FTSE 100 Index Future March 2009

Trading Metrics calculated at close of trading on 04-Feb-2009

Day Change Summary
	Previous	Current
	03-Feb-2009	04-Feb-2009	Change	Change %	Previous Week
Open	4,056.0	4,151.5	95.5	2.4%	4,000.0
High	4,184.5	4,239.5	55.0	1.3%	4,296.0
Low	4,002.0	4,126.0	124.0	3.1%	3,994.5
Close	4,128.0	4,195.0	67.0	1.6%	4,104.0
Range	182.5	113.5	-69.0	-37.8%	301.5
ATR	148.5	146.0	-2.5	-1.7%	0.0
Volume	104,748	124,641	19,893	19.0%	631,337

Daily Pivots for day following 04-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,527.5	4,474.5	4,257.5
R3	4,414.0	4,361.0	4,226.0
R2	4,300.5	4,300.5	4,216.0
R1	4,247.5	4,247.5	4,205.5	4,274.0
PP	4,187.0	4,187.0	4,187.0	4,200.0
S1	4,134.0	4,134.0	4,184.5	4,160.5
S2	4,073.5	4,073.5	4,174.0
S3	3,960.0	4,020.5	4,164.0
S4	3,846.5	3,907.0	4,132.5

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,036.0	4,871.5	4,270.0
R3	4,734.5	4,570.0	4,187.0
R2	4,433.0	4,433.0	4,159.5
R1	4,268.5	4,268.5	4,131.5	4,351.0
PP	4,131.5	4,131.5	4,131.5	4,172.5
S1	3,967.0	3,967.0	4,076.5	4,049.0
S2	3,830.0	3,830.0	4,048.5
S3	3,528.5	3,665.5	4,021.0
S4	3,227.0	3,364.0	3,938.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,239.5	3,994.5	245.0	5.8%	125.0	3.0%	82%	True	False	124,916
10	4,296.0	3,916.5	379.5	9.0%	131.0	3.1%	73%	False	False	131,756
20	4,600.0	3,916.5	683.5	16.3%	142.5	3.4%	41%	False	False	128,720
40	4,649.0	3,916.5	732.5	17.5%	135.0	3.2%	38%	False	False	100,111
60	4,649.0	3,672.5	976.5	23.3%	148.5	3.5%	54%	False	False	67,003
80	4,649.0	3,672.5	976.5	23.3%	169.5	4.0%	54%	False	False	50,321
100	5,442.5	3,672.5	1,770.0	42.2%	170.0	4.1%	30%	False	False	40,390

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	27.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,722.0
2.618	4,536.5
1.618	4,423.0
1.000	4,353.0
0.618	4,309.5
HIGH	4,239.5
0.618	4,196.0
0.500	4,183.0
0.382	4,169.5
LOW	4,126.0
0.618	4,056.0
1.000	4,012.5
1.618	3,942.5
2.618	3,829.0
4.250	3,643.5

Fisher Pivots for day following 04-Feb-2009
Pivot	1 day	3 day
R1	4,191.0	4,169.0
PP	4,187.0	4,143.0
S1	4,183.0	4,117.0

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

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