FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 27-Jun-2007

Day Change Summary
	Previous	Current
	26-Jun-2007	27-Jun-2007	Change	Change %	Previous Week
Open	6,595.0	6,568.0	-27.0	-0.4%	6,784.5
High	6,629.5	6,574.5	-55.0	-0.8%	6,796.0
Low	6,575.5	6,530.0	-45.5	-0.7%	6,560.5
Close	6,596.0	6,566.0	-30.0	-0.5%	6,606.5
Range	54.0	44.5	-9.5	-17.6%	235.5
ATR	73.2	72.7	-0.5	-0.7%	0.0
Volume	88,792	103,075	14,283	16.1%	512,855

Daily Pivots for day following 27-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,690.5	6,672.5	6,590.5
R3	6,646.0	6,628.0	6,578.0
R2	6,601.5	6,601.5	6,574.0
R1	6,583.5	6,583.5	6,570.0	6,570.0
PP	6,557.0	6,557.0	6,557.0	6,550.0
S1	6,539.0	6,539.0	6,562.0	6,526.0
S2	6,512.5	6,512.5	6,558.0
S3	6,468.0	6,494.5	6,554.0
S4	6,423.5	6,450.0	6,541.5

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	6,672.0	6,530.0	142.0	2.2%	71.5	1.1%	25%	False	True	93,847
10	6,796.0	6,530.0	266.0	4.1%	70.0	1.1%	14%	False	True	109,702
20	6,796.0	6,494.5	301.5	4.6%	72.0	1.1%	24%	False	False	76,585
40	6,796.0	6,494.5	301.5	4.6%	57.0	0.9%	24%	False	False	38,618
60	6,796.0	6,387.5	408.5	6.2%	48.5	0.7%	44%	False	False	25,817
80	6,796.0	6,062.5	733.5	11.2%	45.0	0.7%	69%	False	False	19,433
100	6,796.0	6,062.5	733.5	11.2%	38.0	0.6%	69%	False	False	15,560
120	6,796.0	6,062.5	733.5	11.2%	34.0	0.5%	69%	False	False	12,985

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	10.3
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	6,763.5
2.618	6,691.0
1.618	6,646.5
1.000	6,619.0
0.618	6,602.0
HIGH	6,574.5
0.618	6,557.5
0.500	6,552.0
0.382	6,547.0
LOW	6,530.0
0.618	6,502.5
1.000	6,485.5
1.618	6,458.0
2.618	6,413.5
4.250	6,341.0

Fisher Pivots for day following 27-Jun-2007
Pivot	1 day	3 day
R1	6,561.5	6,590.5
PP	6,557.0	6,582.5
S1	6,552.0	6,574.0

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

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