FTSE 100 Index Future September 2007

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

Day Change Summary
	Previous	Current
	19-Sep-2007	20-Sep-2007	Change	Change %	Previous Week
Open	6,417.5	6,446.5	29.0	0.5%	6,226.0
High	6,517.0	6,456.0	-61.0	-0.9%	6,381.0
Low	6,399.0	6,397.0	-2.0	0.0%	6,125.5
Close	6,465.0	6,438.5	-26.5	-0.4%	6,298.5
Range	118.0	59.0	-59.0	-50.0%	255.5
ATR	136.4	131.5	-4.9	-3.6%	0.0
Volume	297,579	298,196	617	0.2%	592,063

Daily Pivots for day following 20-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,607.5	6,582.0	6,471.0
R3	6,548.5	6,523.0	6,454.5
R2	6,489.5	6,489.5	6,449.5
R1	6,464.0	6,464.0	6,444.0	6,447.0
PP	6,430.5	6,430.5	6,430.5	6,422.0
S1	6,405.0	6,405.0	6,433.0	6,388.0
S2	6,371.5	6,371.5	6,427.5
S3	6,312.5	6,346.0	6,422.5
S4	6,253.5	6,287.0	6,406.0

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	5.8%	118.0	1.8%	79%	False	False	231,200
10	6,517.0	6,125.5	391.5	6.1%	116.0	1.8%	80%	False	False	175,069
20	6,517.0	6,070.5	446.5	6.9%	106.5	1.7%	82%	False	False	131,751
40	6,517.0	5,840.0	677.0	10.5%	117.0	1.8%	88%	False	False	145,607
60	6,772.0	5,840.0	932.0	14.5%	105.5	1.6%	64%	False	False	126,649
80	6,796.0	5,840.0	956.0	14.8%	97.0	1.5%	63%	False	False	115,377
100	6,796.0	5,840.0	956.0	14.8%	86.5	1.3%	63%	False	False	92,486
120	6,796.0	5,840.0	956.0	14.8%	77.0	1.2%	63%	False	False	77,105

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	18.1
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	6,707.0
2.618	6,610.5
1.618	6,551.5
1.000	6,515.0
0.618	6,492.5
HIGH	6,456.0
0.618	6,433.5
0.500	6,426.5
0.382	6,419.5
LOW	6,397.0
0.618	6,360.5
1.000	6,338.0
1.618	6,301.5
2.618	6,242.5
4.250	6,146.0

Fisher Pivots for day following 20-Sep-2007
Pivot	1 day	3 day
R1	6,434.5	6,405.0
PP	6,430.5	6,371.5
S1	6,426.5	6,338.0

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

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