FTSE 100 Index Future September 2009

Trading Metrics calculated at close of trading on 09-Sep-2009

Day Change Summary
	Previous	Current
	08-Sep-2009	09-Sep-2009	Change	Change %	Previous Week
Open	4,950.0	4,926.0	-24.0	-0.5%	4,909.0
High	4,968.5	5,016.5	48.0	1.0%	4,916.0
Low	4,922.5	4,926.0	3.5	0.1%	4,772.5
Close	4,950.5	5,000.0	49.5	1.0%	4,846.5
Range	46.0	90.5	44.5	96.7%	143.5
ATR	84.1	84.6	0.5	0.5%	0.0
Volume	59,781	106,728	46,947	78.5%	471,100

Daily Pivots for day following 09-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,252.5	5,216.5	5,050.0
R3	5,162.0	5,126.0	5,025.0
R2	5,071.5	5,071.5	5,016.5
R1	5,035.5	5,035.5	5,008.5	5,053.5
PP	4,981.0	4,981.0	4,981.0	4,990.0
S1	4,945.0	4,945.0	4,991.5	4,963.0
S2	4,890.5	4,890.5	4,983.5
S3	4,800.0	4,854.5	4,975.0
S4	4,709.5	4,764.0	4,950.0

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,275.5	5,204.5	4,925.5
R3	5,132.0	5,061.0	4,886.0
R2	4,988.5	4,988.5	4,873.0
R1	4,917.5	4,917.5	4,859.5	4,881.0
PP	4,845.0	4,845.0	4,845.0	4,827.0
S1	4,774.0	4,774.0	4,833.5	4,738.0
S2	4,701.5	4,701.5	4,820.0
S3	4,558.0	4,630.5	4,807.0
S4	4,414.5	4,487.0	4,767.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,016.5	4,772.5	244.0	4.9%	63.0	1.3%	93%	True	False	105,858
10	5,016.5	4,772.5	244.0	4.9%	68.5	1.4%	93%	True	False	105,138
20	5,016.5	4,594.0	422.5	8.5%	77.0	1.5%	96%	True	False	106,266
40	5,016.5	4,162.0	854.5	17.1%	78.0	1.6%	98%	True	False	102,911
60	5,016.5	4,060.5	956.0	19.1%	80.5	1.6%	98%	True	False	105,434
80	5,016.5	4,060.5	956.0	19.1%	80.0	1.6%	98%	True	False	79,865
100	5,016.5	3,818.0	1,198.5	24.0%	81.5	1.6%	99%	True	False	63,931

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.8
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,401.0
2.618	5,253.5
1.618	5,163.0
1.000	5,107.0
0.618	5,072.5
HIGH	5,016.5
0.618	4,982.0
0.500	4,971.0
0.382	4,960.5
LOW	4,926.0
0.618	4,870.0
1.000	4,835.5
1.618	4,779.5
2.618	4,689.0
4.250	4,541.5

Fisher Pivots for day following 09-Sep-2009
Pivot	1 day	3 day
R1	4,990.5	4,972.5
PP	4,981.0	4,945.0
S1	4,971.0	4,917.0

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

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