FTSE 100 Index Future March 2009

Trading Metrics calculated at close of trading on 12-Mar-2009

Day Change Summary
	Previous	Current
	11-Mar-2009	12-Mar-2009	Change	Change %	Previous Week
Open	3,701.0	3,669.0	-32.0	-0.9%	3,715.0
High	3,763.5	3,776.5	13.0	0.3%	3,731.0
Low	3,648.0	3,608.0	-40.0	-1.1%	3,456.0
Close	3,694.5	3,700.5	6.0	0.2%	3,513.0
Range	115.5	168.5	53.0	45.9%	275.0
ATR	152.7	153.8	1.1	0.7%	0.0
Volume	161,637	145,625	-16,012	-9.9%	831,951

Daily Pivots for day following 12-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,200.5	4,119.0	3,793.0
R3	4,032.0	3,950.5	3,747.0
R2	3,863.5	3,863.5	3,731.5
R1	3,782.0	3,782.0	3,716.0	3,823.0
PP	3,695.0	3,695.0	3,695.0	3,715.5
S1	3,613.5	3,613.5	3,685.0	3,654.0
S2	3,526.5	3,526.5	3,669.5
S3	3,358.0	3,445.0	3,654.0
S4	3,189.5	3,276.5	3,608.0

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	3,776.5	3,443.0	333.5	9.0%	149.5	4.0%	77%	True	False	149,657
10	3,861.0	3,443.0	418.0	11.3%	153.5	4.1%	62%	False	False	158,785
20	4,268.5	3,443.0	825.5	22.3%	142.0	3.8%	31%	False	False	141,385
40	4,388.5	3,443.0	945.5	25.6%	142.0	3.8%	27%	False	False	135,906
60	4,649.0	3,443.0	1,206.0	32.6%	136.0	3.7%	21%	False	False	123,267
80	4,649.0	3,443.0	1,206.0	32.6%	144.5	3.9%	21%	False	False	93,022
100	4,649.0	3,443.0	1,206.0	32.6%	154.5	4.2%	21%	False	False	74,449
120	5,442.5	3,443.0	1,999.5	54.0%	166.5	4.5%	13%	False	False	62,171

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	31.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,492.5
2.618	4,217.5
1.618	4,049.0
1.000	3,945.0
0.618	3,880.5
HIGH	3,776.5
0.618	3,712.0
0.500	3,692.0
0.382	3,672.5
LOW	3,608.0
0.618	3,504.0
1.000	3,439.5
1.618	3,335.5
2.618	3,167.0
4.250	2,892.0

Fisher Pivots for day following 12-Mar-2009
Pivot	1 day	3 day
R1	3,698.0	3,679.5
PP	3,695.0	3,658.5
S1	3,692.0	3,637.0

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

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