FTSE 100 Index Future March 2009

Trading Metrics calculated at close of trading on 19-Feb-2009

Day Change Summary
	Previous	Current
	18-Feb-2009	19-Feb-2009	Change	Change %	Previous Week
Open	4,037.0	4,020.0	-17.0	-0.4%	4,250.0
High	4,043.0	4,029.5	-13.5	-0.3%	4,310.0
Low	3,917.0	3,947.5	30.5	0.8%	4,100.0
Close	3,989.5	4,004.0	14.5	0.4%	4,150.5
Range	126.0	82.0	-44.0	-34.9%	210.0
ATR	141.2	137.0	-4.2	-3.0%	0.0
Volume	152,541	132,025	-20,516	-13.4%	606,102

Daily Pivots for day following 19-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,239.5	4,204.0	4,049.0
R3	4,157.5	4,122.0	4,026.5
R2	4,075.5	4,075.5	4,019.0
R1	4,040.0	4,040.0	4,011.5	4,017.0
PP	3,993.5	3,993.5	3,993.5	3,982.0
S1	3,958.0	3,958.0	3,996.5	3,935.0
S2	3,911.5	3,911.5	3,989.0
S3	3,829.5	3,876.0	3,981.5
S4	3,747.5	3,794.0	3,959.0

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,817.0	4,693.5	4,266.0
R3	4,607.0	4,483.5	4,208.0
R2	4,397.0	4,397.0	4,189.0
R1	4,273.5	4,273.5	4,170.0	4,230.0
PP	4,187.0	4,187.0	4,187.0	4,165.0
S1	4,063.5	4,063.5	4,131.0	4,020.0
S2	3,977.0	3,977.0	4,112.0
S3	3,767.0	3,853.5	4,093.0
S4	3,557.0	3,643.5	4,035.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,268.5	3,917.0	351.5	8.8%	120.5	3.0%	25%	False	False	118,953
10	4,313.0	3,917.0	396.0	9.9%	121.0	3.0%	22%	False	False	118,902
20	4,313.0	3,916.5	396.5	9.9%	126.0	3.2%	22%	False	False	125,329
40	4,649.0	3,916.5	732.5	18.3%	130.0	3.2%	12%	False	False	109,475
60	4,649.0	3,699.5	949.5	23.7%	140.5	3.5%	32%	False	False	86,794
80	4,649.0	3,672.5	976.5	24.4%	152.0	3.8%	34%	False	False	65,143
100	5,181.0	3,672.5	1,508.5	37.7%	170.5	4.3%	22%	False	False	52,222
120	5,690.0	3,672.5	2,017.5	50.4%	158.5	4.0%	16%	False	False	43,568

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30.0
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,378.0
2.618	4,244.0
1.618	4,162.0
1.000	4,111.5
0.618	4,080.0
HIGH	4,029.5
0.618	3,998.0
0.500	3,988.5
0.382	3,979.0
LOW	3,947.5
0.618	3,897.0
1.000	3,865.5
1.618	3,815.0
2.618	3,733.0
4.250	3,599.0

Fisher Pivots for day following 19-Feb-2009
Pivot	1 day	3 day
R1	3,999.0	4,003.0
PP	3,993.5	4,001.5
S1	3,988.5	4,000.5

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

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