FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 10-Jul-2007

Day Change Summary
	Previous	Current
	09-Jul-2007	10-Jul-2007	Change	Change %	Previous Week
Open	6,731.5	6,738.0	6.5	0.1%	6,614.5
High	6,752.0	6,759.0	7.0	0.1%	6,724.0
Low	6,724.5	6,643.0	-81.5	-1.2%	6,601.0
Close	6,740.0	6,660.5	-79.5	-1.2%	6,721.5
Range	27.5	116.0	88.5	321.8%	123.0
ATR	65.2	68.9	3.6	5.6%	0.0
Volume	76,450	49,949	-26,501	-34.7%	395,661

Daily Pivots for day following 10-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,035.5	6,964.0	6,724.5
R3	6,919.5	6,848.0	6,692.5
R2	6,803.5	6,803.5	6,682.0
R1	6,732.0	6,732.0	6,671.0	6,710.0
PP	6,687.5	6,687.5	6,687.5	6,676.5
S1	6,616.0	6,616.0	6,650.0	6,594.0
S2	6,571.5	6,571.5	6,639.0
S3	6,455.5	6,500.0	6,628.5
S4	6,339.5	6,384.0	6,596.5

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	6,759.0	6,643.0	116.0	1.7%	63.5	1.0%	15%	True	True	63,249
10	6,759.0	6,530.0	229.0	3.4%	58.0	0.9%	57%	True	False	79,916
20	6,796.0	6,525.0	271.0	4.1%	66.0	1.0%	50%	False	False	99,235
40	6,796.0	6,494.5	301.5	4.5%	60.0	0.9%	55%	False	False	56,006
60	6,796.0	6,451.5	344.5	5.2%	52.0	0.8%	61%	False	False	37,374
80	6,796.0	6,189.5	606.5	9.1%	49.5	0.7%	78%	False	False	28,119
100	6,796.0	6,062.5	733.5	11.0%	43.5	0.7%	82%	False	False	22,521
120	6,796.0	6,062.5	733.5	11.0%	37.0	0.6%	82%	False	False	18,785

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	12.0
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	7,252.0
2.618	7,062.5
1.618	6,946.5
1.000	6,875.0
0.618	6,830.5
HIGH	6,759.0
0.618	6,714.5
0.500	6,701.0
0.382	6,687.5
LOW	6,643.0
0.618	6,571.5
1.000	6,527.0
1.618	6,455.5
2.618	6,339.5
4.250	6,150.0

Fisher Pivots for day following 10-Jul-2007
Pivot	1 day	3 day
R1	6,701.0	6,701.0
PP	6,687.5	6,687.5
S1	6,674.0	6,674.0

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

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