FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 01-Aug-2007

Day Change Summary
	Previous	Current
	31-Jul-2007	01-Aug-2007	Change	Change %	Previous Week
Open	6,265.0	6,250.0	-15.0	-0.2%	6,608.5
High	6,376.0	6,322.5	-53.5	-0.8%	6,643.5
Low	6,255.0	6,193.5	-61.5	-1.0%	6,181.5
Close	6,353.5	6,258.5	-95.0	-1.5%	6,215.0
Range	121.0	129.0	8.0	6.6%	462.0
ATR	99.8	104.1	4.3	4.3%	0.0
Volume	143,393	157,433	14,040	9.8%	633,842

Daily Pivots for day following 01-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,645.0	6,581.0	6,329.5
R3	6,516.0	6,452.0	6,294.0
R2	6,387.0	6,387.0	6,282.0
R1	6,323.0	6,323.0	6,270.5	6,355.0
PP	6,258.0	6,258.0	6,258.0	6,274.0
S1	6,194.0	6,194.0	6,246.5	6,226.0
S2	6,129.0	6,129.0	6,235.0
S3	6,000.0	6,065.0	6,223.0
S4	5,871.0	5,936.0	6,187.5

Weekly Pivots for week ending 27-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,732.5	7,436.0	6,469.0
R3	7,270.5	6,974.0	6,342.0
R2	6,808.5	6,808.5	6,299.5
R1	6,512.0	6,512.0	6,257.5	6,429.0
PP	6,346.5	6,346.5	6,346.5	6,305.5
S1	6,050.0	6,050.0	6,172.5	5,967.0
S2	5,884.5	5,884.5	6,130.5
S3	5,422.5	5,588.0	6,088.0
S4	4,960.5	5,126.0	5,961.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,479.0	6,181.5	297.5	4.8%	142.0	2.3%	26%	False	False	172,166
10	6,691.0	6,181.5	509.5	8.1%	117.5	1.9%	15%	False	False	137,812
20	6,772.0	6,181.5	590.5	9.4%	94.5	1.5%	13%	False	False	108,089
40	6,796.0	6,181.5	614.5	9.8%	81.0	1.3%	13%	False	False	102,963
60	6,796.0	6,181.5	614.5	9.8%	71.5	1.1%	13%	False	False	69,210
80	6,796.0	6,181.5	614.5	9.8%	61.0	1.0%	13%	False	False	51,940
100	6,796.0	6,062.5	733.5	11.7%	57.0	0.9%	27%	False	False	41,618
120	6,796.0	6,062.5	733.5	11.7%	49.5	0.8%	27%	False	False	34,701

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,871.0
2.618	6,660.0
1.618	6,531.0
1.000	6,451.5
0.618	6,402.0
HIGH	6,322.5
0.618	6,273.0
0.500	6,258.0
0.382	6,243.0
LOW	6,193.5
0.618	6,114.0
1.000	6,064.5
1.618	5,985.0
2.618	5,856.0
4.250	5,645.0

Fisher Pivots for day following 01-Aug-2007
Pivot	1 day	3 day
R1	6,258.5	6,281.0
PP	6,258.0	6,273.5
S1	6,258.0	6,266.0

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

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