FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 14-Aug-2007

Day Change Summary
	Previous	Current
	13-Aug-2007	14-Aug-2007	Change	Change %	Previous Week
Open	6,123.0	6,184.0	61.0	1.0%	6,168.5
High	6,253.5	6,281.0	27.5	0.4%	6,425.0
Low	6,114.0	6,142.5	28.5	0.5%	6,045.0
Close	6,245.5	6,161.5	-84.0	-1.3%	6,062.5
Range	139.5	138.5	-1.0	-0.7%	380.0
ATR	126.3	127.2	0.9	0.7%	0.0
Volume	234,514	136,010	-98,504	-42.0%	656,075

Daily Pivots for day following 14-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,610.5	6,524.5	6,237.5
R3	6,472.0	6,386.0	6,199.5
R2	6,333.5	6,333.5	6,187.0
R1	6,247.5	6,247.5	6,174.0	6,221.0
PP	6,195.0	6,195.0	6,195.0	6,182.0
S1	6,109.0	6,109.0	6,149.0	6,083.0
S2	6,056.5	6,056.5	6,136.0
S3	5,918.0	5,970.5	6,123.5
S4	5,779.5	5,832.0	6,085.5

Weekly Pivots for week ending 10-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,317.5	7,070.0	6,271.5
R3	6,937.5	6,690.0	6,167.0
R2	6,557.5	6,557.5	6,132.0
R1	6,310.0	6,310.0	6,097.5	6,244.0
PP	6,177.5	6,177.5	6,177.5	6,144.5
S1	5,930.0	5,930.0	6,027.5	5,864.0
S2	5,797.5	5,797.5	5,993.0
S3	5,417.5	5,550.0	5,958.0
S4	5,037.5	5,170.0	5,853.5

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	6,045.0	380.0	6.2%	134.5	2.2%	31%	False	False	160,093
10	6,425.0	6,045.0	380.0	6.2%	119.5	1.9%	31%	False	False	147,943
20	6,691.0	6,045.0	646.0	10.5%	116.5	1.9%	18%	False	False	139,389
40	6,772.0	6,045.0	727.0	11.8%	90.5	1.5%	16%	False	False	112,207
60	6,796.0	6,045.0	751.0	12.2%	81.5	1.3%	16%	False	False	91,142
80	6,796.0	6,045.0	751.0	12.2%	70.5	1.1%	16%	False	False	68,440
100	6,796.0	6,045.0	751.0	12.2%	63.5	1.0%	16%	False	False	54,817
120	6,796.0	6,045.0	751.0	12.2%	58.5	0.9%	16%	False	False	45,718

Crabel Price Patterns
NR	True
NR4	True
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	19.1
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,869.5
2.618	6,643.5
1.618	6,505.0
1.000	6,419.5
0.618	6,366.5
HIGH	6,281.0
0.618	6,228.0
0.500	6,212.0
0.382	6,195.5
LOW	6,142.5
0.618	6,057.0
1.000	6,004.0
1.618	5,918.5
2.618	5,780.0
4.250	5,554.0

Fisher Pivots for day following 14-Aug-2007
Pivot	1 day	3 day
R1	6,212.0	6,163.0
PP	6,195.0	6,162.5
S1	6,178.0	6,162.0

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

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