FTSE 100 Index Future June 2009

Trading Metrics calculated at close of trading on 31-Mar-2009

Day Change Summary
	Previous	Current
	30-Mar-2009	31-Mar-2009	Change	Change %	Previous Week
Open	3,800.0	3,758.5	-41.5	-1.1%	3,881.0
High	3,803.0	3,915.0	112.0	2.9%	3,979.5
Low	3,698.0	3,753.0	55.0	1.5%	3,756.5
Close	3,724.5	3,885.0	160.5	4.3%	3,844.0
Range	105.0	162.0	57.0	54.3%	223.0
ATR	131.6	135.8	4.2	3.2%	0.0
Volume	95,343	118,900	23,557	24.7%	639,261

Daily Pivots for day following 31-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,337.0	4,273.0	3,974.0
R3	4,175.0	4,111.0	3,929.5
R2	4,013.0	4,013.0	3,914.5
R1	3,949.0	3,949.0	3,900.0	3,981.0
PP	3,851.0	3,851.0	3,851.0	3,867.0
S1	3,787.0	3,787.0	3,870.0	3,819.0
S2	3,689.0	3,689.0	3,855.5
S3	3,527.0	3,625.0	3,840.5
S4	3,365.0	3,463.0	3,796.0

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,529.0	4,409.5	3,966.5
R3	4,306.0	4,186.5	3,905.5
R2	4,083.0	4,083.0	3,885.0
R1	3,963.5	3,963.5	3,864.5	3,912.0
PP	3,860.0	3,860.0	3,860.0	3,834.0
S1	3,740.5	3,740.5	3,823.5	3,689.0
S2	3,637.0	3,637.0	3,803.0
S3	3,414.0	3,517.5	3,782.5
S4	3,191.0	3,294.5	3,721.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,919.0	3,698.0	221.0	5.7%	116.5	3.0%	85%	False	False	113,341
10	3,979.5	3,698.0	281.5	7.2%	128.5	3.3%	66%	False	False	156,619
20	3,979.5	3,405.5	574.0	14.8%	129.0	3.3%	84%	False	False	80,212
40	4,262.5	3,405.5	857.0	22.1%	110.5	2.9%	56%	False	False	40,266
60	4,596.5	3,405.5	1,191.0	30.7%	103.5	2.7%	40%	False	False	26,922

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30.2
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4,603.5
2.618	4,339.0
1.618	4,177.0
1.000	4,077.0
0.618	4,015.0
HIGH	3,915.0
0.618	3,853.0
0.500	3,834.0
0.382	3,815.0
LOW	3,753.0
0.618	3,653.0
1.000	3,591.0
1.618	3,491.0
2.618	3,329.0
4.250	3,064.5

Fisher Pivots for day following 31-Mar-2009
Pivot	1 day	3 day
R1	3,868.0	3,859.0
PP	3,851.0	3,832.5
S1	3,834.0	3,806.5

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

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