FTSE 100 Index Future June 2007

Trading Metrics calculated at close of trading on 07-Jun-2007

Day Change Summary
	Previous	Current
	06-Jun-2007	07-Jun-2007	Change	Change %	Previous Week
Open	6,636.0	6,574.0	-62.0	-0.9%	6,602.0
High	6,643.5	6,575.5	-68.0	-1.0%	6,680.0
Low	6,516.5	6,480.5	-36.0	-0.6%	6,535.0
Close	6,536.0	6,507.5	-28.5	-0.4%	6,677.5
Range	127.0	95.0	-32.0	-25.2%	145.0
ATR	67.4	69.3	2.0	2.9%	0.0
Volume	98,336	159,409	61,073	62.1%	349,392

Daily Pivots for day following 07-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,806.0	6,752.0	6,560.0
R3	6,711.0	6,657.0	6,533.5
R2	6,616.0	6,616.0	6,525.0
R1	6,562.0	6,562.0	6,516.0	6,541.5
PP	6,521.0	6,521.0	6,521.0	6,511.0
S1	6,467.0	6,467.0	6,499.0	6,446.5
S2	6,426.0	6,426.0	6,490.0
S3	6,331.0	6,372.0	6,481.5
S4	6,236.0	6,277.0	6,455.0

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	6,480.5	203.5	3.1%	82.0	1.3%	13%	False	True	102,148
10	6,684.0	6,480.5	203.5	3.1%	69.5	1.1%	13%	False	True	92,486
20	6,684.0	6,460.0	224.0	3.4%	66.0	1.0%	21%	False	False	89,803
40	6,684.0	6,388.5	295.5	4.5%	63.5	1.0%	40%	False	False	84,157
60	6,684.0	5,987.0	697.0	10.7%	63.5	1.0%	75%	False	False	87,817
80	6,684.0	5,981.5	702.5	10.8%	64.0	1.0%	75%	False	False	68,642
100	6,684.0	5,981.5	702.5	10.8%	59.5	0.9%	75%	False	False	54,952
120	6,684.0	5,981.5	702.5	10.8%	54.0	0.8%	75%	False	False	45,926

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,979.0
2.618	6,824.0
1.618	6,729.0
1.000	6,670.5
0.618	6,634.0
HIGH	6,575.5
0.618	6,539.0
0.500	6,528.0
0.382	6,517.0
LOW	6,480.5
0.618	6,422.0
1.000	6,385.5
1.618	6,327.0
2.618	6,232.0
4.250	6,077.0

Fisher Pivots for day following 07-Jun-2007
Pivot	1 day	3 day
R1	6,528.0	6,582.0
PP	6,521.0	6,557.5
S1	6,514.5	6,532.5

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

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