FTSE 100 Index Future March 2009

Trading Metrics calculated at close of trading on 21-Jan-2009

Day Change Summary
	Previous	Current
	20-Jan-2009	21-Jan-2009	Change	Change %	Previous Week
Open	4,066.0	4,015.5	-50.5	-1.2%	4,405.0
High	4,152.0	4,081.0	-71.0	-1.7%	4,443.0
Low	3,960.5	3,965.5	5.0	0.1%	4,051.0
Close	4,032.0	4,018.0	-14.0	-0.3%	4,129.5
Range	191.5	115.5	-76.0	-39.7%	392.0
ATR	157.4	154.4	-3.0	-1.9%	0.0
Volume	83,107	151,991	68,884	82.9%	650,989

Daily Pivots for day following 21-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,368.0	4,308.5	4,081.5
R3	4,252.5	4,193.0	4,050.0
R2	4,137.0	4,137.0	4,039.0
R1	4,077.5	4,077.5	4,028.5	4,107.0
PP	4,021.5	4,021.5	4,021.5	4,036.5
S1	3,962.0	3,962.0	4,007.5	3,992.0
S2	3,906.0	3,906.0	3,997.0
S3	3,790.5	3,846.5	3,986.0
S4	3,675.0	3,731.0	3,954.5

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	4,388.5	3,960.5	428.0	10.7%	182.5	4.5%	13%	False	False	139,346
10	4,600.0	3,960.5	639.5	15.9%	154.0	3.8%	9%	False	False	125,685
20	4,649.0	3,960.5	688.5	17.1%	133.5	3.3%	8%	False	False	93,620
40	4,649.0	3,699.5	949.5	23.6%	148.0	3.7%	34%	False	False	67,526
60	4,649.0	3,672.5	976.5	24.3%	160.5	4.0%	35%	False	False	45,081
80	5,181.0	3,672.5	1,508.5	37.5%	181.5	4.5%	23%	False	False	33,945
100	5,690.0	3,672.5	2,017.5	50.2%	165.0	4.1%	17%	False	False	27,216

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	37.2
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,572.0
2.618	4,383.5
1.618	4,268.0
1.000	4,196.5
0.618	4,152.5
HIGH	4,081.0
0.618	4,037.0
0.500	4,023.0
0.382	4,009.5
LOW	3,965.5
0.618	3,894.0
1.000	3,850.0
1.618	3,778.5
2.618	3,663.0
4.250	3,474.5

Fisher Pivots for day following 21-Jan-2009
Pivot	1 day	3 day
R1	4,023.0	4,090.0
PP	4,021.5	4,066.0
S1	4,020.0	4,042.0

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

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