FTSE 100 Index Future June 2009

Trading Metrics calculated at close of trading on 01-Apr-2009

Day Change Summary
	Previous	Current
	31-Mar-2009	01-Apr-2009	Change	Change %	Previous Week
Open	3,758.5	3,865.0	106.5	2.8%	3,881.0
High	3,915.0	3,960.5	45.5	1.2%	3,979.5
Low	3,753.0	3,788.0	35.0	0.9%	3,756.5
Close	3,885.0	3,904.0	19.0	0.5%	3,844.0
Range	162.0	172.5	10.5	6.5%	223.0
ATR	135.8	138.5	2.6	1.9%	0.0
Volume	118,900	173,429	54,529	45.9%	639,261

Daily Pivots for day following 01-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,401.5	4,325.5	3,999.0
R3	4,229.0	4,153.0	3,951.5
R2	4,056.5	4,056.5	3,935.5
R1	3,980.5	3,980.5	3,920.0	4,018.5
PP	3,884.0	3,884.0	3,884.0	3,903.0
S1	3,808.0	3,808.0	3,888.0	3,846.0
S2	3,711.5	3,711.5	3,872.5
S3	3,539.0	3,635.5	3,856.5
S4	3,366.5	3,463.0	3,809.0

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	3,960.5	3,698.0	262.5	6.7%	122.5	3.1%	78%	True	False	123,317
10	3,979.5	3,698.0	281.5	7.2%	130.0	3.3%	73%	False	False	141,641
20	3,979.5	3,405.5	574.0	14.7%	132.5	3.4%	87%	False	False	88,880
40	4,262.5	3,405.5	857.0	22.0%	112.5	2.9%	58%	False	False	44,600
60	4,596.5	3,405.5	1,191.0	30.5%	106.0	2.7%	42%	False	False	29,812

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	37.9
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4,693.5
2.618	4,412.0
1.618	4,239.5
1.000	4,133.0
0.618	4,067.0
HIGH	3,960.5
0.618	3,894.5
0.500	3,874.0
0.382	3,854.0
LOW	3,788.0
0.618	3,681.5
1.000	3,615.5
1.618	3,509.0
2.618	3,336.5
4.250	3,055.0

Fisher Pivots for day following 01-Apr-2009
Pivot	1 day	3 day
R1	3,894.0	3,879.0
PP	3,884.0	3,854.0
S1	3,874.0	3,829.0

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

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