FTSE 100 Index Future September 2009

Trading Metrics calculated at close of trading on 18-Sep-2009

Day Change Summary
	Previous	Current
	17-Sep-2009	18-Sep-2009	Change	Change %	Previous Week
Open	5,163.0	5,148.5	-14.5	-0.3%	4,965.0
High	5,175.5	5,171.5	-4.0	-0.1%	5,175.5
Low	5,128.5	5,141.0	12.5	0.2%	4,952.0
Close	5,169.0	5,171.0	2.0	0.0%	5,171.0
Range	47.0	30.5	-16.5	-35.1%	223.5
ATR	82.9	79.2	-3.7	-4.5%	0.0
Volume	260,139	170,914	-89,225	-34.3%	1,043,821

Daily Pivots for day following 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,252.5	5,242.5	5,188.0
R3	5,222.0	5,212.0	5,179.5
R2	5,191.5	5,191.5	5,176.5
R1	5,181.5	5,181.5	5,174.0	5,186.5
PP	5,161.0	5,161.0	5,161.0	5,164.0
S1	5,151.0	5,151.0	5,168.0	5,156.0
S2	5,130.5	5,130.5	5,165.5
S3	5,100.0	5,120.5	5,162.5
S4	5,069.5	5,090.0	5,154.0

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,770.0	5,694.0	5,294.0
R3	5,546.5	5,470.5	5,232.5
R2	5,323.0	5,323.0	5,212.0
R1	5,247.0	5,247.0	5,191.5	5,285.0
PP	5,099.5	5,099.5	5,099.5	5,118.5
S1	5,023.5	5,023.5	5,150.5	5,061.5
S2	4,876.0	4,876.0	5,130.0
S3	4,652.5	4,800.0	5,109.5
S4	4,429.0	4,576.5	5,048.0

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%	66.5	1.3%	98%	False	False	208,764
10	5,175.5	4,818.0	357.5	6.9%	68.5	1.3%	99%	False	False	158,625
20	5,175.5	4,724.0	451.5	8.7%	70.0	1.4%	99%	False	False	136,952
40	5,175.5	4,440.5	735.0	14.2%	77.0	1.5%	99%	False	False	119,587
60	5,175.5	4,060.5	1,115.0	21.6%	78.0	1.5%	100%	False	False	110,551
80	5,175.5	4,060.5	1,115.0	21.6%	78.0	1.5%	100%	False	False	96,490
100	5,175.5	3,984.0	1,191.5	23.0%	79.0	1.5%	100%	False	False	77,230
120	5,175.5	3,680.5	1,495.0	28.9%	79.5	1.5%	100%	False	False	64,374

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.1
Narrowest range in 118 trading days

Fibonacci Retracements and Extensions
4.250	5,301.0
2.618	5,251.5
1.618	5,221.0
1.000	5,202.0
0.618	5,190.5
HIGH	5,171.5
0.618	5,160.0
0.500	5,156.0
0.382	5,152.5
LOW	5,141.0
0.618	5,122.0
1.000	5,110.5
1.618	5,091.5
2.618	5,061.0
4.250	5,011.5

Fisher Pivots for day following 18-Sep-2009
Pivot	1 day	3 day
R1	5,166.0	5,153.0
PP	5,161.0	5,135.5
S1	5,156.0	5,117.5

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

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