FTSE 100 Index Future March 2009

Trading Metrics calculated at close of trading on 16-Mar-2009

Day Change Summary
	Previous	Current
	13-Mar-2009	16-Mar-2009	Change	Change %	Previous Week
Open	3,776.5	3,815.0	38.5	1.0%	3,520.5
High	3,814.5	3,890.0	75.5	2.0%	3,814.5
Low	3,731.0	3,781.0	50.0	1.3%	3,443.0
Close	3,748.5	3,850.5	102.0	2.7%	3,748.5
Range	83.5	109.0	25.5	30.5%	371.5
ATR	151.0	150.3	-0.7	-0.4%	0.0
Volume	145,740	182,559	36,819	25.3%	760,133

Daily Pivots for day following 16-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,167.5	4,118.0	3,910.5
R3	4,058.5	4,009.0	3,880.5
R2	3,949.5	3,949.5	3,870.5
R1	3,900.0	3,900.0	3,860.5	3,925.0
PP	3,840.5	3,840.5	3,840.5	3,853.0
S1	3,791.0	3,791.0	3,840.5	3,816.0
S2	3,731.5	3,731.5	3,830.5
S3	3,622.5	3,682.0	3,820.5
S4	3,513.5	3,573.0	3,790.5

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,783.0	4,637.5	3,953.0
R3	4,411.5	4,266.0	3,850.5
R2	4,040.0	4,040.0	3,816.5
R1	3,894.5	3,894.5	3,782.5	3,967.0
PP	3,668.5	3,668.5	3,668.5	3,705.0
S1	3,523.0	3,523.0	3,714.5	3,596.0
S2	3,297.0	3,297.0	3,680.5
S3	2,925.5	3,151.5	3,646.5
S4	2,554.0	2,780.0	3,544.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,890.0	3,498.0	392.0	10.2%	141.5	3.7%	90%	True	False	159,754
10	3,890.0	3,443.0	447.0	11.6%	144.0	3.7%	91%	True	False	161,434
20	4,084.0	3,443.0	641.0	16.6%	138.0	3.6%	64%	False	False	144,523
40	4,313.0	3,443.0	870.0	22.6%	135.5	3.5%	47%	False	False	136,771
60	4,649.0	3,443.0	1,206.0	31.3%	135.0	3.5%	34%	False	False	127,037
80	4,649.0	3,443.0	1,206.0	31.3%	144.0	3.7%	34%	False	False	97,120
100	4,649.0	3,443.0	1,206.0	31.3%	151.0	3.9%	34%	False	False	77,728
120	5,279.5	3,443.0	1,836.5	47.7%	165.0	4.3%	22%	False	False	64,906

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	34.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,353.0
2.618	4,175.5
1.618	4,066.5
1.000	3,999.0
0.618	3,957.5
HIGH	3,890.0
0.618	3,848.5
0.500	3,835.5
0.382	3,822.5
LOW	3,781.0
0.618	3,713.5
1.000	3,672.0
1.618	3,604.5
2.618	3,495.5
4.250	3,318.0

Fisher Pivots for day following 16-Mar-2009
Pivot	1 day	3 day
R1	3,845.5	3,816.5
PP	3,840.5	3,783.0
S1	3,835.5	3,749.0

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

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