FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 08-Aug-2007

Day Change Summary
	Previous	Current
	07-Aug-2007	08-Aug-2007	Change	Change %	Previous Week
Open	6,240.0	6,368.0	128.0	2.1%	6,215.0
High	6,358.5	6,425.0	66.5	1.0%	6,376.0
Low	6,225.0	6,334.5	109.5	1.8%	6,186.5
Close	6,313.0	6,414.0	101.0	1.6%	6,220.0
Range	133.5	90.5	-43.0	-32.2%	189.5
ATR	106.0	106.4	0.4	0.4%	0.0
Volume	116,987	109,178	-7,809	-6.7%	827,242

Daily Pivots for day following 08-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,662.5	6,629.0	6,464.0
R3	6,572.0	6,538.5	6,439.0
R2	6,481.5	6,481.5	6,430.5
R1	6,448.0	6,448.0	6,422.5	6,465.0
PP	6,391.0	6,391.0	6,391.0	6,399.5
S1	6,357.5	6,357.5	6,405.5	6,374.0
S2	6,300.5	6,300.5	6,397.5
S3	6,210.0	6,267.0	6,389.0
S4	6,119.5	6,176.5	6,364.0

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	6,425.0	6,164.0	261.0	4.1%	96.5	1.5%	96%	True	False	126,143
10	6,479.0	6,164.0	315.0	4.9%	119.0	1.9%	79%	False	False	149,154
20	6,772.0	6,164.0	608.0	9.5%	102.0	1.6%	41%	False	False	121,710
40	6,796.0	6,164.0	632.0	9.9%	83.0	1.3%	40%	False	False	108,397
60	6,796.0	6,164.0	632.0	9.9%	74.0	1.2%	40%	False	False	79,625
80	6,796.0	6,164.0	632.0	9.9%	64.5	1.0%	40%	False	False	59,803
100	6,796.0	6,164.0	632.0	9.9%	60.0	0.9%	40%	False	False	47,922
120	6,796.0	6,062.5	733.5	11.4%	53.5	0.8%	48%	False	False	39,957

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	18.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,809.5
2.618	6,662.0
1.618	6,571.5
1.000	6,515.5
0.618	6,481.0
HIGH	6,425.0
0.618	6,390.5
0.500	6,380.0
0.382	6,369.0
LOW	6,334.5
0.618	6,278.5
1.000	6,244.0
1.618	6,188.0
2.618	6,097.5
4.250	5,950.0

Fisher Pivots for day following 08-Aug-2007
Pivot	1 day	3 day
R1	6,402.5	6,374.0
PP	6,391.0	6,334.5
S1	6,380.0	6,294.5

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

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