FTSE 100 Index Future June 2007

Trading Metrics calculated at close of trading on 02-Mar-2007

Day Change Summary
	Previous	Current
	01-Mar-2007	02-Mar-2007	Change	Change %	Previous Week
Open	6,155.5	6,132.0	-23.5	-0.4%	6,428.0
High	6,221.0	6,156.5	-64.5	-1.0%	6,448.0
Low	6,030.0	6,082.5	52.5	0.9%	6,030.0
Close	6,124.0	6,116.5	-7.5	-0.1%	6,116.5
Range	191.0	74.0	-117.0	-61.3%	418.0
ATR	71.4	71.6	0.2	0.3%	0.0
Volume	1,228	670	-558	-45.4%	17,317

Daily Pivots for day following 02-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,340.5	6,302.5	6,157.0
R3	6,266.5	6,228.5	6,137.0
R2	6,192.5	6,192.5	6,130.0
R1	6,154.5	6,154.5	6,123.5	6,136.5
PP	6,118.5	6,118.5	6,118.5	6,109.5
S1	6,080.5	6,080.5	6,109.5	6,062.5
S2	6,044.5	6,044.5	6,103.0
S3	5,970.5	6,006.5	6,096.0
S4	5,896.5	5,932.5	6,076.0

Weekly Pivots for week ending 02-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,452.0	7,202.5	6,346.5
R3	7,034.0	6,784.5	6,231.5
R2	6,616.0	6,616.0	6,193.0
R1	6,366.5	6,366.5	6,155.0	6,282.0
PP	6,198.0	6,198.0	6,198.0	6,156.0
S1	5,948.5	5,948.5	6,078.0	5,864.0
S2	5,780.0	5,780.0	6,040.0
S3	5,362.0	5,530.5	6,001.5
S4	4,944.0	5,112.5	5,886.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,448.0	6,030.0	418.0	6.8%	106.5	1.7%	21%	False	False	3,463
10	6,458.5	6,030.0	428.5	7.0%	76.5	1.2%	20%	False	False	1,946
20	6,458.5	6,030.0	428.5	7.0%	54.0	0.9%	20%	False	False	1,030
40	6,458.5	6,030.0	428.5	7.0%	51.0	0.8%	20%	False	False	622
60	6,458.5	6,030.0	428.5	7.0%	38.5	0.6%	20%	False	False	679
80	6,458.5	6,030.0	428.5	7.0%	30.0	0.5%	20%	False	False	571
100	6,458.5	6,030.0	428.5	7.0%	24.5	0.4%	20%	False	False	464
120	6,458.5	5,868.0	590.5	9.7%	20.5	0.3%	42%	False	False	386

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	14.6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,471.0
2.618	6,350.0
1.618	6,276.0
1.000	6,230.5
0.618	6,202.0
HIGH	6,156.5
0.618	6,128.0
0.500	6,119.5
0.382	6,111.0
LOW	6,082.5
0.618	6,037.0
1.000	6,008.5
1.618	5,963.0
2.618	5,889.0
4.250	5,768.0

Fisher Pivots for day following 02-Mar-2007
Pivot	1 day	3 day
R1	6,119.5	6,134.0
PP	6,118.5	6,128.5
S1	6,117.5	6,122.5

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

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