FTSE 100 Index Future March 2009

Trading Metrics calculated at close of trading on 16-Jan-2009

Day Change Summary
	Previous	Current
	15-Jan-2009	16-Jan-2009	Change	Change %	Previous Week
Open	4,132.0	4,167.0	35.0	0.8%	4,405.0
High	4,178.0	4,220.0	42.0	1.0%	4,443.0
Low	4,052.0	4,051.0	-1.0	0.0%	4,051.0
Close	4,070.5	4,129.5	59.0	1.4%	4,129.5
Range	126.0	169.0	43.0	34.1%	392.0
ATR	153.6	154.7	1.1	0.7%	0.0
Volume	177,041	167,928	-9,113	-5.1%	650,989

Daily Pivots for day following 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,640.5	4,554.0	4,222.5
R3	4,471.5	4,385.0	4,176.0
R2	4,302.5	4,302.5	4,160.5
R1	4,216.0	4,216.0	4,145.0	4,175.0
PP	4,133.5	4,133.5	4,133.5	4,113.0
S1	4,047.0	4,047.0	4,114.0	4,006.0
S2	3,964.5	3,964.5	4,098.5
S3	3,795.5	3,878.0	4,083.0
S4	3,626.5	3,709.0	4,036.5

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,384.0	5,148.5	4,345.0
R3	4,992.0	4,756.5	4,237.5
R2	4,600.0	4,600.0	4,201.5
R1	4,364.5	4,364.5	4,165.5	4,286.0
PP	4,208.0	4,208.0	4,208.0	4,168.5
S1	3,972.5	3,972.5	4,093.5	3,894.0
S2	3,816.0	3,816.0	4,057.5
S3	3,424.0	3,580.5	4,021.5
S4	3,032.0	3,188.5	3,914.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,443.0	4,051.0	392.0	9.5%	162.5	3.9%	20%	False	True	130,197
10	4,649.0	4,051.0	598.0	14.5%	145.5	3.5%	13%	False	True	117,063
20	4,649.0	4,051.0	598.0	14.5%	133.0	3.2%	13%	False	True	105,592
40	4,649.0	3,672.5	976.5	23.6%	151.5	3.7%	47%	False	False	61,662
60	4,649.0	3,672.5	976.5	23.6%	161.0	3.9%	47%	False	False	41,164
80	5,279.5	3,672.5	1,607.0	38.9%	180.5	4.4%	28%	False	False	31,063
100	5,690.0	3,672.5	2,017.5	48.9%	163.5	4.0%	23%	False	False	24,867

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	28.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,938.0
2.618	4,662.5
1.618	4,493.5
1.000	4,389.0
0.618	4,324.5
HIGH	4,220.0
0.618	4,155.5
0.500	4,135.5
0.382	4,115.5
LOW	4,051.0
0.618	3,946.5
1.000	3,882.0
1.618	3,777.5
2.618	3,608.5
4.250	3,333.0

Fisher Pivots for day following 16-Jan-2009
Pivot	1 day	3 day
R1	4,135.5	4,220.0
PP	4,133.5	4,189.5
S1	4,131.5	4,159.5

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

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