FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 25-Jul-2007

Day Change Summary
	Previous	Current
	24-Jul-2007	25-Jul-2007	Change	Change %	Previous Week
Open	6,620.0	6,488.0	-132.0	-2.0%	6,742.0
High	6,628.5	6,541.0	-87.5	-1.3%	6,759.5
Low	6,504.5	6,442.0	-62.5	-1.0%	6,554.5
Close	6,514.5	6,451.0	-63.5	-1.0%	6,600.5
Range	124.0	99.0	-25.0	-20.2%	205.0
ATR	80.4	81.8	1.3	1.6%	0.0
Volume	74,101	124,540	50,439	68.1%	427,966

Daily Pivots for day following 25-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,775.0	6,712.0	6,505.5
R3	6,676.0	6,613.0	6,478.0
R2	6,577.0	6,577.0	6,469.0
R1	6,514.0	6,514.0	6,460.0	6,496.0
PP	6,478.0	6,478.0	6,478.0	6,469.0
S1	6,415.0	6,415.0	6,442.0	6,397.0
S2	6,379.0	6,379.0	6,433.0
S3	6,280.0	6,316.0	6,424.0
S4	6,181.0	6,217.0	6,396.5

Weekly Pivots for week ending 20-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,253.0	7,132.0	6,713.0
R3	7,048.0	6,927.0	6,657.0
R2	6,843.0	6,843.0	6,638.0
R1	6,722.0	6,722.0	6,619.5	6,680.0
PP	6,638.0	6,638.0	6,638.0	6,617.0
S1	6,517.0	6,517.0	6,581.5	6,475.0
S2	6,433.0	6,433.0	6,563.0
S3	6,228.0	6,312.0	6,544.0
S4	6,023.0	6,107.0	6,488.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,691.0	6,442.0	249.0	3.9%	92.5	1.4%	4%	False	True	103,459
10	6,772.0	6,442.0	330.0	5.1%	84.5	1.3%	3%	False	True	94,266
20	6,772.0	6,442.0	330.0	5.1%	71.5	1.1%	3%	False	True	87,366
40	6,796.0	6,442.0	354.0	5.5%	72.0	1.1%	3%	False	True	81,976
60	6,796.0	6,442.0	354.0	5.5%	62.0	1.0%	3%	False	True	54,867
80	6,796.0	6,387.5	408.5	6.3%	54.5	0.8%	16%	False	False	41,204
100	6,796.0	6,062.5	733.5	11.4%	50.5	0.8%	53%	False	False	33,020
120	6,796.0	6,062.5	733.5	11.4%	43.5	0.7%	53%	False	False	27,528

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	20.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,962.0
2.618	6,800.0
1.618	6,701.0
1.000	6,640.0
0.618	6,602.0
HIGH	6,541.0
0.618	6,503.0
0.500	6,491.5
0.382	6,480.0
LOW	6,442.0
0.618	6,381.0
1.000	6,343.0
1.618	6,282.0
2.618	6,183.0
4.250	6,021.0

Fisher Pivots for day following 25-Jul-2007
Pivot	1 day	3 day
R1	6,491.5	6,543.0
PP	6,478.0	6,512.0
S1	6,464.5	6,481.5

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

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