FTSE 100 Index Future September 2008

Trading Metrics calculated at close of trading on 12-Sep-2008

Day Change Summary
	Previous	Current
	11-Sep-2008	12-Sep-2008	Change	Change %	Previous Week
Open	5,365.0	5,385.5	20.5	0.4%	5,421.0
High	5,407.5	5,432.5	25.0	0.5%	5,542.5
Low	5,262.5	5,322.5	60.0	1.1%	5,262.5
Close	5,322.0	5,420.0	98.0	1.8%	5,420.0
Range	145.0	110.0	-35.0	-24.1%	280.0
ATR	139.7	137.6	-2.1	-1.5%	0.0
Volume	141,736	151,831	10,095	7.1%	792,527

Daily Pivots for day following 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	5,721.5	5,681.0	5,480.5
R3	5,611.5	5,571.0	5,450.0
R2	5,501.5	5,501.5	5,440.0
R1	5,461.0	5,461.0	5,430.0	5,481.0
PP	5,391.5	5,391.5	5,391.5	5,402.0
S1	5,351.0	5,351.0	5,410.0	5,371.0
S2	5,281.5	5,281.5	5,400.0
S3	5,171.5	5,241.0	5,390.0
S4	5,061.5	5,131.0	5,359.5

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,248.5	6,114.0	5,574.0
R3	5,968.5	5,834.0	5,497.0
R2	5,688.5	5,688.5	5,471.5
R1	5,554.0	5,554.0	5,445.5	5,481.0
PP	5,408.5	5,408.5	5,408.5	5,372.0
S1	5,274.0	5,274.0	5,394.5	5,201.0
S2	5,128.5	5,128.5	5,368.5
S3	4,848.5	4,994.0	5,343.0
S4	4,568.5	4,714.0	5,266.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,542.5	5,262.5	280.0	5.2%	135.5	2.5%	56%	False	False	158,505
10	5,656.0	5,232.0	424.0	7.8%	131.0	2.4%	44%	False	False	130,765
20	5,658.5	5,232.0	426.5	7.9%	122.5	2.3%	44%	False	False	108,980
40	5,658.5	5,232.0	426.5	7.9%	116.0	2.1%	44%	False	False	104,686
60	5,758.0	5,073.0	685.0	12.6%	123.0	2.3%	51%	False	False	109,494
80	6,262.0	5,073.0	1,189.0	21.9%	115.0	2.1%	29%	False	False	89,444
100	6,424.5	5,073.0	1,351.5	24.9%	107.0	2.0%	26%	False	False	71,704
120	6,424.5	5,073.0	1,351.5	24.9%	99.0	1.8%	26%	False	False	59,762

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	36.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,900.0
2.618	5,720.5
1.618	5,610.5
1.000	5,542.5
0.618	5,500.5
HIGH	5,432.5
0.618	5,390.5
0.500	5,377.5
0.382	5,364.5
LOW	5,322.5
0.618	5,254.5
1.000	5,212.5
1.618	5,144.5
2.618	5,034.5
4.250	4,855.0

Fisher Pivots for day following 12-Sep-2008
Pivot	1 day	3 day
R1	5,406.0	5,396.0
PP	5,391.5	5,372.5
S1	5,377.5	5,348.5

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

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