FTSE 100 Index Future September 2009

Trading Metrics calculated at close of trading on 15-Sep-2009

Day Change Summary
	Previous	Current
	14-Sep-2009	15-Sep-2009	Change	Change %	Previous Week
Open	4,965.0	5,026.5	61.5	1.2%	4,950.0
High	5,038.0	5,070.0	32.0	0.6%	5,044.0
Low	4,952.0	4,996.5	44.5	0.9%	4,922.5
Close	5,017.0	5,041.5	24.5	0.5%	5,011.5
Range	86.0	73.5	-12.5	-14.5%	121.5
ATR	83.0	82.3	-0.7	-0.8%	0.0
Volume	143,461	217,367	73,906	51.5%	453,464

Daily Pivots for day following 15-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,256.5	5,222.5	5,082.0
R3	5,183.0	5,149.0	5,061.5
R2	5,109.5	5,109.5	5,055.0
R1	5,075.5	5,075.5	5,048.0	5,092.5
PP	5,036.0	5,036.0	5,036.0	5,044.5
S1	5,002.0	5,002.0	5,035.0	5,019.0
S2	4,962.5	4,962.5	5,028.0
S3	4,889.0	4,928.5	5,021.5
S4	4,815.5	4,855.0	5,001.0

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,357.0	5,306.0	5,078.5
R3	5,235.5	5,184.5	5,045.0
R2	5,114.0	5,114.0	5,034.0
R1	5,063.0	5,063.0	5,022.5	5,088.5
PP	4,992.5	4,992.5	4,992.5	5,005.5
S1	4,941.5	4,941.5	5,000.5	4,967.0
S2	4,871.0	4,871.0	4,989.0
S3	4,749.5	4,820.0	4,978.0
S4	4,628.0	4,698.5	4,944.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,070.0	4,926.0	144.0	2.9%	78.5	1.6%	80%	True	False	150,902
10	5,070.0	4,772.5	297.5	5.9%	74.0	1.5%	90%	True	False	128,539
20	5,070.0	4,594.0	476.0	9.4%	74.0	1.5%	94%	True	False	118,836
40	5,070.0	4,360.0	710.0	14.1%	77.5	1.5%	96%	True	False	109,393
60	5,070.0	4,060.5	1,009.5	20.0%	80.0	1.6%	97%	True	False	105,409
80	5,070.0	4,060.5	1,009.5	20.0%	79.0	1.6%	97%	True	False	87,959
100	5,070.0	3,879.5	1,190.5	23.6%	80.0	1.6%	98%	True	False	70,403

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	False
Stretch	13.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,382.5
2.618	5,262.5
1.618	5,189.0
1.000	5,143.5
0.618	5,115.5
HIGH	5,070.0
0.618	5,042.0
0.500	5,033.0
0.382	5,024.5
LOW	4,996.5
0.618	4,951.0
1.000	4,923.0
1.618	4,877.5
2.618	4,804.0
4.250	4,684.0

Fisher Pivots for day following 15-Sep-2009
Pivot	1 day	3 day
R1	5,039.0	5,031.5
PP	5,036.0	5,021.0
S1	5,033.0	5,011.0

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

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