FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 06-Jul-2007

Day Change Summary
	Previous	Current
	05-Jul-2007	06-Jul-2007	Change	Change %	Previous Week
Open	6,712.5	6,667.0	-45.5	-0.7%	6,614.5
High	6,724.0	6,723.0	-1.0	0.0%	6,724.0
Low	6,650.0	6,662.5	12.5	0.2%	6,601.0
Close	6,665.0	6,721.5	56.5	0.8%	6,721.5
Range	74.0	60.5	-13.5	-18.2%	123.0
ATR	68.5	67.9	-0.6	-0.8%	0.0
Volume	37,462	85,850	48,388	129.2%	395,661

Daily Pivots for day following 06-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,884.0	6,863.0	6,755.0
R3	6,823.5	6,802.5	6,738.0
R2	6,763.0	6,763.0	6,732.5
R1	6,742.0	6,742.0	6,727.0	6,752.5
PP	6,702.5	6,702.5	6,702.5	6,707.5
S1	6,681.5	6,681.5	6,716.0	6,692.0
S2	6,642.0	6,642.0	6,710.5
S3	6,581.5	6,621.0	6,705.0
S4	6,521.0	6,560.5	6,688.0

Weekly Pivots for week ending 06-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,051.0	7,009.5	6,789.0
R3	6,928.0	6,886.5	6,755.5
R2	6,805.0	6,805.0	6,744.0
R1	6,763.5	6,763.5	6,733.0	6,784.0
PP	6,682.0	6,682.0	6,682.0	6,692.5
S1	6,640.5	6,640.5	6,710.0	6,661.0
S2	6,559.0	6,559.0	6,699.0
S3	6,436.0	6,517.5	6,687.5
S4	6,313.0	6,394.5	6,654.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,724.0	6,601.0	123.0	1.8%	50.5	0.8%	98%	False	False	79,132
10	6,724.0	6,530.0	194.0	2.9%	58.0	0.9%	99%	False	False	83,363
20	6,796.0	6,525.0	271.0	4.0%	66.0	1.0%	73%	False	False	101,558
40	6,796.0	6,494.5	301.5	4.5%	61.0	0.9%	75%	False	False	52,850
60	6,796.0	6,451.5	344.5	5.1%	51.0	0.8%	78%	False	False	35,269
80	6,796.0	6,142.0	654.0	9.7%	48.5	0.7%	89%	False	False	26,542
100	6,796.0	6,062.5	733.5	10.9%	42.0	0.6%	90%	False	False	21,257
120	6,796.0	6,062.5	733.5	10.9%	36.5	0.5%	90%	False	False	17,732

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,980.0
2.618	6,881.5
1.618	6,821.0
1.000	6,783.5
0.618	6,760.5
HIGH	6,723.0
0.618	6,700.0
0.500	6,693.0
0.382	6,685.5
LOW	6,662.5
0.618	6,625.0
1.000	6,602.0
1.618	6,564.5
2.618	6,504.0
4.250	6,405.5

Fisher Pivots for day following 06-Jul-2007
Pivot	1 day	3 day
R1	6,712.0	6,710.0
PP	6,702.5	6,698.5
S1	6,693.0	6,687.0

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

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