FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 01-Mar-2007

Day Change Summary
	Previous	Current
	28-Feb-2007	01-Mar-2007	Change	Change %	Previous Week
Open	6,231.5	6,229.5	-2.0	0.0%	6,486.0
High	6,232.0	6,255.0	23.0	0.4%	6,486.0
Low	6,184.0	6,157.5	-26.5	-0.4%	6,409.0
Close	6,215.5	6,157.5	-58.0	-0.9%	6,439.0
Range	48.0	97.5	49.5	103.1%	77.0
ATR	40.7	44.8	4.1	10.0%	0.0
Volume	9	13	4	44.4%	0

Daily Pivots for day following 01-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,482.5	6,417.5	6,211.0
R3	6,385.0	6,320.0	6,184.5
R2	6,287.5	6,287.5	6,175.5
R1	6,222.5	6,222.5	6,166.5	6,206.0
PP	6,190.0	6,190.0	6,190.0	6,182.0
S1	6,125.0	6,125.0	6,148.5	6,109.0
S2	6,092.5	6,092.5	6,139.5
S3	5,995.0	6,027.5	6,130.5
S4	5,897.5	5,930.0	6,104.0

Weekly Pivots for week ending 23-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,675.5	6,634.5	6,481.5
R3	6,598.5	6,557.5	6,460.0
R2	6,521.5	6,521.5	6,453.0
R1	6,480.5	6,480.5	6,446.0	6,462.5
PP	6,444.5	6,444.5	6,444.5	6,436.0
S1	6,403.5	6,403.5	6,432.0	6,385.5
S2	6,367.5	6,367.5	6,425.0
S3	6,290.5	6,326.5	6,418.0
S4	6,213.5	6,249.5	6,396.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,486.5	6,157.5	329.0	5.3%	36.5	0.6%	0%	False	True	256
10	6,486.5	6,157.5	329.0	5.3%	18.0	0.3%	0%	False	True	128
20	6,486.5	6,157.5	329.0	5.3%	9.5	0.2%	0%	False	True	65
40	6,486.5	6,157.5	329.0	5.3%	11.5	0.2%	0%	False	True	87
60	6,486.5	6,157.5	329.0	5.3%	8.5	0.1%	0%	False	True	59
80	6,486.5	6,107.5	379.0	6.2%	6.0	0.1%	13%	False	False	44

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	2.6
Widest range in 88 trading days

Fibonacci Retracements and Extensions
4.250	6,669.5
2.618	6,510.5
1.618	6,413.0
1.000	6,352.5
0.618	6,315.5
HIGH	6,255.0
0.618	6,218.0
0.500	6,206.0
0.382	6,194.5
LOW	6,157.5
0.618	6,097.0
1.000	6,060.0
1.618	5,999.5
2.618	5,902.0
4.250	5,743.0

Fisher Pivots for day following 01-Mar-2007
Pivot	1 day	3 day
R1	6,206.0	6,279.5
PP	6,190.0	6,239.0
S1	6,174.0	6,198.0

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

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