FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 22-Jun-2007

Day Change Summary
	Previous	Current
	21-Jun-2007	22-Jun-2007	Change	Change %	Previous Week
Open	6,668.0	6,653.5	-14.5	-0.2%	6,784.5
High	6,672.0	6,653.5	-18.5	-0.3%	6,796.0
Low	6,601.0	6,560.5	-40.5	-0.6%	6,560.5
Close	6,654.0	6,606.5	-47.5	-0.7%	6,606.5
Range	71.0	93.0	22.0	31.0%	235.5
ATR	71.6	73.2	1.6	2.2%	0.0
Volume	83,084	122,217	39,133	47.1%	512,855

Daily Pivots for day following 22-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,886.0	6,839.0	6,657.5
R3	6,793.0	6,746.0	6,632.0
R2	6,700.0	6,700.0	6,623.5
R1	6,653.0	6,653.0	6,615.0	6,630.0
PP	6,607.0	6,607.0	6,607.0	6,595.0
S1	6,560.0	6,560.0	6,598.0	6,537.0
S2	6,514.0	6,514.0	6,589.5
S3	6,421.0	6,467.0	6,581.0
S4	6,328.0	6,374.0	6,555.5

Weekly Pivots for week ending 22-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,361.0	7,219.0	6,736.0
R3	7,125.5	6,983.5	6,671.5
R2	6,890.0	6,890.0	6,649.5
R1	6,748.0	6,748.0	6,628.0	6,701.0
PP	6,654.5	6,654.5	6,654.5	6,631.0
S1	6,512.5	6,512.5	6,585.0	6,466.0
S2	6,419.0	6,419.0	6,563.5
S3	6,183.5	6,277.0	6,541.5
S4	5,948.0	6,041.5	6,477.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,796.0	6,560.5	235.5	3.6%	72.5	1.1%	20%	False	True	102,571
10	6,796.0	6,525.0	271.0	4.1%	74.0	1.1%	30%	False	False	119,753
20	6,796.0	6,494.5	301.5	4.6%	69.0	1.0%	37%	False	False	63,555
40	6,796.0	6,451.5	344.5	5.2%	53.5	0.8%	45%	False	False	32,021
60	6,796.0	6,348.0	448.0	6.8%	47.5	0.7%	58%	False	False	21,437
80	6,796.0	6,062.5	733.5	11.1%	44.0	0.7%	74%	False	False	16,135
100	6,796.0	6,062.5	733.5	11.1%	36.0	0.5%	74%	False	False	12,921
120	6,796.0	6,062.5	733.5	11.1%	32.5	0.5%	74%	False	False	10,786

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.7
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	7,049.0
2.618	6,897.0
1.618	6,804.0
1.000	6,746.5
0.618	6,711.0
HIGH	6,653.5
0.618	6,618.0
0.500	6,607.0
0.382	6,596.0
LOW	6,560.5
0.618	6,503.0
1.000	6,467.5
1.618	6,410.0
2.618	6,317.0
4.250	6,165.0

Fisher Pivots for day following 22-Jun-2007
Pivot	1 day	3 day
R1	6,607.0	6,647.0
PP	6,607.0	6,633.5
S1	6,606.5	6,620.0

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

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