FTSE 100 Index Future June 2009

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

Day Change Summary
	Previous	Current
	30-Apr-2009	01-May-2009	Change	Change %	Previous Week
Open	4,183.5	4,200.0	16.5	0.4%	4,069.0
High	4,256.0	4,214.0	-42.0	-1.0%	4,256.0
Low	4,141.0	4,169.0	28.0	0.7%	4,012.0
Close	4,207.0	4,193.5	-13.5	-0.3%	4,193.5
Range	115.0	45.0	-70.0	-60.9%	244.0
ATR	125.8	120.0	-5.8	-4.6%	0.0
Volume	101,217	35,134	-66,083	-65.3%	439,718

Daily Pivots for day following 01-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,327.0	4,305.5	4,218.0
R3	4,282.0	4,260.5	4,206.0
R2	4,237.0	4,237.0	4,202.0
R1	4,215.5	4,215.5	4,197.5	4,204.0
PP	4,192.0	4,192.0	4,192.0	4,186.5
S1	4,170.5	4,170.5	4,189.5	4,159.0
S2	4,147.0	4,147.0	4,185.0
S3	4,102.0	4,125.5	4,181.0
S4	4,057.0	4,080.5	4,169.0

Weekly Pivots for week ending 01-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,886.0	4,783.5	4,327.5
R3	4,642.0	4,539.5	4,260.5
R2	4,398.0	4,398.0	4,238.0
R1	4,295.5	4,295.5	4,216.0	4,347.0
PP	4,154.0	4,154.0	4,154.0	4,179.5
S1	4,051.5	4,051.5	4,171.0	4,103.0
S2	3,910.0	3,910.0	4,149.0
S3	3,666.0	3,807.5	4,126.5
S4	3,422.0	3,563.5	4,059.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,256.0	4,012.0	244.0	5.8%	91.0	2.2%	74%	False	False	87,943
10	4,256.0	3,845.0	411.0	9.8%	111.0	2.6%	85%	False	False	102,384
20	4,256.0	3,827.5	428.5	10.2%	112.0	2.7%	85%	False	False	113,423
40	4,256.0	3,405.5	850.5	20.3%	122.5	2.9%	93%	False	False	101,152
60	4,262.5	3,405.5	857.0	20.4%	112.5	2.7%	92%	False	False	67,541
80	4,596.5	3,405.5	1,191.0	28.4%	107.5	2.6%	66%	False	False	50,715

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	25.3
Narrowest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	4,405.0
2.618	4,332.0
1.618	4,287.0
1.000	4,259.0
0.618	4,242.0
HIGH	4,214.0
0.618	4,197.0
0.500	4,191.5
0.382	4,186.0
LOW	4,169.0
0.618	4,141.0
1.000	4,124.0
1.618	4,096.0
2.618	4,051.0
4.250	3,978.0

Fisher Pivots for day following 01-May-2009
Pivot	1 day	3 day
R1	4,193.0	4,180.0
PP	4,192.0	4,166.5
S1	4,191.5	4,153.0

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

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