FTSE 100 Index Future September 2008

Trading Metrics calculated at close of trading on 20-Aug-2008

Day Change Summary
	Previous	Current
	19-Aug-2008	20-Aug-2008	Change	Change %	Previous Week
Open	5,396.0	5,352.0	-44.0	-0.8%	5,517.5
High	5,404.0	5,401.0	-3.0	-0.1%	5,571.5
Low	5,307.0	5,336.5	29.5	0.6%	5,431.0
Close	5,332.5	5,390.5	58.0	1.1%	5,449.0
Range	97.0	64.5	-32.5	-33.5%	140.5
ATR	120.3	116.6	-3.7	-3.1%	0.0
Volume	85,149	101,978	16,829	19.8%	479,557

Daily Pivots for day following 20-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	5,569.5	5,544.5	5,426.0
R3	5,505.0	5,480.0	5,408.0
R2	5,440.5	5,440.5	5,402.5
R1	5,415.5	5,415.5	5,396.5	5,428.0
PP	5,376.0	5,376.0	5,376.0	5,382.0
S1	5,351.0	5,351.0	5,384.5	5,363.5
S2	5,311.5	5,311.5	5,378.5
S3	5,247.0	5,286.5	5,373.0
S4	5,182.5	5,222.0	5,355.0

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	5,905.5	5,817.5	5,526.5
R3	5,765.0	5,677.0	5,487.5
R2	5,624.5	5,624.5	5,475.0
R1	5,536.5	5,536.5	5,462.0	5,510.0
PP	5,484.0	5,484.0	5,484.0	5,470.5
S1	5,396.0	5,396.0	5,436.0	5,370.0
S2	5,343.5	5,343.5	5,423.0
S3	5,203.0	5,255.5	5,410.5
S4	5,062.5	5,115.0	5,371.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,550.0	5,307.0	243.0	4.5%	99.0	1.8%	34%	False	False	101,771
10	5,571.5	5,307.0	264.5	4.9%	98.0	1.8%	32%	False	False	96,387
20	5,571.5	5,256.0	315.5	5.9%	106.0	2.0%	43%	False	False	97,194
40	5,713.0	5,073.0	640.0	11.9%	122.0	2.3%	50%	False	False	109,078
60	6,162.0	5,073.0	1,089.0	20.2%	113.5	2.1%	29%	False	False	87,805
80	6,424.5	5,073.0	1,351.5	25.1%	104.0	1.9%	23%	False	False	66,057
100	6,424.5	5,073.0	1,351.5	25.1%	95.5	1.8%	23%	False	False	52,859

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30.2
Narrowest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	5,675.0
2.618	5,570.0
1.618	5,505.5
1.000	5,465.5
0.618	5,441.0
HIGH	5,401.0
0.618	5,376.5
0.500	5,369.0
0.382	5,361.0
LOW	5,336.5
0.618	5,296.5
1.000	5,272.0
1.618	5,232.0
2.618	5,167.5
4.250	5,062.5

Fisher Pivots for day following 20-Aug-2008
Pivot	1 day	3 day
R1	5,383.0	5,405.0
PP	5,376.0	5,400.5
S1	5,369.0	5,395.5

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

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