FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 11-Jul-2007

Day Change Summary
	Previous	Current
	10-Jul-2007	11-Jul-2007	Change	Change %	Previous Week
Open	6,738.0	6,612.5	-125.5	-1.9%	6,614.5
High	6,759.0	6,654.0	-105.0	-1.6%	6,724.0
Low	6,643.0	6,596.0	-47.0	-0.7%	6,601.0
Close	6,660.5	6,643.0	-17.5	-0.3%	6,721.5
Range	116.0	58.0	-58.0	-50.0%	123.0
ATR	68.9	68.5	-0.3	-0.5%	0.0
Volume	49,949	108,581	58,632	117.4%	395,661

Daily Pivots for day following 11-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,805.0	6,782.0	6,675.0
R3	6,747.0	6,724.0	6,659.0
R2	6,689.0	6,689.0	6,653.5
R1	6,666.0	6,666.0	6,648.5	6,677.5
PP	6,631.0	6,631.0	6,631.0	6,637.0
S1	6,608.0	6,608.0	6,637.5	6,619.5
S2	6,573.0	6,573.0	6,632.5
S3	6,515.0	6,550.0	6,627.0
S4	6,457.0	6,492.0	6,611.0

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	6,759.0	6,596.0	163.0	2.5%	67.0	1.0%	29%	False	True	71,658
10	6,759.0	6,551.0	208.0	3.1%	59.0	0.9%	44%	False	False	80,467
20	6,796.0	6,530.0	266.0	4.0%	64.5	1.0%	42%	False	False	95,084
40	6,796.0	6,494.5	301.5	4.5%	60.5	0.9%	49%	False	False	58,582
60	6,796.0	6,451.5	344.5	5.2%	52.0	0.8%	56%	False	False	39,168
80	6,796.0	6,214.0	582.0	8.8%	49.5	0.7%	74%	False	False	29,475
100	6,796.0	6,062.5	733.5	11.0%	44.0	0.7%	79%	False	False	23,607
120	6,796.0	6,062.5	733.5	11.0%	37.5	0.6%	79%	False	False	19,690

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,900.5
2.618	6,806.0
1.618	6,748.0
1.000	6,712.0
0.618	6,690.0
HIGH	6,654.0
0.618	6,632.0
0.500	6,625.0
0.382	6,618.0
LOW	6,596.0
0.618	6,560.0
1.000	6,538.0
1.618	6,502.0
2.618	6,444.0
4.250	6,349.5

Fisher Pivots for day following 11-Jul-2007
Pivot	1 day	3 day
R1	6,637.0	6,677.5
PP	6,631.0	6,666.0
S1	6,625.0	6,654.5

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

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