FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 25-May-2007

Day Change Summary
	Previous	Current
	24-May-2007	25-May-2007	Change	Change %	Previous Week
Open	6,615.5	6,588.0	-27.5	-0.4%	6,701.5
High	6,655.5	6,611.0	-44.5	-0.7%	6,721.0
Low	6,607.5	6,579.5	-28.0	-0.4%	6,579.5
Close	6,605.5	6,606.0	0.5	0.0%	6,606.0
Range	48.0	31.5	-16.5	-34.4%	141.5
ATR	48.9	47.7	-1.2	-2.5%	0.0
Volume	12	36	24	200.0%	3,550

Daily Pivots for day following 25-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,693.5	6,681.0	6,623.5
R3	6,662.0	6,649.5	6,614.5
R2	6,630.5	6,630.5	6,612.0
R1	6,618.0	6,618.0	6,609.0	6,624.0
PP	6,599.0	6,599.0	6,599.0	6,602.0
S1	6,586.5	6,586.5	6,603.0	6,593.0
S2	6,567.5	6,567.5	6,600.0
S3	6,536.0	6,555.0	6,597.5
S4	6,504.5	6,523.5	6,588.5

Weekly Pivots for week ending 25-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,060.0	6,974.5	6,684.0
R3	6,918.5	6,833.0	6,645.0
R2	6,777.0	6,777.0	6,632.0
R1	6,691.5	6,691.5	6,619.0	6,663.5
PP	6,635.5	6,635.5	6,635.5	6,621.5
S1	6,550.0	6,550.0	6,593.0	6,522.0
S2	6,494.0	6,494.0	6,580.0
S3	6,352.5	6,408.5	6,567.0
S4	6,211.0	6,267.0	6,528.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,721.0	6,579.5	141.5	2.1%	37.5	0.6%	19%	False	True	710
10	6,721.0	6,579.5	141.5	2.1%	38.5	0.6%	19%	False	True	928
20	6,721.0	6,451.5	269.5	4.1%	38.0	0.6%	57%	False	False	488
40	6,721.0	6,348.0	373.0	5.6%	36.5	0.5%	69%	False	False	371
60	6,721.0	6,062.5	658.5	10.0%	34.5	0.5%	83%	False	False	329
80	6,721.0	6,062.5	658.5	10.0%	28.5	0.4%	83%	False	False	263
100	6,721.0	6,062.5	658.5	10.0%	25.5	0.4%	83%	False	False	232
120	6,721.0	6,062.5	658.5	10.0%	21.5	0.3%	83%	False	False	194

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	True
Bull Hook	False
Stretch	7.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,745.0
2.618	6,693.5
1.618	6,662.0
1.000	6,642.5
0.618	6,630.5
HIGH	6,611.0
0.618	6,599.0
0.500	6,595.0
0.382	6,591.5
LOW	6,579.5
0.618	6,560.0
1.000	6,548.0
1.618	6,528.5
2.618	6,497.0
4.250	6,445.5

Fisher Pivots for day following 25-May-2007
Pivot	1 day	3 day
R1	6,602.5	6,632.0
PP	6,599.0	6,623.5
S1	6,595.0	6,615.0

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

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