FTSE 100 Index Future June 2007

Trading Metrics calculated at close of trading on 05-Jun-2007

Day Change Summary
	Previous	Current
	04-Jun-2007	05-Jun-2007	Change	Change %	Previous Week
Open	6,654.0	6,672.0	18.0	0.3%	6,602.0
High	6,672.0	6,684.0	12.0	0.2%	6,680.0
Low	6,640.5	6,586.5	-54.0	-0.8%	6,535.0
Close	6,664.0	6,645.0	-19.0	-0.3%	6,677.5
Range	31.5	97.5	66.0	209.5%	145.0
ATR	60.0	62.7	2.7	4.5%	0.0
Volume	102,321	44,733	-57,588	-56.3%	349,392

Daily Pivots for day following 05-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,931.0	6,885.5	6,698.5
R3	6,833.5	6,788.0	6,672.0
R2	6,736.0	6,736.0	6,663.0
R1	6,690.5	6,690.5	6,654.0	6,664.5
PP	6,638.5	6,638.5	6,638.5	6,625.5
S1	6,593.0	6,593.0	6,636.0	6,567.0
S2	6,541.0	6,541.0	6,627.0
S3	6,443.5	6,495.5	6,618.0
S4	6,346.0	6,398.0	6,591.5

Weekly Pivots for week ending 01-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,066.0	7,016.5	6,757.0
R3	6,921.0	6,871.5	6,717.5
R2	6,776.0	6,776.0	6,704.0
R1	6,726.5	6,726.5	6,691.0	6,751.0
PP	6,631.0	6,631.0	6,631.0	6,643.0
S1	6,581.5	6,581.5	6,664.0	6,606.0
S2	6,486.0	6,486.0	6,651.0
S3	6,341.0	6,436.5	6,637.5
S4	6,196.0	6,291.5	6,598.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,684.0	6,535.0	149.0	2.2%	63.5	1.0%	74%	True	False	84,125
10	6,684.0	6,535.0	149.0	2.2%	56.0	0.8%	74%	True	False	82,496
20	6,684.0	6,460.0	224.0	3.4%	61.5	0.9%	83%	True	False	86,813
40	6,684.0	6,388.5	295.5	4.4%	60.0	0.9%	87%	True	False	80,730
60	6,684.0	5,987.0	697.0	10.5%	61.5	0.9%	94%	True	False	86,010
80	6,684.0	5,981.5	702.5	10.6%	62.0	0.9%	94%	True	False	65,426
100	6,684.0	5,981.5	702.5	10.6%	58.0	0.9%	94%	True	False	52,378
120	6,684.0	5,981.5	702.5	10.6%	52.0	0.8%	94%	True	False	43,778

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.3
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	7,098.5
2.618	6,939.5
1.618	6,842.0
1.000	6,781.5
0.618	6,744.5
HIGH	6,684.0
0.618	6,647.0
0.500	6,635.0
0.382	6,623.5
LOW	6,586.5
0.618	6,526.0
1.000	6,489.0
1.618	6,428.5
2.618	6,331.0
4.250	6,172.0

Fisher Pivots for day following 05-Jun-2007
Pivot	1 day	3 day
R1	6,642.0	6,642.0
PP	6,638.5	6,638.5
S1	6,635.0	6,635.0

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

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