FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 17-Sep-2007

Day Change Summary
	Previous	Current
	14-Sep-2007	17-Sep-2007	Change	Change %	Previous Week
Open	6,315.0	6,261.0	-54.0	-0.9%	6,226.0
High	6,338.5	6,265.5	-73.0	-1.2%	6,381.0
Low	6,211.5	6,146.0	-65.5	-1.1%	6,125.5
Close	6,298.5	6,186.0	-112.5	-1.8%	6,298.5
Range	127.0	119.5	-7.5	-5.9%	255.5
ATR	123.6	125.7	2.1	1.7%	0.0
Volume	120,831	178,401	57,570	47.6%	592,063

Daily Pivots for day following 17-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,557.5	6,491.5	6,251.5
R3	6,438.0	6,372.0	6,219.0
R2	6,318.5	6,318.5	6,208.0
R1	6,252.5	6,252.5	6,197.0	6,226.0
PP	6,199.0	6,199.0	6,199.0	6,186.0
S1	6,133.0	6,133.0	6,175.0	6,106.0
S2	6,079.5	6,079.5	6,164.0
S3	5,960.0	6,013.5	6,153.0
S4	5,840.5	5,894.0	6,120.5

Weekly Pivots for week ending 14-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,035.0	6,922.0	6,439.0
R3	6,779.5	6,666.5	6,369.0
R2	6,524.0	6,524.0	6,345.5
R1	6,411.0	6,411.0	6,322.0	6,467.5
PP	6,268.5	6,268.5	6,268.5	6,296.5
S1	6,155.5	6,155.5	6,275.0	6,212.0
S2	6,013.0	6,013.0	6,251.5
S3	5,757.5	5,900.0	6,228.0
S4	5,502.0	5,644.5	6,158.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,381.0	6,146.0	235.0	3.8%	107.5	1.7%	17%	False	True	127,452
10	6,403.0	6,125.5	277.5	4.5%	118.0	1.9%	22%	False	False	117,806
20	6,403.0	6,050.5	352.5	5.7%	105.0	1.7%	38%	False	False	106,081
40	6,628.5	5,840.0	788.5	12.7%	120.0	1.9%	44%	False	False	132,460
60	6,772.0	5,840.0	932.0	15.1%	102.0	1.6%	37%	False	False	117,316
80	6,796.0	5,840.0	956.0	15.5%	94.5	1.5%	36%	False	False	104,776
100	6,796.0	5,840.0	956.0	15.5%	83.0	1.3%	36%	False	False	83,918
120	6,796.0	5,840.0	956.0	15.5%	75.0	1.2%	36%	False	False	69,974

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	22.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,773.5
2.618	6,578.5
1.618	6,459.0
1.000	6,385.0
0.618	6,339.5
HIGH	6,265.5
0.618	6,220.0
0.500	6,206.0
0.382	6,191.5
LOW	6,146.0
0.618	6,072.0
1.000	6,026.5
1.618	5,952.5
2.618	5,833.0
4.250	5,638.0

Fisher Pivots for day following 17-Sep-2007
Pivot	1 day	3 day
R1	6,206.0	6,263.5
PP	6,199.0	6,237.5
S1	6,192.5	6,212.0

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

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