	False	False	22,576
80	5,442.5	3,672.5	1,770.0	39.0%	177.0	3.9%	49%	False	False	17,095

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	22.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,032.0
2.618	4,862.5
1.618	4,758.5
1.000	4,694.0
0.618	4,654.5
HIGH	4,590.0
0.618	4,550.5
0.500	4,538.0
0.382	4,525.5
LOW	4,486.0
0.618	4,421.5
1.000	4,382.0
1.618	4,317.5
2.618	4,213.5
4.250	4,044.0

Fisher Pivots for day following 05-Jan-2009
Pivot	1 day	3 day
R1	4,539.5	4,524.0
PP	4,539.0	4,507.0
S1	4,538.0	4,490.5

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

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