FTSE 100 Index Future March 2009

Trading Metrics calculated at close of trading on 09-Mar-2009

Day Change Summary
	Previous	Current
	06-Mar-2009	09-Mar-2009	Change	Change %	Previous Week
Open	3,513.0	3,520.5	7.5	0.2%	3,715.0
High	3,580.0	3,551.0	-29.0	-0.8%	3,731.0
Low	3,456.5	3,443.0	-13.5	-0.4%	3,456.0
Close	3,513.0	3,528.5	15.5	0.4%	3,513.0
Range	123.5	108.0	-15.5	-12.6%	275.0
ATR	152.9	149.7	-3.2	-2.1%	0.0
Volume	133,895	143,919	10,024	7.5%	831,951

Daily Pivots for day following 09-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,831.5	3,788.0	3,588.0
R3	3,723.5	3,680.0	3,558.0
R2	3,615.5	3,615.5	3,548.5
R1	3,572.0	3,572.0	3,538.5	3,594.0
PP	3,507.5	3,507.5	3,507.5	3,518.5
S1	3,464.0	3,464.0	3,518.5	3,486.0
S2	3,399.5	3,399.5	3,508.5
S3	3,291.5	3,356.0	3,499.0
S4	3,183.5	3,248.0	3,469.0

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,391.5	4,227.5	3,664.0
R3	4,116.5	3,952.5	3,588.5
R2	3,841.5	3,841.5	3,563.5
R1	3,677.5	3,677.5	3,538.0	3,622.0
PP	3,566.5	3,566.5	3,566.5	3,539.0
S1	3,402.5	3,402.5	3,488.0	3,347.0
S2	3,291.5	3,291.5	3,462.5
S3	3,016.5	3,127.5	3,437.5
S4	2,741.5	2,852.5	3,362.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,680.0	3,443.0	237.0	6.7%	146.5	4.2%	36%	False	True	163,113
10	3,950.0	3,443.0	507.0	14.4%	140.0	4.0%	17%	False	True	150,919
20	4,310.0	3,443.0	867.0	24.6%	133.0	3.8%	10%	False	True	134,890
40	4,508.0	3,443.0	1,065.0	30.2%	137.0	3.9%	8%	False	True	131,852
60	4,649.0	3,443.0	1,206.0	34.2%	133.5	3.8%	7%	False	True	115,839
80	4,649.0	3,443.0	1,206.0	34.2%	145.5	4.1%	7%	False	True	87,145
100	4,649.0	3,443.0	1,206.0	34.2%	158.5	4.5%	7%	False	True	69,755
120	5,442.5	3,443.0	1,999.5	56.7%	165.0	4.7%	4%	False	True	58,253

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	35.6
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	4,010.0
2.618	3,833.5
1.618	3,725.5
1.000	3,659.0
0.618	3,617.5
HIGH	3,551.0
0.618	3,509.5
0.500	3,497.0
0.382	3,484.5
LOW	3,443.0
0.618	3,376.5
1.000	3,335.0
1.618	3,268.5
2.618	3,160.5
4.250	2,984.0

Fisher Pivots for day following 09-Mar-2009
Pivot	1 day	3 day
R1	3,518.0	3,528.0
PP	3,507.5	3,528.0
S1	3,497.0	3,528.0

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

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