FTSE 100 Index Future June 2007

Trading Metrics calculated at close of trading on 06-Jun-2007

Day Change Summary
	Previous	Current
	05-Jun-2007	06-Jun-2007	Change	Change %	Previous Week
Open	6,672.0	6,636.0	-36.0	-0.5%	6,602.0
High	6,684.0	6,643.5	-40.5	-0.6%	6,680.0
Low	6,586.5	6,516.5	-70.0	-1.1%	6,535.0
Close	6,645.0	6,536.0	-109.0	-1.6%	6,677.5
Range	97.5	127.0	29.5	30.3%	145.0
ATR	62.7	67.4	4.7	7.5%	0.0
Volume	44,733	98,336	53,603	119.8%	349,392

Daily Pivots for day following 06-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,946.5	6,868.0	6,606.0
R3	6,819.5	6,741.0	6,571.0
R2	6,692.5	6,692.5	6,559.5
R1	6,614.0	6,614.0	6,547.5	6,590.0
PP	6,565.5	6,565.5	6,565.5	6,553.0
S1	6,487.0	6,487.0	6,524.5	6,463.0
S2	6,438.5	6,438.5	6,512.5
S3	6,311.5	6,360.0	6,501.0
S4	6,184.5	6,233.0	6,466.0

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	6,516.5	167.5	2.6%	72.0	1.1%	12%	False	True	89,542
10	6,684.0	6,516.5	167.5	2.6%	63.5	1.0%	12%	False	True	84,743
20	6,684.0	6,460.0	224.0	3.4%	64.5	1.0%	34%	False	False	86,612
40	6,684.0	6,388.5	295.5	4.5%	62.0	1.0%	50%	False	False	81,775
60	6,684.0	5,987.0	697.0	10.7%	63.0	1.0%	79%	False	False	87,181
80	6,684.0	5,981.5	702.5	10.7%	63.0	1.0%	79%	False	False	66,654
100	6,684.0	5,981.5	702.5	10.7%	58.5	0.9%	79%	False	False	53,361
120	6,684.0	5,981.5	702.5	10.7%	53.0	0.8%	79%	False	False	44,597

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.6
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	7,183.0
2.618	6,976.0
1.618	6,849.0
1.000	6,770.5
0.618	6,722.0
HIGH	6,643.5
0.618	6,595.0
0.500	6,580.0
0.382	6,565.0
LOW	6,516.5
0.618	6,438.0
1.000	6,389.5
1.618	6,311.0
2.618	6,184.0
4.250	5,977.0

Fisher Pivots for day following 06-Jun-2007
Pivot	1 day	3 day
R1	6,580.0	6,600.0
PP	6,565.5	6,579.0
S1	6,550.5	6,557.5

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

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