FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 28-Mar-2007

Day Change Summary
	Previous	Current
	27-Mar-2007	28-Mar-2007	Change	Change %	Previous Week
Open	6,386.5	6,353.0	-33.5	-0.5%	6,217.5
High	6,386.5	6,355.5	-31.0	-0.5%	6,409.5
Low	6,342.5	6,321.5	-21.0	-0.3%	6,189.5
Close	6,346.0	6,325.0	-21.0	-0.3%	6,398.0
Range	44.0	34.0	-10.0	-22.7%	220.0
ATR	55.2	53.7	-1.5	-2.7%	0.0
Volume	288	431	143	49.7%	1,860

Daily Pivots for day following 28-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,436.0	6,414.5	6,343.5
R3	6,402.0	6,380.5	6,334.5
R2	6,368.0	6,368.0	6,331.0
R1	6,346.5	6,346.5	6,328.0	6,340.0
PP	6,334.0	6,334.0	6,334.0	6,331.0
S1	6,312.5	6,312.5	6,322.0	6,306.0
S2	6,300.0	6,300.0	6,319.0
S3	6,266.0	6,278.5	6,315.5
S4	6,232.0	6,244.5	6,306.5

Weekly Pivots for week ending 23-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,992.5	6,915.0	6,519.0
R3	6,772.5	6,695.0	6,458.5
R2	6,552.5	6,552.5	6,438.5
R1	6,475.0	6,475.0	6,418.0	6,514.0
PP	6,332.5	6,332.5	6,332.5	6,351.5
S1	6,255.0	6,255.0	6,378.0	6,294.0
S2	6,112.5	6,112.5	6,357.5
S3	5,892.5	6,035.0	6,337.5
S4	5,672.5	5,815.0	6,277.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,409.5	6,321.5	88.0	1.4%	42.5	0.7%	4%	False	True	410
10	6,409.5	6,142.0	267.5	4.2%	46.0	0.7%	68%	False	False	350
20	6,409.5	6,062.5	347.0	5.5%	34.0	0.5%	76%	False	False	230
40	6,486.5	6,062.5	424.0	6.7%	19.5	0.3%	62%	False	False	147
60	6,486.5	6,062.5	424.0	6.7%	17.5	0.3%	62%	False	False	135
80	6,486.5	6,062.5	424.0	6.7%	13.5	0.2%	62%	False	False	101
100	6,486.5	6,062.5	424.0	6.7%	11.0	0.2%	62%	False	False	81

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	6.7
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	6,500.0
2.618	6,444.5
1.618	6,410.5
1.000	6,389.5
0.618	6,376.5
HIGH	6,355.5
0.618	6,342.5
0.500	6,338.5
0.382	6,334.5
LOW	6,321.5
0.618	6,300.5
1.000	6,287.5
1.618	6,266.5
2.618	6,232.5
4.250	6,177.0

Fisher Pivots for day following 28-Mar-2007
Pivot	1 day	3 day
R1	6,338.5	6,364.0
PP	6,334.0	6,351.0
S1	6,329.5	6,338.0

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

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