FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 07-Aug-2007

Day Change Summary
	Previous	Current
	06-Aug-2007	07-Aug-2007	Change	Change %	Previous Week
Open	6,168.5	6,240.0	71.5	1.2%	6,215.0
High	6,253.0	6,358.5	105.5	1.7%	6,376.0
Low	6,164.0	6,225.0	61.0	1.0%	6,186.5
Close	6,197.5	6,313.0	115.5	1.9%	6,220.0
Range	89.0	133.5	44.5	50.0%	189.5
ATR	101.8	106.0	4.2	4.2%	0.0
Volume	109,144	116,987	7,843	7.2%	827,242

Daily Pivots for day following 07-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,699.5	6,639.5	6,386.5
R3	6,566.0	6,506.0	6,349.5
R2	6,432.5	6,432.5	6,337.5
R1	6,372.5	6,372.5	6,325.0	6,402.5
PP	6,299.0	6,299.0	6,299.0	6,314.0
S1	6,239.0	6,239.0	6,301.0	6,269.0
S2	6,165.5	6,165.5	6,288.5
S3	6,032.0	6,105.5	6,276.5
S4	5,898.5	5,972.0	6,239.5

Weekly Pivots for week ending 03-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,829.5	6,714.0	6,324.0
R3	6,640.0	6,524.5	6,272.0
R2	6,450.5	6,450.5	6,254.5
R1	6,335.0	6,335.0	6,237.5	6,393.0
PP	6,261.0	6,261.0	6,261.0	6,289.5
S1	6,145.5	6,145.5	6,202.5	6,203.0
S2	6,071.5	6,071.5	6,185.5
S3	5,882.0	5,956.0	6,168.0
S4	5,692.5	5,766.5	6,116.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,358.5	6,164.0	194.5	3.1%	104.0	1.6%	77%	True	False	135,794
10	6,541.0	6,164.0	377.0	6.0%	120.0	1.9%	40%	False	False	150,690
20	6,772.0	6,164.0	608.0	9.6%	100.0	1.6%	25%	False	False	121,680
40	6,796.0	6,164.0	632.0	10.0%	83.0	1.3%	24%	False	False	110,458
60	6,796.0	6,164.0	632.0	10.0%	73.5	1.2%	24%	False	False	77,897
80	6,796.0	6,164.0	632.0	10.0%	64.0	1.0%	24%	False	False	58,450
100	6,796.0	6,164.0	632.0	10.0%	59.5	0.9%	24%	False	False	46,831
120	6,796.0	6,062.5	733.5	11.6%	53.0	0.8%	34%	False	False	39,047

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.6
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	6,926.0
2.618	6,708.0
1.618	6,574.5
1.000	6,492.0
0.618	6,441.0
HIGH	6,358.5
0.618	6,307.5
0.500	6,292.0
0.382	6,276.0
LOW	6,225.0
0.618	6,142.5
1.000	6,091.5
1.618	6,009.0
2.618	5,875.5
4.250	5,657.5

Fisher Pivots for day following 07-Aug-2007
Pivot	1 day	3 day
R1	6,306.0	6,296.0
PP	6,299.0	6,278.5
S1	6,292.0	6,261.0

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

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