FTSE 100 Index Future June 2007

Trading Metrics calculated at close of trading on 03-Jan-2007

Day Change Summary
	Previous	Current
	02-Jan-2007	03-Jan-2007	Change	Change %	Previous Week
Open	6,331.0	6,332.0	1.0	0.0%	6,256.0
High	6,352.0	6,353.0	1.0	0.0%	6,283.0
Low	6,331.0	6,332.0	1.0	0.0%	6,236.5
Close	6,349.5	6,350.0	0.5	0.0%	6,239.0
Range	21.0	21.0	0.0	0.0%	46.5
ATR	31.3	30.6	-0.7	-2.3%	0.0
Volume	6	69	63	1,050.0%	82

Daily Pivots for day following 03-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,408.0	6,400.0	6,361.5
R3	6,387.0	6,379.0	6,356.0
R2	6,366.0	6,366.0	6,354.0
R1	6,358.0	6,358.0	6,352.0	6,362.0
PP	6,345.0	6,345.0	6,345.0	6,347.0
S1	6,337.0	6,337.0	6,348.0	6,341.0
S2	6,324.0	6,324.0	6,346.0
S3	6,303.0	6,316.0	6,344.0
S4	6,282.0	6,295.0	6,338.5

Weekly Pivots for week ending 29-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	6,392.5	6,362.0	6,264.5
R3	6,346.0	6,315.5	6,252.0
R2	6,299.5	6,299.5	6,247.5
R1	6,269.0	6,269.0	6,243.5	6,261.0
PP	6,253.0	6,253.0	6,253.0	6,249.0
S1	6,222.5	6,222.5	6,234.5	6,214.5
S2	6,206.5	6,206.5	6,230.5
S3	6,160.0	6,176.0	6,226.0
S4	6,113.5	6,129.5	6,213.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,353.0	6,236.5	116.5	1.8%	16.0	0.3%	97%	True	False	31
10	6,353.0	6,215.5	137.5	2.2%	11.0	0.2%	98%	True	False	19
20	6,353.0	6,094.0	259.0	4.1%	8.5	0.1%	99%	True	False	119
40	6,353.0	6,077.0	276.0	4.3%	7.0	0.1%	99%	True	False	157
60	6,353.0	6,077.0	276.0	4.3%	5.0	0.1%	99%	True	False	116
80	6,353.0	5,868.0	485.0	7.6%	4.0	0.1%	99%	True	False	87
100	6,353.0	5,868.0	485.0	7.6%	3.0	0.0%	99%	True	False	70
120	6,353.0	5,740.5	612.5	9.6%	2.5	0.0%	100%	True	False	58

Crabel Price Patterns
NR	False
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	0.5

Fibonacci Retracements and Extensions
4.250	6,442.0
2.618	6,408.0
1.618	6,387.0
1.000	6,374.0
0.618	6,366.0
HIGH	6,353.0
0.618	6,345.0
0.500	6,342.5
0.382	6,340.0
LOW	6,332.0
0.618	6,319.0
1.000	6,311.0
1.618	6,298.0
2.618	6,277.0
4.250	6,243.0

Fisher Pivots for day following 03-Jan-2007
Pivot	1 day	3 day
R1	6,347.5	6,331.5
PP	6,345.0	6,313.0
S1	6,342.5	6,295.0

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

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