FTSE 100 Index Future March 2009

Trading Metrics calculated at close of trading on 03-Mar-2009

Day Change Summary
	Previous	Current
	02-Mar-2009	03-Mar-2009	Change	Change %	Previous Week
Open	3,715.0	3,630.0	-85.0	-2.3%	3,930.0
High	3,731.0	3,663.5	-67.5	-1.8%	3,950.0
Low	3,565.0	3,464.5	-100.5	-2.8%	3,740.0
Close	3,613.5	3,509.0	-104.5	-2.9%	3,807.5
Range	166.0	199.0	33.0	19.9%	210.0
ATR	148.0	151.7	3.6	2.5%	0.0
Volume	160,303	179,711	19,408	12.1%	675,989

Daily Pivots for day following 03-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,142.5	4,025.0	3,618.5
R3	3,943.5	3,826.0	3,563.5
R2	3,744.5	3,744.5	3,545.5
R1	3,627.0	3,627.0	3,527.0	3,586.0
PP	3,545.5	3,545.5	3,545.5	3,525.5
S1	3,428.0	3,428.0	3,491.0	3,387.0
S2	3,346.5	3,346.5	3,472.5
S3	3,147.5	3,229.0	3,454.5
S4	2,948.5	3,030.0	3,399.5

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,462.5	4,345.0	3,923.0
R3	4,252.5	4,135.0	3,865.0
R2	4,042.5	4,042.5	3,846.0
R1	3,925.0	3,925.0	3,827.0	3,879.0
PP	3,832.5	3,832.5	3,832.5	3,809.5
S1	3,715.0	3,715.0	3,788.0	3,669.0
S2	3,622.5	3,622.5	3,769.0
S3	3,412.5	3,505.0	3,750.0
S4	3,202.5	3,295.0	3,692.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,950.0	3,464.5	485.5	13.8%	150.0	4.3%	9%	False	True	151,842
10	4,043.0	3,464.5	578.5	16.5%	139.5	4.0%	8%	False	True	141,118
20	4,313.0	3,464.5	848.5	24.2%	135.0	3.8%	5%	False	True	127,251
40	4,649.0	3,464.5	1,184.5	33.8%	137.0	3.9%	4%	False	True	125,973
60	4,649.0	3,464.5	1,184.5	33.8%	137.0	3.9%	4%	False	True	105,508
80	4,649.0	3,464.5	1,184.5	33.8%	146.0	4.2%	4%	False	True	79,199
100	4,670.0	3,464.5	1,205.5	34.4%	165.5	4.7%	4%	False	True	63,416
120	5,442.5	3,464.5	1,978.0	56.4%	163.0	4.6%	2%	False	True	52,955

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	29.9
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	4,509.0
2.618	4,184.5
1.618	3,985.5
1.000	3,862.5
0.618	3,786.5
HIGH	3,663.5
0.618	3,587.5
0.500	3,564.0
0.382	3,540.5
LOW	3,464.5
0.618	3,341.5
1.000	3,265.5
1.618	3,142.5
2.618	2,943.5
4.250	2,619.0

Fisher Pivots for day following 03-Mar-2009
Pivot	1 day	3 day
R1	3,564.0	3,663.0
PP	3,545.5	3,611.5
S1	3,527.5	3,560.0

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

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