FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 20-Aug-2007

Day Change Summary
	Previous	Current
	17-Aug-2007	20-Aug-2007	Change	Change %	Previous Week
Open	5,887.5	6,101.0	213.5	3.6%	6,123.0
High	6,162.0	6,186.0	24.0	0.4%	6,281.0
Low	5,840.0	6,073.0	233.0	4.0%	5,840.0
Close	6,102.0	6,093.5	-8.5	-0.1%	6,102.0
Range	322.0	113.0	-209.0	-64.9%	441.0
ATR	150.9	148.1	-2.7	-1.8%	0.0
Volume	234,043	296,349	62,306	26.6%	869,463

Daily Pivots for day following 20-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,456.5	6,388.0	6,155.5
R3	6,343.5	6,275.0	6,124.5
R2	6,230.5	6,230.5	6,114.0
R1	6,162.0	6,162.0	6,104.0	6,140.0
PP	6,117.5	6,117.5	6,117.5	6,106.5
S1	6,049.0	6,049.0	6,083.0	6,027.0
S2	6,004.5	6,004.5	6,073.0
S3	5,891.5	5,936.0	6,062.5
S4	5,778.5	5,823.0	6,031.5

Weekly Pivots for week ending 17-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,397.5	7,190.5	6,344.5
R3	6,956.5	6,749.5	6,223.5
R2	6,515.5	6,515.5	6,183.0
R1	6,308.5	6,308.5	6,142.5	6,191.5
PP	6,074.5	6,074.5	6,074.5	6,016.0
S1	5,867.5	5,867.5	6,061.5	5,750.5
S2	5,633.5	5,633.5	6,021.0
S3	5,192.5	5,426.5	5,980.5
S4	4,751.5	4,985.5	5,859.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,281.0	5,840.0	441.0	7.2%	169.0	2.8%	57%	False	False	186,259
10	6,425.0	5,840.0	585.0	9.6%	151.5	2.5%	43%	False	False	171,274
20	6,628.5	5,840.0	788.5	12.9%	135.0	2.2%	32%	False	False	158,838
40	6,772.0	5,840.0	932.0	15.3%	100.5	1.6%	27%	False	False	122,933
60	6,796.0	5,840.0	956.0	15.7%	91.0	1.5%	27%	False	False	104,341
80	6,796.0	5,840.0	956.0	15.7%	77.5	1.3%	27%	False	False	78,378
100	6,796.0	5,840.0	956.0	15.7%	69.0	1.1%	27%	False	False	62,753
120	6,796.0	5,840.0	956.0	15.7%	63.0	1.0%	27%	False	False	52,335

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	24.9
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,666.0
2.618	6,482.0
1.618	6,369.0
1.000	6,299.0
0.618	6,256.0
HIGH	6,186.0
0.618	6,143.0
0.500	6,129.5
0.382	6,116.0
LOW	6,073.0
0.618	6,003.0
1.000	5,960.0
1.618	5,890.0
2.618	5,777.0
4.250	5,593.0

Fisher Pivots for day following 20-Aug-2007
Pivot	1 day	3 day
R1	6,129.5	6,066.5
PP	6,117.5	6,040.0
S1	6,105.5	6,013.0

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

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