FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 11-Jun-2007

Day Change Summary
	Previous	Current
	08-Jun-2007	11-Jun-2007	Change	Change %	Previous Week
Open	6,522.0	6,570.0	48.0	0.7%	6,692.0
High	6,565.0	6,636.0	71.0	1.1%	6,722.5
Low	6,494.5	6,563.0	68.5	1.1%	6,494.5
Close	6,539.5	6,604.5	65.0	1.0%	6,539.5
Range	70.5	73.0	2.5	3.5%	228.0
ATR	60.8	63.3	2.6	4.2%	0.0
Volume	25,569	32,050	6,481	25.3%	61,597

Daily Pivots for day following 11-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,820.0	6,785.5	6,644.5
R3	6,747.0	6,712.5	6,624.5
R2	6,674.0	6,674.0	6,618.0
R1	6,639.5	6,639.5	6,611.0	6,657.0
PP	6,601.0	6,601.0	6,601.0	6,610.0
S1	6,566.5	6,566.5	6,598.0	6,584.0
S2	6,528.0	6,528.0	6,591.0
S3	6,455.0	6,493.5	6,584.5
S4	6,382.0	6,420.5	6,564.5

Weekly Pivots for week ending 08-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,269.5	7,132.5	6,665.0
R3	7,041.5	6,904.5	6,602.0
R2	6,813.5	6,813.5	6,581.5
R1	6,676.5	6,676.5	6,560.5	6,631.0
PP	6,585.5	6,585.5	6,585.5	6,563.0
S1	6,448.5	6,448.5	6,518.5	6,403.0
S2	6,357.5	6,357.5	6,497.5
S3	6,129.5	6,220.5	6,477.0
S4	5,901.5	5,992.5	6,414.0

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	6,494.5	228.0	3.5%	91.5	1.4%	48%	False	False	18,071
10	6,722.5	6,494.5	228.0	3.5%	68.5	1.0%	48%	False	False	10,558
20	6,722.5	6,494.5	228.0	3.5%	53.5	0.8%	48%	False	False	5,743
40	6,722.5	6,451.5	271.0	4.1%	44.0	0.7%	56%	False	False	2,925
60	6,722.5	6,159.5	563.0	8.5%	43.0	0.7%	79%	False	False	2,067
80	6,722.5	6,062.5	660.0	10.0%	36.5	0.6%	82%	False	False	1,582
100	6,722.5	6,062.5	660.0	10.0%	30.5	0.5%	82%	False	False	1,287
120	6,722.5	6,062.5	660.0	10.0%	27.0	0.4%	82%	False	False	1,074

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	10.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,946.0
2.618	6,827.0
1.618	6,754.0
1.000	6,709.0
0.618	6,681.0
HIGH	6,636.0
0.618	6,608.0
0.500	6,599.5
0.382	6,591.0
LOW	6,563.0
0.618	6,518.0
1.000	6,490.0
1.618	6,445.0
2.618	6,372.0
4.250	6,253.0

Fisher Pivots for day following 11-Jun-2007
Pivot	1 day	3 day
R1	6,603.0	6,591.5
PP	6,601.0	6,578.5
S1	6,599.5	6,565.0

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

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