FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 05-Sep-2007

Day Change Summary
	Previous	Current
	04-Sep-2007	05-Sep-2007	Change	Change %	Previous Week
Open	6,321.5	6,375.0	53.5	0.8%	6,217.0
High	6,397.5	6,403.0	5.5	0.1%	6,339.0
Low	6,285.0	6,273.0	-12.0	-0.2%	6,070.5
Close	6,387.5	6,284.5	-103.0	-1.6%	6,315.5
Range	112.5	130.0	17.5	15.6%	268.5
ATR	119.5	120.2	0.8	0.6%	0.0
Volume	40,242	96,910	56,668	140.8%	383,571

Daily Pivots for day following 05-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,710.0	6,627.5	6,356.0
R3	6,580.0	6,497.5	6,320.0
R2	6,450.0	6,450.0	6,308.5
R1	6,367.5	6,367.5	6,296.5	6,344.0
PP	6,320.0	6,320.0	6,320.0	6,308.5
S1	6,237.5	6,237.5	6,272.5	6,214.0
S2	6,190.0	6,190.0	6,260.5
S3	6,060.0	6,107.5	6,249.0
S4	5,930.0	5,977.5	6,213.0

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	6,403.0	6,135.0	268.0	4.3%	98.0	1.6%	56%	True	False	94,912
10	6,403.0	6,070.5	332.5	5.3%	97.0	1.5%	64%	True	False	84,558
20	6,403.0	5,840.0	563.0	9.0%	122.5	2.0%	79%	True	False	128,365
40	6,772.0	5,840.0	932.0	14.8%	112.0	1.8%	48%	False	False	125,037
60	6,796.0	5,840.0	956.0	15.2%	96.5	1.5%	46%	False	False	115,053
80	6,796.0	5,840.0	956.0	15.2%	86.5	1.4%	46%	False	False	91,810
100	6,796.0	5,840.0	956.0	15.2%	76.0	1.2%	46%	False	False	73,516
120	6,796.0	5,840.0	956.0	15.2%	70.5	1.1%	46%	False	False	61,329

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27.4
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,955.5
2.618	6,743.5
1.618	6,613.5
1.000	6,533.0
0.618	6,483.5
HIGH	6,403.0
0.618	6,353.5
0.500	6,338.0
0.382	6,322.5
LOW	6,273.0
0.618	6,192.5
1.000	6,143.0
1.618	6,062.5
2.618	5,932.5
4.250	5,720.5

Fisher Pivots for day following 05-Sep-2007
Pivot	1 day	3 day
R1	6,338.0	6,338.0
PP	6,320.0	6,320.0
S1	6,302.5	6,302.5

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

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