FTSE 100 Index Future June 2007

Trading Metrics calculated at close of trading on 30-Mar-2007

Day Change Summary
	Previous	Current
	29-Mar-2007	30-Mar-2007	Change	Change %	Previous Week
Open	6,306.0	6,347.0	41.0	0.7%	6,363.5
High	6,358.5	6,353.0	-5.5	-0.1%	6,379.5
Low	6,303.0	6,307.0	4.0	0.1%	6,270.0
Close	6,353.0	6,326.0	-27.0	-0.4%	6,326.0
Range	55.5	46.0	-9.5	-17.1%	109.5
ATR	77.4	75.2	-2.2	-2.9%	0.0
Volume	83,300	100,784	17,484	21.0%	438,702

Daily Pivots for day following 30-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,466.5	6,442.5	6,351.5
R3	6,420.5	6,396.5	6,338.5
R2	6,374.5	6,374.5	6,334.5
R1	6,350.5	6,350.5	6,330.0	6,339.5
PP	6,328.5	6,328.5	6,328.5	6,323.0
S1	6,304.5	6,304.5	6,322.0	6,293.5
S2	6,282.5	6,282.5	6,317.5
S3	6,236.5	6,258.5	6,313.5
S4	6,190.5	6,212.5	6,300.5

Weekly Pivots for week ending 30-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,653.5	6,599.5	6,386.0
R3	6,544.0	6,490.0	6,356.0
R2	6,434.5	6,434.5	6,346.0
R1	6,380.5	6,380.5	6,336.0	6,353.0
PP	6,325.0	6,325.0	6,325.0	6,311.5
S1	6,271.0	6,271.0	6,316.0	6,243.0
S2	6,215.5	6,215.5	6,306.0
S3	6,106.0	6,161.5	6,296.0
S4	5,996.5	6,052.0	6,266.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,379.5	6,270.0	109.5	1.7%	60.5	1.0%	51%	False	False	87,740
10	6,379.5	6,155.0	224.5	3.5%	64.0	1.0%	76%	False	False	89,746
20	6,379.5	5,981.5	398.0	6.3%	69.5	1.1%	87%	False	False	85,339
40	6,458.5	5,981.5	477.0	7.5%	62.0	1.0%	72%	False	False	43,185
60	6,458.5	5,981.5	477.0	7.5%	57.0	0.9%	72%	False	False	28,861
80	6,458.5	5,981.5	477.0	7.5%	46.0	0.7%	72%	False	False	21,844
100	6,458.5	5,981.5	477.0	7.5%	38.0	0.6%	72%	False	False	17,525
120	6,458.5	5,981.5	477.0	7.5%	32.0	0.5%	72%	False	False	14,610

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.7
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	6,548.5
2.618	6,473.5
1.618	6,427.5
1.000	6,399.0
0.618	6,381.5
HIGH	6,353.0
0.618	6,335.5
0.500	6,330.0
0.382	6,324.5
LOW	6,307.0
0.618	6,278.5
1.000	6,261.0
1.618	6,232.5
2.618	6,186.5
4.250	6,111.5

Fisher Pivots for day following 30-Mar-2007
Pivot	1 day	3 day
R1	6,330.0	6,322.0
PP	6,328.5	6,318.0
S1	6,327.5	6,314.0

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

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