FTSE 100 Index Future June 2007

Trading Metrics calculated at close of trading on 12-Mar-2007

Day Change Summary
	Previous	Current
	09-Mar-2007	12-Mar-2007	Change	Change %	Previous Week
Open	6,239.0	6,289.5	50.5	0.8%	6,017.5
High	6,275.5	6,297.5	22.0	0.4%	6,275.5
Low	6,210.5	6,236.5	26.0	0.4%	5,981.5
Close	6,269.0	6,254.5	-14.5	-0.2%	6,269.0
Range	65.0	61.0	-4.0	-6.2%	294.0
ATR	74.6	73.6	-1.0	-1.3%	0.0
Volume	28,114	121,235	93,121	331.2%	81,260

Daily Pivots for day following 12-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,446.0	6,411.0	6,288.0
R3	6,385.0	6,350.0	6,271.5
R2	6,324.0	6,324.0	6,265.5
R1	6,289.0	6,289.0	6,260.0	6,276.0
PP	6,263.0	6,263.0	6,263.0	6,256.0
S1	6,228.0	6,228.0	6,249.0	6,215.0
S2	6,202.0	6,202.0	6,243.5
S3	6,141.0	6,167.0	6,237.5
S4	6,080.0	6,106.0	6,221.0

Weekly Pivots for week ending 09-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,057.5	6,957.0	6,430.5
R3	6,763.5	6,663.0	6,350.0
R2	6,469.5	6,469.5	6,323.0
R1	6,369.0	6,369.0	6,296.0	6,419.0
PP	6,175.5	6,175.5	6,175.5	6,200.5
S1	6,075.0	6,075.0	6,242.0	6,125.0
S2	5,881.5	5,881.5	6,215.0
S3	5,587.5	5,781.0	6,188.0
S4	5,293.5	5,487.0	6,107.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,297.5	6,064.0	233.5	3.7%	64.5	1.0%	82%	True	False	39,971
10	6,420.0	5,981.5	438.5	7.0%	92.0	1.5%	62%	False	False	21,888
20	6,458.5	5,981.5	477.0	7.6%	66.0	1.1%	57%	False	False	11,118
40	6,458.5	5,981.5	477.0	7.6%	53.5	0.9%	57%	False	False	5,655
60	6,458.5	5,981.5	477.0	7.6%	44.0	0.7%	57%	False	False	4,035
80	6,458.5	5,981.5	477.0	7.6%	35.0	0.6%	57%	False	False	3,096
100	6,458.5	5,981.5	477.0	7.6%	28.5	0.5%	57%	False	False	2,489
120	6,458.5	5,868.0	590.5	9.4%	24.0	0.4%	65%	False	False	2,074

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	True
Stretch	23.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,557.0
2.618	6,457.0
1.618	6,396.0
1.000	6,358.5
0.618	6,335.0
HIGH	6,297.5
0.618	6,274.0
0.500	6,267.0
0.382	6,260.0
LOW	6,236.5
0.618	6,199.0
1.000	6,175.5
1.618	6,138.0
2.618	6,077.0
4.250	5,977.0

Fisher Pivots for day following 12-Mar-2007
Pivot	1 day	3 day
R1	6,267.0	6,252.5
PP	6,263.0	6,251.0
S1	6,258.5	6,249.0

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

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