FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 26-Jun-2007

Day Change Summary
	Previous	Current
	25-Jun-2007	26-Jun-2007	Change	Change %	Previous Week
Open	6,579.0	6,595.0	16.0	0.2%	6,784.5
High	6,651.0	6,629.5	-21.5	-0.3%	6,796.0
Low	6,557.0	6,575.5	18.5	0.3%	6,560.5
Close	6,629.0	6,596.0	-33.0	-0.5%	6,606.5
Range	94.0	54.0	-40.0	-42.6%	235.5
ATR	74.7	73.2	-1.5	-2.0%	0.0
Volume	72,071	88,792	16,721	23.2%	512,855

Daily Pivots for day following 26-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,762.5	6,733.0	6,625.5
R3	6,708.5	6,679.0	6,611.0
R2	6,654.5	6,654.5	6,606.0
R1	6,625.0	6,625.0	6,601.0	6,640.0
PP	6,600.5	6,600.5	6,600.5	6,607.5
S1	6,571.0	6,571.0	6,591.0	6,586.0
S2	6,546.5	6,546.5	6,586.0
S3	6,492.5	6,517.0	6,581.0
S4	6,438.5	6,463.0	6,566.5

Weekly Pivots for week ending 22-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,361.0	7,219.0	6,736.0
R3	7,125.5	6,983.5	6,671.5
R2	6,890.0	6,890.0	6,649.5
R1	6,748.0	6,748.0	6,628.0	6,701.0
PP	6,654.5	6,654.5	6,654.5	6,631.0
S1	6,512.5	6,512.5	6,585.0	6,466.0
S2	6,419.0	6,419.0	6,563.5
S3	6,183.5	6,277.0	6,541.5
S4	5,948.0	6,041.5	6,477.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,733.0	6,557.0	176.0	2.7%	74.0	1.1%	22%	False	False	91,013
10	6,796.0	6,525.0	271.0	4.1%	74.0	1.1%	26%	False	False	118,553
20	6,796.0	6,494.5	301.5	4.6%	73.5	1.1%	34%	False	False	71,443
40	6,796.0	6,451.5	344.5	5.2%	56.0	0.9%	42%	False	False	36,042
60	6,796.0	6,348.0	448.0	6.8%	48.5	0.7%	55%	False	False	24,103
80	6,796.0	6,062.5	733.5	11.1%	44.5	0.7%	73%	False	False	18,145
100	6,796.0	6,062.5	733.5	11.1%	37.5	0.6%	73%	False	False	14,529
120	6,796.0	6,062.5	733.5	11.1%	33.5	0.5%	73%	False	False	12,126

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.2
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	6,859.0
2.618	6,771.0
1.618	6,717.0
1.000	6,683.5
0.618	6,663.0
HIGH	6,629.5
0.618	6,609.0
0.500	6,602.5
0.382	6,596.0
LOW	6,575.5
0.618	6,542.0
1.000	6,521.5
1.618	6,488.0
2.618	6,434.0
4.250	6,346.0

Fisher Pivots for day following 26-Jun-2007
Pivot	1 day	3 day
R1	6,602.5	6,605.0
PP	6,600.5	6,602.0
S1	6,598.0	6,599.0

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

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