FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 29-Jun-2007

Day Change Summary
	Previous	Current
	28-Jun-2007	29-Jun-2007	Change	Change %	Previous Week
Open	6,605.0	6,620.5	15.5	0.2%	6,579.0
High	6,626.0	6,648.0	22.0	0.3%	6,651.0
Low	6,586.0	6,551.0	-35.0	-0.5%	6,530.0
Close	6,589.5	6,638.0	48.5	0.7%	6,638.0
Range	40.0	97.0	57.0	142.5%	121.0
ATR	71.8	73.6	1.8	2.5%	0.0
Volume	104,893	69,140	-35,753	-34.1%	437,971

Daily Pivots for day following 29-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,903.5	6,867.5	6,691.5
R3	6,806.5	6,770.5	6,664.5
R2	6,709.5	6,709.5	6,656.0
R1	6,673.5	6,673.5	6,647.0	6,691.5
PP	6,612.5	6,612.5	6,612.5	6,621.0
S1	6,576.5	6,576.5	6,629.0	6,594.5
S2	6,515.5	6,515.5	6,620.0
S3	6,418.5	6,479.5	6,611.5
S4	6,321.5	6,382.5	6,584.5

Weekly Pivots for week ending 29-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,969.5	6,924.5	6,704.5
R3	6,848.5	6,803.5	6,671.5
R2	6,727.5	6,727.5	6,660.0
R1	6,682.5	6,682.5	6,649.0	6,705.0
PP	6,606.5	6,606.5	6,606.5	6,617.5
S1	6,561.5	6,561.5	6,627.0	6,584.0
S2	6,485.5	6,485.5	6,616.0
S3	6,364.5	6,440.5	6,604.5
S4	6,243.5	6,319.5	6,571.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,651.0	6,530.0	121.0	1.8%	66.0	1.0%	89%	False	False	87,594
10	6,796.0	6,530.0	266.0	4.0%	69.5	1.0%	41%	False	False	95,082
20	6,796.0	6,494.5	301.5	4.5%	74.0	1.1%	48%	False	False	84,855
40	6,796.0	6,494.5	301.5	4.5%	59.5	0.9%	48%	False	False	42,968
60	6,796.0	6,413.5	382.5	5.8%	50.0	0.8%	59%	False	False	28,710
80	6,796.0	6,062.5	733.5	11.1%	47.0	0.7%	78%	False	False	21,599
100	6,796.0	6,062.5	733.5	11.1%	39.5	0.6%	78%	False	False	17,301
120	6,796.0	6,062.5	733.5	11.1%	35.0	0.5%	78%	False	False	14,435

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.1
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	7,060.0
2.618	6,902.0
1.618	6,805.0
1.000	6,745.0
0.618	6,708.0
HIGH	6,648.0
0.618	6,611.0
0.500	6,599.5
0.382	6,588.0
LOW	6,551.0
0.618	6,491.0
1.000	6,454.0
1.618	6,394.0
2.618	6,297.0
4.250	6,139.0

Fisher Pivots for day following 29-Jun-2007
Pivot	1 day	3 day
R1	6,625.0	6,621.5
PP	6,612.5	6,605.5
S1	6,599.5	6,589.0

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

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