FTSE 100 Index Future June 2009

Trading Metrics calculated at close of trading on 05-Jun-2009

Day Change Summary
	Previous	Current
	04-Jun-2009	05-Jun-2009	Change	Change %	Previous Week
Open	4,393.5	4,428.0	34.5	0.8%	4,480.0
High	4,437.5	4,497.0	59.5	1.3%	4,504.5
Low	4,356.0	4,411.0	55.0	1.3%	4,348.5
Close	4,391.0	4,434.0	43.0	1.0%	4,434.0
Range	81.5	86.0	4.5	5.5%	156.0
ATR	107.5	107.4	-0.1	-0.1%	0.0
Volume	101,447	95,027	-6,420	-6.3%	524,488

Daily Pivots for day following 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,705.5	4,655.5	4,481.5
R3	4,619.5	4,569.5	4,457.5
R2	4,533.5	4,533.5	4,450.0
R1	4,483.5	4,483.5	4,442.0	4,508.5
PP	4,447.5	4,447.5	4,447.5	4,460.0
S1	4,397.5	4,397.5	4,426.0	4,422.5
S2	4,361.5	4,361.5	4,418.0
S3	4,275.5	4,311.5	4,410.5
S4	4,189.5	4,225.5	4,386.5

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,897.0	4,821.5	4,520.0
R3	4,741.0	4,665.5	4,477.0
R2	4,585.0	4,585.0	4,462.5
R1	4,509.5	4,509.5	4,448.5	4,469.0
PP	4,429.0	4,429.0	4,429.0	4,409.0
S1	4,353.5	4,353.5	4,419.5	4,313.0
S2	4,273.0	4,273.0	4,405.5
S3	4,117.0	4,197.5	4,391.0
S4	3,961.0	4,041.5	4,348.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,504.5	4,348.5	156.0	3.5%	82.0	1.8%	55%	False	False	104,897
10	4,504.5	4,274.0	230.5	5.2%	87.0	2.0%	69%	False	False	92,708
20	4,504.5	4,271.5	233.0	5.3%	95.0	2.1%	70%	False	False	105,697
40	4,504.5	3,827.5	677.0	15.3%	102.0	2.3%	90%	False	False	104,929
60	4,504.5	3,405.5	1,099.0	24.8%	111.0	2.5%	94%	False	False	107,390
80	4,504.5	3,405.5	1,099.0	24.8%	108.5	2.4%	94%	False	False	80,626
100	4,504.5	3,405.5	1,099.0	24.8%	106.5	2.4%	94%	False	False	64,549

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	25.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,862.5
2.618	4,722.0
1.618	4,636.0
1.000	4,583.0
0.618	4,550.0
HIGH	4,497.0
0.618	4,464.0
0.500	4,454.0
0.382	4,444.0
LOW	4,411.0
0.618	4,358.0
1.000	4,325.0
1.618	4,272.0
2.618	4,186.0
4.250	4,045.5

Fisher Pivots for day following 05-Jun-2009
Pivot	1 day	3 day
R1	4,454.0	4,430.0
PP	4,447.5	4,426.5
S1	4,440.5	4,423.0

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

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