FTSE 100 Index Future June 2007

Trading Metrics calculated at close of trading on 11-Jan-2007

Day Change Summary
	Previous	Current
	10-Jan-2007	11-Jan-2007	Change	Change %	Previous Week
Open	6,183.5	6,199.5	16.0	0.3%	6,331.0
High	6,197.5	6,257.0	59.5	1.0%	6,353.0
Low	6,176.5	6,153.5	-23.0	-0.4%	6,236.5
Close	6,180.0	6,257.0	77.0	1.2%	6,245.5
Range	21.0	103.5	82.5	392.9%	116.5
ATR	38.5	43.2	4.6	12.0%	0.0
Volume	151	387	236	156.3%	14,587

Daily Pivots for day following 11-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,533.0	6,498.5	6,314.0
R3	6,429.5	6,395.0	6,285.5
R2	6,326.0	6,326.0	6,276.0
R1	6,291.5	6,291.5	6,266.5	6,309.0
PP	6,222.5	6,222.5	6,222.5	6,231.0
S1	6,188.0	6,188.0	6,247.5	6,205.0
S2	6,119.0	6,119.0	6,238.0
S3	6,015.5	6,084.5	6,228.5
S4	5,912.0	5,981.0	6,200.0

Weekly Pivots for week ending 05-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,628.0	6,553.0	6,309.5
R3	6,511.5	6,436.5	6,277.5
R2	6,395.0	6,395.0	6,267.0
R1	6,320.0	6,320.0	6,256.0	6,299.0
PP	6,278.5	6,278.5	6,278.5	6,268.0
S1	6,203.5	6,203.5	6,235.0	6,183.0
S2	6,162.0	6,162.0	6,224.0
S3	6,045.5	6,087.0	6,213.5
S4	5,929.0	5,970.5	6,181.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,304.0	6,153.5	150.5	2.4%	61.0	1.0%	69%	False	True	315
10	6,353.0	6,153.5	199.5	3.2%	38.5	0.6%	52%	False	True	1,554
20	6,353.0	6,153.5	199.5	3.2%	23.0	0.4%	52%	False	True	779
40	6,353.0	6,077.0	276.0	4.4%	15.0	0.2%	65%	False	False	542
60	6,353.0	6,077.0	276.0	4.4%	10.5	0.2%	65%	False	False	373
80	6,353.0	5,868.0	485.0	7.8%	8.0	0.1%	80%	False	False	280
100	6,353.0	5,868.0	485.0	7.8%	6.5	0.1%	80%	False	False	224
120	6,353.0	5,868.0	485.0	7.8%	5.5	0.1%	80%	False	False	186

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.7
Widest range in 146 trading days

Fibonacci Retracements and Extensions
4.250	6,697.0
2.618	6,528.0
1.618	6,424.5
1.000	6,360.5
0.618	6,321.0
HIGH	6,257.0
0.618	6,217.5
0.500	6,205.0
0.382	6,193.0
LOW	6,153.5
0.618	6,089.5
1.000	6,050.0
1.618	5,986.0
2.618	5,882.5
4.250	5,713.5

Fisher Pivots for day following 11-Jan-2007
Pivot	1 day	3 day
R1	6,240.0	6,240.0
PP	6,222.5	6,222.5
S1	6,205.0	6,205.0

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

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