FTSE 100 Index Future March 2009

Trading Metrics calculated at close of trading on 25-Feb-2009

Day Change Summary
	Previous	Current
	24-Feb-2009	25-Feb-2009	Change	Change %	Previous Week
Open	3,815.0	3,844.0	29.0	0.8%	4,069.0
High	3,865.0	3,905.0	40.0	1.0%	4,084.0
Low	3,751.5	3,787.0	35.5	0.9%	3,820.5
Close	3,797.5	3,837.0	39.5	1.0%	3,881.5
Range	113.5	118.0	4.5	4.0%	263.5
ATR	141.7	140.0	-1.7	-1.2%	0.0
Volume	114,129	153,918	39,789	34.9%	439,847

Daily Pivots for day following 25-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,197.0	4,135.0	3,902.0
R3	4,079.0	4,017.0	3,869.5
R2	3,961.0	3,961.0	3,858.5
R1	3,899.0	3,899.0	3,848.0	3,871.0
PP	3,843.0	3,843.0	3,843.0	3,829.0
S1	3,781.0	3,781.0	3,826.0	3,753.0
S2	3,725.0	3,725.0	3,815.5
S3	3,607.0	3,663.0	3,804.5
S4	3,489.0	3,545.0	3,772.0

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,719.0	4,564.0	4,026.5
R3	4,455.5	4,300.5	3,954.0
R2	4,192.0	4,192.0	3,930.0
R1	4,037.0	4,037.0	3,905.5	3,983.0
PP	3,928.5	3,928.5	3,928.5	3,901.5
S1	3,773.5	3,773.5	3,857.5	3,719.0
S2	3,665.0	3,665.0	3,833.0
S3	3,401.5	3,510.0	3,809.0
S4	3,138.0	3,246.5	3,736.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,029.5	3,751.5	278.0	7.2%	127.0	3.3%	31%	False	False	130,670
10	4,268.5	3,751.5	517.0	13.5%	123.0	3.2%	17%	False	False	125,939
20	4,313.0	3,751.5	561.5	14.6%	124.5	3.3%	15%	False	False	122,321
40	4,649.0	3,751.5	897.5	23.4%	132.5	3.5%	10%	False	False	113,850
60	4,649.0	3,751.5	897.5	23.4%	135.5	3.5%	10%	False	False	95,455
80	4,649.0	3,672.5	976.5	25.4%	145.5	3.8%	17%	False	False	71,642
100	5,067.5	3,672.5	1,395.0	36.4%	166.5	4.3%	12%	False	False	57,366
120	5,552.0	3,672.5	1,879.5	49.0%	161.0	4.2%	9%	False	False	47,912

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	30.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,406.5
2.618	4,214.0
1.618	4,096.0
1.000	4,023.0
0.618	3,978.0
HIGH	3,905.0
0.618	3,860.0
0.500	3,846.0
0.382	3,832.0
LOW	3,787.0
0.618	3,714.0
1.000	3,669.0
1.618	3,596.0
2.618	3,478.0
4.250	3,285.5

Fisher Pivots for day following 25-Feb-2009
Pivot	1 day	3 day
R1	3,846.0	3,848.0
PP	3,843.0	3,844.5
S1	3,840.0	3,841.0

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

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