FTSE 100 Index Future March 2009

Trading Metrics calculated at close of trading on 11-Feb-2009

Day Change Summary
	Previous	Current
	10-Feb-2009	11-Feb-2009	Change	Change %	Previous Week
Open	4,236.0	4,177.5	-58.5	-1.4%	4,057.5
High	4,283.5	4,221.5	-62.0	-1.4%	4,313.0
Low	4,115.5	4,150.0	34.5	0.8%	3,994.5
Close	4,215.5	4,209.5	-6.0	-0.1%	4,261.5
Range	168.0	71.5	-96.5	-57.4%	318.5
ATR	144.5	139.3	-5.2	-3.6%	0.0
Volume	77,263	143,306	66,043	85.5%	627,877

Daily Pivots for day following 11-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,408.0	4,380.5	4,249.0
R3	4,336.5	4,309.0	4,229.0
R2	4,265.0	4,265.0	4,222.5
R1	4,237.5	4,237.5	4,216.0	4,251.0
PP	4,193.5	4,193.5	4,193.5	4,200.5
S1	4,166.0	4,166.0	4,203.0	4,180.0
S2	4,122.0	4,122.0	4,196.5
S3	4,050.5	4,094.5	4,190.0
S4	3,979.0	4,023.0	4,170.0

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,145.0	5,022.0	4,436.5
R3	4,826.5	4,703.5	4,349.0
R2	4,508.0	4,508.0	4,320.0
R1	4,385.0	4,385.0	4,290.5	4,446.5
PP	4,189.5	4,189.5	4,189.5	4,220.5
S1	4,066.5	4,066.5	4,232.5	4,128.0
S2	3,871.0	3,871.0	4,203.0
S3	3,552.5	3,748.0	4,174.0
S4	3,234.0	3,429.5	4,086.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,313.0	4,103.0	210.0	5.0%	122.0	2.9%	51%	False	False	118,851
10	4,313.0	3,994.5	318.5	7.6%	123.5	2.9%	68%	False	False	121,884
20	4,388.5	3,916.5	472.0	11.2%	142.0	3.4%	62%	False	False	130,427
40	4,649.0	3,916.5	732.5	17.4%	133.0	3.2%	40%	False	False	114,207
60	4,649.0	3,672.5	976.5	23.2%	145.5	3.5%	55%	False	False	76,900
80	4,649.0	3,672.5	976.5	23.2%	157.5	3.7%	55%	False	False	57,715
100	5,442.5	3,672.5	1,770.0	42.0%	171.5	4.1%	30%	False	False	46,328

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	31.5
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	4,525.5
2.618	4,408.5
1.618	4,337.0
1.000	4,293.0
0.618	4,265.5
HIGH	4,221.5
0.618	4,194.0
0.500	4,186.0
0.382	4,177.5
LOW	4,150.0
0.618	4,106.0
1.000	4,078.5
1.618	4,034.5
2.618	3,963.0
4.250	3,846.0

Fisher Pivots for day following 11-Feb-2009
Pivot	1 day	3 day
R1	4,201.5	4,213.0
PP	4,193.5	4,211.5
S1	4,186.0	4,210.5

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

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