FTSE 100 Index Future June 2007

Trading Metrics calculated at close of trading on 21-Mar-2007

Day Change Summary
	Previous	Current
	20-Mar-2007	21-Mar-2007	Change	Change %	Previous Week
Open	6,211.5	6,230.0	18.5	0.3%	6,289.5
High	6,239.0	6,315.5	76.5	1.2%	6,297.5
Low	6,172.0	6,225.0	53.0	0.9%	5,987.0
Close	6,234.0	6,281.0	47.0	0.8%	6,145.0
Range	67.0	90.5	23.5	35.1%	310.5
ATR	82.3	82.8	0.6	0.7%	0.0
Volume	79,949	104,079	24,130	30.2%	728,068

Daily Pivots for day following 21-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,545.5	6,503.5	6,331.0
R3	6,455.0	6,413.0	6,306.0
R2	6,364.5	6,364.5	6,297.5
R1	6,322.5	6,322.5	6,289.5	6,343.5
PP	6,274.0	6,274.0	6,274.0	6,284.0
S1	6,232.0	6,232.0	6,272.5	6,253.0
S2	6,183.5	6,183.5	6,264.5
S3	6,093.0	6,141.5	6,256.0
S4	6,002.5	6,051.0	6,231.0

Weekly Pivots for week ending 16-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,074.5	6,920.5	6,316.0
R3	6,764.0	6,610.0	6,230.5
R2	6,453.5	6,453.5	6,202.0
R1	6,299.5	6,299.5	6,173.5	6,221.0
PP	6,143.0	6,143.0	6,143.0	6,104.0
S1	5,989.0	5,989.0	6,116.5	5,911.0
S2	5,832.5	5,832.5	6,088.0
S3	5,522.0	5,678.5	6,059.5
S4	5,211.5	5,368.0	5,974.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,315.5	6,083.5	232.0	3.7%	71.0	1.1%	85%	True	False	102,763
10	6,315.5	5,987.0	328.5	5.2%	75.0	1.2%	89%	True	False	104,099
20	6,448.0	5,981.5	466.5	7.4%	80.0	1.3%	64%	False	False	54,403
40	6,458.5	5,981.5	477.0	7.6%	59.5	0.9%	63%	False	False	27,299
60	6,458.5	5,981.5	477.0	7.6%	53.0	0.8%	63%	False	False	18,499
80	6,458.5	5,981.5	477.0	7.6%	41.5	0.7%	63%	False	False	13,907
100	6,458.5	5,981.5	477.0	7.6%	34.0	0.5%	63%	False	False	11,162
120	6,458.5	5,981.5	477.0	7.6%	28.5	0.5%	63%	False	False	9,306

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.1
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,700.0
2.618	6,552.5
1.618	6,462.0
1.000	6,406.0
0.618	6,371.5
HIGH	6,315.5
0.618	6,281.0
0.500	6,270.0
0.382	6,259.5
LOW	6,225.0
0.618	6,169.0
1.000	6,134.5
1.618	6,078.5
2.618	5,988.0
4.250	5,840.5

Fisher Pivots for day following 21-Mar-2007
Pivot	1 day	3 day
R1	6,277.5	6,266.0
PP	6,274.0	6,250.5
S1	6,270.0	6,235.0

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

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