FTSE 100 Index Future March 2010

Trading Metrics calculated at close of trading on 14-Dec-2009

Day Change Summary
	Previous	Current
	11-Dec-2009	14-Dec-2009	Change	Change %	Previous Week
Open	5,216.0	5,285.0	69.0	1.3%	5,260.0
High	5,268.5	5,292.0	23.5	0.4%	5,288.0
Low	5,212.0	5,257.0	45.0	0.9%	5,135.0
Close	5,216.5	5,269.0	52.5	1.0%	5,216.5
Range	56.5	35.0	-21.5	-38.1%	153.0
ATR	81.8	81.3	-0.4	-0.6%	0.0
Volume	31,415	30,966	-449	-1.4%	65,103

Daily Pivots for day following 14-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,377.5	5,358.5	5,288.0
R3	5,342.5	5,323.5	5,278.5
R2	5,307.5	5,307.5	5,275.5
R1	5,288.5	5,288.5	5,272.0	5,280.5
PP	5,272.5	5,272.5	5,272.5	5,269.0
S1	5,253.5	5,253.5	5,266.0	5,245.5
S2	5,237.5	5,237.5	5,262.5
S3	5,202.5	5,218.5	5,259.5
S4	5,167.5	5,183.5	5,250.0

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,672.0	5,597.5	5,300.5
R3	5,519.0	5,444.5	5,258.5
R2	5,366.0	5,366.0	5,244.5
R1	5,291.5	5,291.5	5,230.5	5,252.0
PP	5,213.0	5,213.0	5,213.0	5,193.5
S1	5,138.5	5,138.5	5,202.5	5,099.0
S2	5,060.0	5,060.0	5,188.5
S3	4,907.0	4,985.5	5,174.5
S4	4,754.0	4,832.5	5,132.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,292.0	5,135.0	157.0	3.0%	66.5	1.3%	85%	True	False	19,041
10	5,330.0	5,135.0	195.0	3.7%	73.5	1.4%	69%	False	False	10,191
20	5,330.0	5,061.0	269.0	5.1%	74.0	1.4%	77%	False	False	5,646
40	5,339.5	4,915.0	424.5	8.1%	71.0	1.3%	83%	False	False	3,233
60	5,339.5	4,884.5	455.0	8.6%	62.5	1.2%	85%	False	False	2,230

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	17.1
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	5,441.0
2.618	5,383.5
1.618	5,348.5
1.000	5,327.0
0.618	5,313.5
HIGH	5,292.0
0.618	5,278.5
0.500	5,274.5
0.382	5,270.5
LOW	5,257.0
0.618	5,235.5
1.000	5,222.0
1.618	5,200.5
2.618	5,165.5
4.250	5,108.0

Fisher Pivots for day following 14-Dec-2009
Pivot	1 day	3 day
R1	5,274.5	5,253.5
PP	5,272.5	5,238.5
S1	5,271.0	5,223.0

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

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