FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 03-Sep-2007

Day Change Summary
	Previous	Current
	31-Aug-2007	03-Sep-2007	Change	Change %	Previous Week
Open	6,273.0	6,343.0	70.0	1.1%	6,217.0
High	6,339.0	6,350.0	11.0	0.2%	6,339.0
Low	6,230.0	6,318.5	88.5	1.4%	6,070.5
Close	6,315.5	6,328.5	13.0	0.2%	6,315.5
Range	109.0	31.5	-77.5	-71.1%	268.5
ATR	126.6	120.0	-6.6	-5.2%	0.0
Volume	102,934	120,006	17,072	16.6%	383,571

Daily Pivots for day following 03-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,427.0	6,409.0	6,346.0
R3	6,395.5	6,377.5	6,337.0
R2	6,364.0	6,364.0	6,334.5
R1	6,346.0	6,346.0	6,331.5	6,339.0
PP	6,332.5	6,332.5	6,332.5	6,329.0
S1	6,314.5	6,314.5	6,325.5	6,308.0
S2	6,301.0	6,301.0	6,322.5
S3	6,269.5	6,283.0	6,320.0
S4	6,238.0	6,251.5	6,311.0

Weekly Pivots for week ending 31-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,047.0	6,950.0	6,463.0
R3	6,778.5	6,681.5	6,389.5
R2	6,510.0	6,510.0	6,364.5
R1	6,413.0	6,413.0	6,340.0	6,461.5
PP	6,241.5	6,241.5	6,241.5	6,266.0
S1	6,144.5	6,144.5	6,291.0	6,193.0
S2	5,973.0	5,973.0	6,266.5
S3	5,704.5	5,876.0	6,241.5
S4	5,436.0	5,607.5	6,168.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,350.0	6,070.5	279.5	4.4%	96.5	1.5%	92%	True	False	100,715
10	6,350.0	6,050.5	299.5	4.7%	92.0	1.5%	93%	True	False	94,357
20	6,425.0	5,840.0	585.0	9.2%	122.0	1.9%	84%	False	False	132,815
40	6,772.0	5,840.0	932.0	14.7%	110.5	1.7%	52%	False	False	125,572
60	6,796.0	5,840.0	956.0	15.1%	95.0	1.5%	51%	False	False	118,307
80	6,796.0	5,840.0	956.0	15.1%	84.5	1.3%	51%	False	False	90,166
100	6,796.0	5,840.0	956.0	15.1%	74.5	1.2%	51%	False	False	72,154
120	6,796.0	5,840.0	956.0	15.1%	69.0	1.1%	51%	False	False	60,187

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	21.0
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	6,484.0
2.618	6,432.5
1.618	6,401.0
1.000	6,381.5
0.618	6,369.5
HIGH	6,350.0
0.618	6,338.0
0.500	6,334.0
0.382	6,330.5
LOW	6,318.5
0.618	6,299.0
1.000	6,287.0
1.618	6,267.5
2.618	6,236.0
4.250	6,184.5

Fisher Pivots for day following 03-Sep-2007
Pivot	1 day	3 day
R1	6,334.0	6,300.0
PP	6,332.5	6,271.0
S1	6,330.5	6,242.5

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

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