FTSE 100 Index Future March 2009

Trading Metrics calculated at close of trading on 07-Jan-2009

Day Change Summary
	Previous	Current
	06-Jan-2009	07-Jan-2009	Change	Change %	Previous Week
Open	4,574.5	4,600.0	25.5	0.6%	4,206.0
High	4,649.0	4,600.0	-49.0	-1.1%	4,599.0
Low	4,528.5	4,431.0	-97.5	-2.2%	4,206.0
Close	4,603.5	4,470.5	-133.0	-2.9%	4,515.0
Range	120.5	169.0	48.5	40.2%	393.0
ATR	150.9	152.4	1.5	1.0%	0.0
Volume	96,971	134,406	37,435	38.6%	120,364

Daily Pivots for day following 07-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,007.5	4,908.0	4,563.5
R3	4,838.5	4,739.0	4,517.0
R2	4,669.5	4,669.5	4,501.5
R1	4,570.0	4,570.0	4,486.0	4,535.0
PP	4,500.5	4,500.5	4,500.5	4,483.0
S1	4,401.0	4,401.0	4,455.0	4,366.0
S2	4,331.5	4,331.5	4,439.5
S3	4,162.5	4,232.0	4,424.0
S4	3,993.5	4,063.0	4,377.5

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	4,649.0	4,382.0	267.0	6.0%	129.0	2.9%	33%	False	False	69,755
10	4,649.0	4,160.5	488.5	10.9%	116.5	2.6%	63%	False	False	63,497
20	4,649.0	4,160.5	488.5	10.9%	127.0	2.8%	63%	False	False	78,081
40	4,649.0	3,672.5	976.5	21.8%	153.5	3.4%	82%	False	False	39,504
60	4,649.0	3,672.5	976.5	21.8%	177.0	4.0%	82%	False	False	26,427
80	5,442.5	3,672.5	1,770.0	39.6%	178.5	4.0%	45%	False	False	19,987

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.1
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,318.0
2.618	5,042.5
1.618	4,873.5
1.000	4,769.0
0.618	4,704.5
HIGH	4,600.0
0.618	4,535.5
0.500	4,515.5
0.382	4,495.5
LOW	4,431.0
0.618	4,326.5
1.000	4,262.0
1.618	4,157.5
2.618	3,988.5
4.250	3,713.0

Fisher Pivots for day following 07-Jan-2009
Pivot	1 day	3 day
R1	4,515.5	4,540.0
PP	4,500.5	4,517.0
S1	4,485.5	4,493.5

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

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