FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 06-Jun-2007

Day Change Summary
	Previous	Current
	05-Jun-2007	06-Jun-2007	Change	Change %	Previous Week
Open	6,707.5	6,676.5	-31.0	-0.5%	6,631.0
High	6,722.5	6,683.0	-39.5	-0.6%	6,719.0
Low	6,627.0	6,556.5	-70.5	-1.1%	6,575.0
Close	6,685.0	6,574.5	-110.5	-1.7%	6,717.5
Range	95.5	126.5	31.0	32.5%	144.0
ATR	52.0	57.5	5.5	10.5%	0.0
Volume	2,313	7,112	4,799	207.5%	11,937

Daily Pivots for day following 06-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,984.0	6,906.0	6,644.0
R3	6,857.5	6,779.5	6,609.5
R2	6,731.0	6,731.0	6,597.5
R1	6,653.0	6,653.0	6,586.0	6,629.0
PP	6,604.5	6,604.5	6,604.5	6,592.5
S1	6,526.5	6,526.5	6,563.0	6,502.0
S2	6,478.0	6,478.0	6,551.5
S3	6,351.5	6,400.0	6,539.5
S4	6,225.0	6,273.5	6,505.0

Weekly Pivots for week ending 01-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,102.5	7,054.0	6,796.5
R3	6,958.5	6,910.0	6,757.0
R2	6,814.5	6,814.5	6,744.0
R1	6,766.0	6,766.0	6,730.5	6,790.0
PP	6,670.5	6,670.5	6,670.5	6,682.5
S1	6,622.0	6,622.0	6,704.5	6,646.0
S2	6,526.5	6,526.5	6,691.0
S3	6,382.5	6,478.0	6,678.0
S4	6,238.5	6,334.0	6,638.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,722.5	6,556.5	166.0	2.5%	69.0	1.0%	11%	False	True	4,269
10	6,722.5	6,556.5	166.0	2.5%	55.0	0.8%	11%	False	True	2,471
20	6,722.5	6,498.5	224.0	3.4%	53.0	0.8%	34%	False	False	1,704
40	6,722.5	6,432.5	290.0	4.4%	41.0	0.6%	49%	False	False	918
60	6,722.5	6,062.5	660.0	10.0%	41.0	0.6%	78%	False	False	722
80	6,722.5	6,062.5	660.0	10.0%	34.0	0.5%	78%	False	False	571
100	6,722.5	6,062.5	660.0	10.0%	28.5	0.4%	78%	False	False	478
120	6,722.5	6,062.5	660.0	10.0%	25.0	0.4%	78%	False	False	399

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.6
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	7,220.5
2.618	7,014.0
1.618	6,887.5
1.000	6,809.5
0.618	6,761.0
HIGH	6,683.0
0.618	6,634.5
0.500	6,620.0
0.382	6,605.0
LOW	6,556.5
0.618	6,478.5
1.000	6,430.0
1.618	6,352.0
2.618	6,225.5
4.250	6,019.0

Fisher Pivots for day following 06-Jun-2007
Pivot	1 day	3 day
R1	6,620.0	6,639.5
PP	6,604.5	6,618.0
S1	6,589.5	6,596.0

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

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