FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 23-Jul-2007

Day Change Summary
	Previous	Current
	20-Jul-2007	23-Jul-2007	Change	Change %	Previous Week
Open	6,660.0	6,608.5	-51.5	-0.8%	6,742.0
High	6,691.0	6,643.5	-47.5	-0.7%	6,759.5
Low	6,562.0	6,596.0	34.0	0.5%	6,554.5
Close	6,600.5	6,638.0	37.5	0.6%	6,600.5
Range	129.0	47.5	-81.5	-63.2%	205.0
ATR	78.6	76.3	-2.2	-2.8%	0.0
Volume	95,388	106,206	10,818	11.3%	427,966

Daily Pivots for day following 23-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,768.5	6,750.5	6,664.0
R3	6,721.0	6,703.0	6,651.0
R2	6,673.5	6,673.5	6,646.5
R1	6,655.5	6,655.5	6,642.5	6,664.5
PP	6,626.0	6,626.0	6,626.0	6,630.0
S1	6,608.0	6,608.0	6,633.5	6,617.0
S2	6,578.5	6,578.5	6,629.5
S3	6,531.0	6,560.5	6,625.0
S4	6,483.5	6,513.0	6,612.0

Weekly Pivots for week ending 20-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,253.0	7,132.0	6,713.0
R3	7,048.0	6,927.0	6,657.0
R2	6,843.0	6,843.0	6,638.0
R1	6,722.0	6,722.0	6,619.5	6,680.0
PP	6,638.0	6,638.0	6,638.0	6,617.0
S1	6,517.0	6,517.0	6,581.5	6,475.0
S2	6,433.0	6,433.0	6,563.0
S3	6,228.0	6,312.0	6,544.0
S4	6,023.0	6,107.0	6,488.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,712.5	6,554.5	158.0	2.4%	80.5	1.2%	53%	False	False	92,284
10	6,772.0	6,554.5	217.5	3.3%	79.5	1.2%	38%	False	False	90,255
20	6,772.0	6,530.0	242.0	3.6%	65.5	1.0%	45%	False	False	87,028
40	6,796.0	6,494.5	301.5	4.5%	69.0	1.0%	48%	False	False	77,092
60	6,796.0	6,451.5	344.5	5.2%	58.5	0.9%	54%	False	False	51,558
80	6,796.0	6,348.0	448.0	6.7%	52.5	0.8%	65%	False	False	38,732
100	6,796.0	6,062.5	733.5	11.1%	48.5	0.7%	78%	False	False	31,034
120	6,796.0	6,062.5	733.5	11.1%	42.0	0.6%	78%	False	False	25,873

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	19.2
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,845.5
2.618	6,768.0
1.618	6,720.5
1.000	6,691.0
0.618	6,673.0
HIGH	6,643.5
0.618	6,625.5
0.500	6,620.0
0.382	6,614.0
LOW	6,596.0
0.618	6,566.5
1.000	6,548.5
1.618	6,519.0
2.618	6,471.5
4.250	6,394.0

Fisher Pivots for day following 23-Jul-2007
Pivot	1 day	3 day
R1	6,632.0	6,634.0
PP	6,626.0	6,630.5
S1	6,620.0	6,626.5

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

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