FTSE 100 Index Future September 2009

Trading Metrics calculated at close of trading on 10-Sep-2009

Day Change Summary
	Previous	Current
	09-Sep-2009	10-Sep-2009	Change	Change %	Previous Week
Open	4,926.0	5,038.0	112.0	2.3%	4,909.0
High	5,016.5	5,043.0	26.5	0.5%	4,916.0
Low	4,926.0	4,956.5	30.5	0.6%	4,772.5
Close	5,000.0	4,990.5	-9.5	-0.2%	4,846.5
Range	90.5	86.5	-4.0	-4.4%	143.5
ATR	84.6	84.7	0.1	0.2%	0.0
Volume	106,728	136,912	30,184	28.3%	471,100

Daily Pivots for day following 10-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,256.0	5,210.0	5,038.0
R3	5,169.5	5,123.5	5,014.5
R2	5,083.0	5,083.0	5,006.5
R1	5,037.0	5,037.0	4,998.5	5,017.0
PP	4,996.5	4,996.5	4,996.5	4,986.5
S1	4,950.5	4,950.5	4,982.5	4,930.0
S2	4,910.0	4,910.0	4,974.5
S3	4,823.5	4,864.0	4,966.5
S4	4,737.0	4,777.5	4,943.0

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	5,043.0	4,785.5	257.5	5.2%	70.5	1.4%	80%	True	False	103,211
10	5,043.0	4,772.5	270.5	5.4%	70.5	1.4%	81%	True	False	107,125
20	5,043.0	4,594.0	449.0	9.0%	77.0	1.5%	88%	True	False	109,624
40	5,043.0	4,220.5	822.5	16.5%	78.5	1.6%	94%	True	False	103,898
60	5,043.0	4,060.5	982.5	19.7%	80.5	1.6%	95%	True	False	106,647
80	5,043.0	4,060.5	982.5	19.7%	80.0	1.6%	95%	True	False	81,576
100	5,043.0	3,818.0	1,225.0	24.5%	81.5	1.6%	96%	True	False	65,299

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	False
Bear Hook	False
Bull Hook	True
Stretch	13.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,410.5
2.618	5,269.5
1.618	5,183.0
1.000	5,129.5
0.618	5,096.5
HIGH	5,043.0
0.618	5,010.0
0.500	5,000.0
0.382	4,989.5
LOW	4,956.5
0.618	4,903.0
1.000	4,870.0
1.618	4,816.5
2.618	4,730.0
4.250	4,589.0

Fisher Pivots for day following 10-Sep-2009
Pivot	1 day	3 day
R1	5,000.0	4,988.0
PP	4,996.5	4,985.5
S1	4,993.5	4,983.0

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

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