FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 04-Jul-2007

Day Change Summary
	Previous	Current
	03-Jul-2007	04-Jul-2007	Change	Change %	Previous Week
Open	6,650.0	6,678.5	28.5	0.4%	6,579.0
High	6,679.0	6,713.5	34.5	0.5%	6,651.0
Low	6,646.0	6,673.5	27.5	0.4%	6,530.0
Close	6,666.0	6,695.5	29.5	0.4%	6,638.0
Range	33.0	40.0	7.0	21.2%	121.0
ATR	69.6	68.0	-1.6	-2.3%	0.0
Volume	86,936	66,538	-20,398	-23.5%	437,971

Daily Pivots for day following 04-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,814.0	6,795.0	6,717.5
R3	6,774.0	6,755.0	6,706.5
R2	6,734.0	6,734.0	6,703.0
R1	6,715.0	6,715.0	6,699.0	6,724.5
PP	6,694.0	6,694.0	6,694.0	6,699.0
S1	6,675.0	6,675.0	6,692.0	6,684.5
S2	6,654.0	6,654.0	6,688.0
S3	6,614.0	6,635.0	6,684.5
S4	6,574.0	6,595.0	6,673.5

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	6,713.5	6,551.0	162.5	2.4%	51.0	0.8%	89%	True	False	89,276
10	6,713.5	6,530.0	183.5	2.7%	61.0	0.9%	90%	True	False	91,562
20	6,796.0	6,494.5	301.5	4.5%	67.5	1.0%	67%	False	False	97,837
40	6,796.0	6,494.5	301.5	4.5%	60.5	0.9%	67%	False	False	49,770
60	6,796.0	6,432.5	363.5	5.4%	50.0	0.7%	72%	False	False	33,224
80	6,796.0	6,062.5	733.5	11.0%	47.5	0.7%	86%	False	False	25,001
100	6,796.0	6,062.5	733.5	11.0%	40.5	0.6%	86%	False	False	20,024
120	6,796.0	6,062.5	733.5	11.0%	35.0	0.5%	86%	False	False	16,705

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,883.5
2.618	6,818.0
1.618	6,778.0
1.000	6,753.5
0.618	6,738.0
HIGH	6,713.5
0.618	6,698.0
0.500	6,693.5
0.382	6,689.0
LOW	6,673.5
0.618	6,649.0
1.000	6,633.5
1.618	6,609.0
2.618	6,569.0
4.250	6,503.5

Fisher Pivots for day following 04-Jul-2007
Pivot	1 day	3 day
R1	6,695.0	6,683.0
PP	6,694.0	6,670.0
S1	6,693.5	6,657.0

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

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