FTSE 100 Index Future June 2009

Trading Metrics calculated at close of trading on 22-Apr-2009

Day Change Summary
	Previous	Current
	21-Apr-2009	22-Apr-2009	Change	Change %	Previous Week
Open	3,948.5	3,931.5	-17.0	-0.4%	3,970.0
High	3,993.5	4,012.0	18.5	0.5%	4,077.0
Low	3,845.0	3,902.5	57.5	1.5%	3,890.5
Close	3,939.5	3,987.5	48.0	1.2%	4,040.5
Range	148.5	109.5	-39.0	-26.3%	186.5
ATR	131.9	130.3	-1.6	-1.2%	0.0
Volume	107,793	136,938	29,145	27.0%	429,966

Daily Pivots for day following 22-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,296.0	4,251.0	4,047.5
R3	4,186.5	4,141.5	4,017.5
R2	4,077.0	4,077.0	4,007.5
R1	4,032.0	4,032.0	3,997.5	4,054.5
PP	3,967.5	3,967.5	3,967.5	3,978.5
S1	3,922.5	3,922.5	3,977.5	3,945.0
S2	3,858.0	3,858.0	3,967.5
S3	3,748.5	3,813.0	3,957.5
S4	3,639.0	3,703.5	3,927.5

Weekly Pivots for week ending 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,562.0	4,488.0	4,143.0
R3	4,375.5	4,301.5	4,092.0
R2	4,189.0	4,189.0	4,074.5
R1	4,115.0	4,115.0	4,057.5	4,152.0
PP	4,002.5	4,002.5	4,002.5	4,021.0
S1	3,928.5	3,928.5	4,023.5	3,965.5
S2	3,816.0	3,816.0	4,006.5
S3	3,629.5	3,742.0	3,989.0
S4	3,443.0	3,555.5	3,938.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,077.0	3,845.0	232.0	5.8%	129.0	3.2%	61%	False	False	115,173
10	4,077.0	3,827.5	249.5	6.3%	116.0	2.9%	64%	False	False	112,800
20	4,119.0	3,698.0	421.0	10.6%	123.0	3.1%	69%	False	False	123,904
40	4,119.0	3,405.5	713.5	17.9%	120.5	3.0%	82%	False	False	84,424
60	4,262.5	3,405.5	857.0	21.5%	112.0	2.8%	68%	False	False	56,374

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	30.7
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,477.5
2.618	4,298.5
1.618	4,189.0
1.000	4,121.5
0.618	4,079.5
HIGH	4,012.0
0.618	3,970.0
0.500	3,957.0
0.382	3,944.5
LOW	3,902.5
0.618	3,835.0
1.000	3,793.0
1.618	3,725.5
2.618	3,616.0
4.250	3,437.0

Fisher Pivots for day following 22-Apr-2009
Pivot	1 day	3 day
R1	3,977.5	3,977.0
PP	3,967.5	3,967.0
S1	3,957.0	3,957.0

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

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