FTSE 100 Index Future June 2009

Trading Metrics calculated at close of trading on 11-Jun-2009

Day Change Summary
	Previous	Current
	10-Jun-2009	11-Jun-2009	Change	Change %	Previous Week
Open	4,447.0	4,420.0	-27.0	-0.6%	4,480.0
High	4,507.5	4,487.0	-20.5	-0.5%	4,504.5
Low	4,392.5	4,405.0	12.5	0.3%	4,348.5
Close	4,429.5	4,466.0	36.5	0.8%	4,434.0
Range	115.0	82.0	-33.0	-28.7%	156.0
ATR	103.6	102.0	-1.5	-1.5%	0.0
Volume	97,621	114,330	16,709	17.1%	524,488

Daily Pivots for day following 11-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,698.5	4,664.5	4,511.0
R3	4,616.5	4,582.5	4,488.5
R2	4,534.5	4,534.5	4,481.0
R1	4,500.5	4,500.5	4,473.5	4,517.5
PP	4,452.5	4,452.5	4,452.5	4,461.0
S1	4,418.5	4,418.5	4,458.5	4,435.5
S2	4,370.5	4,370.5	4,451.0
S3	4,288.5	4,336.5	4,443.5
S4	4,206.5	4,254.5	4,421.0

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	4,507.5	4,365.5	142.0	3.2%	86.0	1.9%	71%	False	False	105,417
10	4,507.5	4,348.5	159.0	3.6%	82.5	1.9%	74%	False	False	105,732
20	4,507.5	4,271.5	236.0	5.3%	93.0	2.1%	82%	False	False	101,075
40	4,507.5	3,845.0	662.5	14.8%	100.0	2.2%	94%	False	False	104,553
60	4,507.5	3,562.5	945.0	21.2%	109.0	2.4%	96%	False	False	114,400
80	4,507.5	3,405.5	1,102.0	24.7%	107.0	2.4%	96%	False	False	86,017
100	4,507.5	3,405.5	1,102.0	24.7%	107.5	2.4%	96%	False	False	68,857

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	26.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,835.5
2.618	4,701.5
1.618	4,619.5
1.000	4,569.0
0.618	4,537.5
HIGH	4,487.0
0.618	4,455.5
0.500	4,446.0
0.382	4,436.5
LOW	4,405.0
0.618	4,354.5
1.000	4,323.0
1.618	4,272.5
2.618	4,190.5
4.250	4,056.5

Fisher Pivots for day following 11-Jun-2009
Pivot	1 day	3 day
R1	4,459.5	4,459.0
PP	4,452.5	4,452.5
S1	4,446.0	4,445.5

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

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