FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 21-Sep-2007

Day Change Summary
	Previous	Current
	20-Sep-2007	21-Sep-2007	Change	Change %	Previous Week
Open	6,446.5	6,411.0	-35.5	-0.6%	6,261.0
High	6,456.0	6,479.0	23.0	0.4%	6,517.0
Low	6,397.0	6,410.0	13.0	0.2%	6,146.0
Close	6,438.5	6,474.0	35.5	0.6%	6,474.0
Range	59.0	69.0	10.0	16.9%	371.0
ATR	131.5	127.0	-4.5	-3.4%	0.0
Volume	298,196	169,592	-128,604	-43.1%	1,204,763

Daily Pivots for day following 21-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,661.5	6,636.5	6,512.0
R3	6,592.5	6,567.5	6,493.0
R2	6,523.5	6,523.5	6,486.5
R1	6,498.5	6,498.5	6,480.5	6,511.0
PP	6,454.5	6,454.5	6,454.5	6,460.5
S1	6,429.5	6,429.5	6,467.5	6,442.0
S2	6,385.5	6,385.5	6,461.5
S3	6,316.5	6,360.5	6,455.0
S4	6,247.5	6,291.5	6,436.0

Weekly Pivots for week ending 21-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,492.0	7,354.0	6,678.0
R3	7,121.0	6,983.0	6,576.0
R2	6,750.0	6,750.0	6,542.0
R1	6,612.0	6,612.0	6,508.0	6,681.0
PP	6,379.0	6,379.0	6,379.0	6,413.5
S1	6,241.0	6,241.0	6,440.0	6,310.0
S2	6,008.0	6,008.0	6,406.0
S3	5,637.0	5,870.0	6,372.0
S4	5,266.0	5,499.0	6,270.0

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%	106.0	1.6%	88%	False	False	240,952
10	6,517.0	6,125.5	391.5	6.0%	106.0	1.6%	89%	False	False	179,682
20	6,517.0	6,070.5	446.5	6.9%	107.0	1.7%	90%	False	False	135,400
40	6,517.0	5,840.0	677.0	10.5%	115.5	1.8%	94%	False	False	144,928
60	6,772.0	5,840.0	932.0	14.4%	105.0	1.6%	68%	False	False	128,323
80	6,796.0	5,840.0	956.0	14.8%	97.0	1.5%	66%	False	False	117,456
100	6,796.0	5,840.0	956.0	14.8%	86.5	1.3%	66%	False	False	94,181
120	6,796.0	5,840.0	956.0	14.8%	77.5	1.2%	66%	False	False	78,517

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	14.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,772.0
2.618	6,659.5
1.618	6,590.5
1.000	6,548.0
0.618	6,521.5
HIGH	6,479.0
0.618	6,452.5
0.500	6,444.5
0.382	6,436.5
LOW	6,410.0
0.618	6,367.5
1.000	6,341.0
1.618	6,298.5
2.618	6,229.5
4.250	6,117.0

Fisher Pivots for day following 21-Sep-2007
Pivot	1 day	3 day
R1	6,464.0	6,468.5
PP	6,454.5	6,462.5
S1	6,444.5	6,457.0

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

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