FTSE 100 Index Future September 2009

Trading Metrics calculated at close of trading on 17-Sep-2009

Day Change Summary
	Previous	Current
	16-Sep-2009	17-Sep-2009	Change	Change %	Previous Week
Open	5,064.5	5,163.0	98.5	1.9%	4,950.0
High	5,156.0	5,175.5	19.5	0.4%	5,044.0
Low	5,059.5	5,128.5	69.0	1.4%	4,922.5
Close	5,114.5	5,169.0	54.5	1.1%	5,011.5
Range	96.5	47.0	-49.5	-51.3%	121.5
ATR	84.6	82.9	-1.7	-2.0%	0.0
Volume	251,940	260,139	8,199	3.3%	453,464

Daily Pivots for day following 17-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,298.5	5,281.0	5,195.0
R3	5,251.5	5,234.0	5,182.0
R2	5,204.5	5,204.5	5,177.5
R1	5,187.0	5,187.0	5,173.5	5,196.0
PP	5,157.5	5,157.5	5,157.5	5,162.0
S1	5,140.0	5,140.0	5,164.5	5,149.0
S2	5,110.5	5,110.5	5,160.5
S3	5,063.5	5,093.0	5,156.0
S4	5,016.5	5,046.0	5,143.0

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	5,175.5	4,952.0	223.5	4.3%	72.0	1.4%	97%	True	False	204,590
10	5,175.5	4,785.5	390.0	7.5%	71.0	1.4%	98%	True	False	153,900
20	5,175.5	4,622.0	553.5	10.7%	73.5	1.4%	99%	True	False	133,511
40	5,175.5	4,415.5	760.0	14.7%	77.5	1.5%	99%	True	False	117,925
60	5,175.5	4,060.5	1,115.0	21.6%	78.0	1.5%	99%	True	False	109,352
80	5,175.5	4,060.5	1,115.0	21.6%	79.5	1.5%	99%	True	False	94,354
100	5,175.5	3,972.5	1,203.0	23.3%	79.5	1.5%	99%	True	False	75,522
120	5,175.5	3,680.5	1,495.0	28.9%	79.5	1.5%	100%	True	False	62,949

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	13.1
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	5,375.0
2.618	5,298.5
1.618	5,251.5
1.000	5,222.5
0.618	5,204.5
HIGH	5,175.5
0.618	5,157.5
0.500	5,152.0
0.382	5,146.5
LOW	5,128.5
0.618	5,099.5
1.000	5,081.5
1.618	5,052.5
2.618	5,005.5
4.250	4,929.0

Fisher Pivots for day following 17-Sep-2009
Pivot	1 day	3 day
R1	5,163.5	5,141.5
PP	5,157.5	5,113.5
S1	5,152.0	5,086.0

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

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