FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 19-Sep-2007

Day Change Summary
	Previous	Current
	18-Sep-2007	19-Sep-2007	Change	Change %	Previous Week
Open	6,165.5	6,417.5	252.0	4.1%	6,226.0
High	6,325.0	6,517.0	192.0	3.0%	6,381.0
Low	6,159.5	6,399.0	239.5	3.9%	6,125.5
Close	6,278.5	6,465.0	186.5	3.0%	6,298.5
Range	165.5	118.0	-47.5	-28.7%	255.5
ATR	128.5	136.4	7.9	6.1%	0.0
Volume	260,995	297,579	36,584	14.0%	592,063

Daily Pivots for day following 19-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,814.5	6,757.5	6,530.0
R3	6,696.5	6,639.5	6,497.5
R2	6,578.5	6,578.5	6,486.5
R1	6,521.5	6,521.5	6,476.0	6,550.0
PP	6,460.5	6,460.5	6,460.5	6,474.5
S1	6,403.5	6,403.5	6,454.0	6,432.0
S2	6,342.5	6,342.5	6,443.5
S3	6,224.5	6,285.5	6,432.5
S4	6,106.5	6,167.5	6,400.0

Weekly Pivots for week ending 14-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,035.0	6,922.0	6,439.0
R3	6,779.5	6,666.5	6,369.0
R2	6,524.0	6,524.0	6,345.5
R1	6,411.0	6,411.0	6,322.0	6,467.5
PP	6,268.5	6,268.5	6,268.5	6,296.5
S1	6,155.5	6,155.5	6,275.0	6,212.0
S2	6,013.0	6,013.0	6,251.5
S3	5,757.5	5,900.0	6,228.0
S4	5,502.0	5,644.5	6,158.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,517.0	6,146.0	371.0	5.7%	125.0	1.9%	86%	True	False	194,207
10	6,517.0	6,125.5	391.5	6.1%	122.5	1.9%	87%	True	False	159,949
20	6,517.0	6,070.5	446.5	6.9%	109.5	1.7%	88%	True	False	122,253
40	6,517.0	5,840.0	677.0	10.5%	121.5	1.9%	92%	True	False	141,458
60	6,772.0	5,840.0	932.0	14.4%	105.0	1.6%	67%	False	False	123,427
80	6,796.0	5,840.0	956.0	14.8%	97.0	1.5%	65%	False	False	111,717
100	6,796.0	5,840.0	956.0	14.8%	86.0	1.3%	65%	False	False	89,504
120	6,796.0	5,840.0	956.0	14.8%	77.0	1.2%	65%	False	False	74,622

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	18.6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,018.5
2.618	6,826.0
1.618	6,708.0
1.000	6,635.0
0.618	6,590.0
HIGH	6,517.0
0.618	6,472.0
0.500	6,458.0
0.382	6,444.0
LOW	6,399.0
0.618	6,326.0
1.000	6,281.0
1.618	6,208.0
2.618	6,090.0
4.250	5,897.5

Fisher Pivots for day following 19-Sep-2007
Pivot	1 day	3 day
R1	6,462.5	6,420.5
PP	6,460.5	6,376.0
S1	6,458.0	6,331.5

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

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