FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 20-Jun-2007

Day Change Summary
	Previous	Current
	19-Jun-2007	20-Jun-2007	Change	Change %	Previous Week
Open	6,746.0	6,720.0	-26.0	-0.4%	6,570.0
High	6,763.5	6,733.0	-30.5	-0.5%	6,780.5
Low	6,686.5	6,674.0	-12.5	-0.2%	6,525.0
Close	6,704.0	6,704.0	0.0	0.0%	6,768.0
Range	77.0	59.0	-18.0	-23.4%	255.5
ATR	70.0	69.2	-0.8	-1.1%	0.0
Volume	81,735	88,902	7,167	8.8%	684,682

Daily Pivots for day following 20-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,880.5	6,851.5	6,736.5
R3	6,821.5	6,792.5	6,720.0
R2	6,762.5	6,762.5	6,715.0
R1	6,733.5	6,733.5	6,709.5	6,718.5
PP	6,703.5	6,703.5	6,703.5	6,696.0
S1	6,674.5	6,674.5	6,698.5	6,659.5
S2	6,644.5	6,644.5	6,693.0
S3	6,585.5	6,615.5	6,688.0
S4	6,526.5	6,556.5	6,671.5

Weekly Pivots for week ending 15-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,457.5	7,368.5	6,908.5
R3	7,202.0	7,113.0	6,838.5
R2	6,946.5	6,946.5	6,815.0
R1	6,857.5	6,857.5	6,791.5	6,902.0
PP	6,691.0	6,691.0	6,691.0	6,713.5
S1	6,602.0	6,602.0	6,744.5	6,646.5
S2	6,435.5	6,435.5	6,721.0
S3	6,180.0	6,346.5	6,697.5
S4	5,924.5	6,091.0	6,627.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,796.0	6,631.5	164.5	2.5%	69.0	1.0%	44%	False	False	125,556
10	6,796.0	6,494.5	301.5	4.5%	74.0	1.1%	69%	False	False	104,111
20	6,796.0	6,494.5	301.5	4.5%	64.5	1.0%	69%	False	False	53,291
40	6,796.0	6,451.5	344.5	5.1%	51.5	0.8%	73%	False	False	26,892
60	6,796.0	6,321.5	474.5	7.1%	46.0	0.7%	81%	False	False	18,027
80	6,796.0	6,062.5	733.5	10.9%	43.0	0.6%	87%	False	False	13,585
100	6,796.0	6,062.5	733.5	10.9%	34.5	0.5%	87%	False	False	10,878
120	6,796.0	6,062.5	733.5	10.9%	31.0	0.5%	87%	False	False	9,075

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	14.9
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	6,984.0
2.618	6,887.5
1.618	6,828.5
1.000	6,792.0
0.618	6,769.5
HIGH	6,733.0
0.618	6,710.5
0.500	6,703.5
0.382	6,696.5
LOW	6,674.0
0.618	6,637.5
1.000	6,615.0
1.618	6,578.5
2.618	6,519.5
4.250	6,423.0

Fisher Pivots for day following 20-Jun-2007
Pivot	1 day	3 day
R1	6,704.0	6,735.0
PP	6,703.5	6,724.5
S1	6,703.5	6,714.5

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

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