FTSE 100 Index Future June 2007

Trading Metrics calculated at close of trading on 23-May-2007

Day Change Summary
	Previous	Current
	22-May-2007	23-May-2007	Change	Change %	Previous Week
Open	6,648.0	6,618.0	-30.0	-0.5%	6,600.0
High	6,652.0	6,648.0	-4.0	-0.1%	6,667.5
Low	6,601.5	6,614.5	13.0	0.2%	6,539.5
Close	6,617.0	6,624.5	7.5	0.1%	6,647.5
Range	50.5	33.5	-17.0	-33.7%	128.0
ATR	64.6	62.4	-2.2	-3.4%	0.0
Volume	75,859	81,979	6,120	8.1%	431,685

Daily Pivots for day following 23-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,729.5	6,710.5	6,643.0
R3	6,696.0	6,677.0	6,633.5
R2	6,662.5	6,662.5	6,630.5
R1	6,643.5	6,643.5	6,627.5	6,653.0
PP	6,629.0	6,629.0	6,629.0	6,634.0
S1	6,610.0	6,610.0	6,621.5	6,619.5
S2	6,595.5	6,595.5	6,618.5
S3	6,562.0	6,576.5	6,615.5
S4	6,528.5	6,543.0	6,606.0

Weekly Pivots for week ending 18-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,002.0	6,953.0	6,718.0
R3	6,874.0	6,825.0	6,682.5
R2	6,746.0	6,746.0	6,671.0
R1	6,697.0	6,697.0	6,659.0	6,721.5
PP	6,618.0	6,618.0	6,618.0	6,630.5
S1	6,569.0	6,569.0	6,636.0	6,593.5
S2	6,490.0	6,490.0	6,624.0
S3	6,362.0	6,441.0	6,612.5
S4	6,234.0	6,313.0	6,577.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,683.5	6,563.5	120.0	1.8%	53.5	0.8%	51%	False	False	78,052
10	6,683.5	6,460.0	223.5	3.4%	62.5	0.9%	74%	False	False	87,120
20	6,683.5	6,410.0	273.5	4.1%	64.5	1.0%	78%	False	False	78,749
40	6,683.5	6,270.0	413.5	6.2%	58.5	0.9%	86%	False	False	79,770
60	6,683.5	5,981.5	702.0	10.6%	67.0	1.0%	92%	False	False	76,051
80	6,683.5	5,981.5	702.0	10.6%	59.5	0.9%	92%	False	False	57,100
100	6,683.5	5,981.5	702.0	10.6%	57.0	0.9%	92%	False	False	45,861
120	6,683.5	5,981.5	702.0	10.6%	48.5	0.7%	92%	False	False	38,237

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.9
Narrowest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	6,790.5
2.618	6,735.5
1.618	6,702.0
1.000	6,681.5
0.618	6,668.5
HIGH	6,648.0
0.618	6,635.0
0.500	6,631.0
0.382	6,627.5
LOW	6,614.5
0.618	6,594.0
1.000	6,581.0
1.618	6,560.5
2.618	6,527.0
4.250	6,472.0

Fisher Pivots for day following 23-May-2007
Pivot	1 day	3 day
R1	6,631.0	6,642.5
PP	6,629.0	6,636.5
S1	6,627.0	6,630.5

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

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