FTSE 100 Index Future June 2007

Trading Metrics calculated at close of trading on 15-Jun-2007

Day Change Summary
	Previous	Current
	14-Jun-2007	15-Jun-2007	Change	Change %	Previous Week
Open	6,600.0	6,667.5	67.5	1.0%	6,521.0
High	6,658.5	6,705.0	46.5	0.7%	6,705.0
Low	6,591.5	6,661.5	70.0	1.1%	6,485.5
Close	6,645.5	6,699.0	53.5	0.8%	6,699.0
Range	67.0	43.5	-23.5	-35.1%	219.5
ATR	74.4	73.4	-1.1	-1.4%	0.0
Volume	281,758	192,746	-89,012	-31.6%	1,141,981

Daily Pivots for day following 15-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,819.0	6,802.5	6,723.0
R3	6,775.5	6,759.0	6,711.0
R2	6,732.0	6,732.0	6,707.0
R1	6,715.5	6,715.5	6,703.0	6,724.0
PP	6,688.5	6,688.5	6,688.5	6,692.5
S1	6,672.0	6,672.0	6,695.0	6,680.0
S2	6,645.0	6,645.0	6,691.0
S3	6,601.5	6,628.5	6,687.0
S4	6,558.0	6,585.0	6,675.0

Weekly Pivots for week ending 15-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,288.5	7,213.0	6,819.5
R3	7,069.0	6,993.5	6,759.5
R2	6,849.5	6,849.5	6,739.0
R1	6,774.0	6,774.0	6,719.0	6,812.0
PP	6,630.0	6,630.0	6,630.0	6,648.5
S1	6,554.5	6,554.5	6,679.0	6,592.0
S2	6,410.5	6,410.5	6,659.0
S3	6,191.0	6,335.0	6,638.5
S4	5,971.5	6,115.5	6,578.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,705.0	6,485.5	219.5	3.3%	69.0	1.0%	97%	True	False	228,396
10	6,705.0	6,455.0	250.0	3.7%	76.5	1.1%	98%	True	False	171,330
20	6,705.0	6,455.0	250.0	3.7%	67.0	1.0%	98%	True	False	127,660
40	6,705.0	6,410.0	295.0	4.4%	65.5	1.0%	98%	True	False	104,627
60	6,705.0	6,225.0	480.0	7.2%	62.5	0.9%	99%	True	False	96,895
80	6,705.0	5,981.5	723.5	10.8%	66.5	1.0%	99%	True	False	84,991
100	6,705.0	5,981.5	723.5	10.8%	61.0	0.9%	99%	True	False	68,027
120	6,705.0	5,981.5	723.5	10.8%	57.0	0.9%	99%	True	False	56,830

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	12.9
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	6,890.0
2.618	6,819.0
1.618	6,775.5
1.000	6,748.5
0.618	6,732.0
HIGH	6,705.0
0.618	6,688.5
0.500	6,683.0
0.382	6,678.0
LOW	6,661.5
0.618	6,634.5
1.000	6,618.0
1.618	6,591.0
2.618	6,547.5
4.250	6,476.5

Fisher Pivots for day following 15-Jun-2007
Pivot	1 day	3 day
R1	6,694.0	6,664.5
PP	6,688.5	6,630.0
S1	6,683.0	6,595.0

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

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