FTSE 100 Index Future December 2009

Trading Metrics calculated at close of trading on 30-Sep-2009

Day Change Summary
	Previous	Current
	29-Sep-2009	30-Sep-2009	Change	Change %	Previous Week
Open	5,138.5	5,134.5	-4.0	-0.1%	5,148.0
High	5,156.5	5,160.5	4.0	0.1%	5,159.5
Low	5,106.0	5,060.0	-46.0	-0.9%	5,033.5
Close	5,133.5	5,091.0	-42.5	-0.8%	5,070.0
Range	50.5	100.5	50.0	99.0%	126.0
ATR	75.4	77.2	1.8	2.4%	0.0
Volume	111,838	95,344	-16,494	-14.7%	573,983

Daily Pivots for day following 30-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,405.5	5,348.5	5,146.5
R3	5,305.0	5,248.0	5,118.5
R2	5,204.5	5,204.5	5,109.5
R1	5,147.5	5,147.5	5,100.0	5,126.0
PP	5,104.0	5,104.0	5,104.0	5,093.0
S1	5,047.0	5,047.0	5,082.0	5,025.0
S2	5,003.5	5,003.5	5,072.5
S3	4,903.0	4,946.5	5,063.5
S4	4,802.5	4,846.0	5,035.5

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,465.5	5,394.0	5,139.5
R3	5,339.5	5,268.0	5,104.5
R2	5,213.5	5,213.5	5,093.0
R1	5,142.0	5,142.0	5,081.5	5,115.0
PP	5,087.5	5,087.5	5,087.5	5,074.0
S1	5,016.0	5,016.0	5,058.5	4,989.0
S2	4,961.5	4,961.5	5,047.0
S3	4,835.5	4,890.0	5,035.5
S4	4,709.5	4,764.0	5,000.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,160.5	5,018.5	142.0	2.8%	88.5	1.7%	51%	True	False	115,415
10	5,168.0	5,018.5	149.5	2.9%	74.5	1.5%	48%	False	False	117,171
20	5,168.0	4,742.5	425.5	8.4%	70.5	1.4%	82%	False	False	80,039
40	5,168.0	4,568.0	600.0	11.8%	65.0	1.3%	87%	False	False	40,339
60	5,168.0	4,041.0	1,127.0	22.1%	62.0	1.2%	93%	False	False	26,941
80	5,168.0	4,041.0	1,127.0	22.1%	61.5	1.2%	93%	False	False	20,258

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	22.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,587.5
2.618	5,423.5
1.618	5,323.0
1.000	5,261.0
0.618	5,222.5
HIGH	5,160.5
0.618	5,122.0
0.500	5,110.0
0.382	5,098.5
LOW	5,060.0
0.618	4,998.0
1.000	4,959.5
1.618	4,897.5
2.618	4,797.0
4.250	4,633.0

Fisher Pivots for day following 30-Sep-2009
Pivot	1 day	3 day
R1	5,110.0	5,090.5
PP	5,104.0	5,090.0
S1	5,097.5	5,089.5

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

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