FTSE 100 Index Future December 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	6,364.0	6,430.5	66.5	1.0%	6,285.0
High	6,463.5	6,464.0	0.5	0.0%	6,400.0
Low	6,360.0	6,345.0	-15.0	-0.2%	6,140.0
Close	6,456.0	6,352.5	-103.5	-1.6%	6,381.0
Range	103.5	119.0	15.5	15.0%	260.0
ATR	104.3	105.4	1.0	1.0%	0.0
Volume	2,193	17,214	15,021	685.0%	2,458

Daily Pivots for day following 05-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,744.0	6,667.5	6,418.0
R3	6,625.0	6,548.5	6,385.0
R2	6,506.0	6,506.0	6,374.5
R1	6,429.5	6,429.5	6,363.5	6,408.0
PP	6,387.0	6,387.0	6,387.0	6,376.5
S1	6,310.5	6,310.5	6,341.5	6,289.0
S2	6,268.0	6,268.0	6,330.5
S3	6,149.0	6,191.5	6,320.0
S4	6,030.0	6,072.5	6,287.0

Weekly Pivots for week ending 31-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,087.0	6,994.0	6,524.0
R3	6,827.0	6,734.0	6,452.5
R2	6,567.0	6,567.0	6,428.5
R1	6,474.0	6,474.0	6,405.0	6,520.5
PP	6,307.0	6,307.0	6,307.0	6,330.0
S1	6,214.0	6,214.0	6,357.0	6,260.5
S2	6,047.0	6,047.0	6,333.5
S3	5,787.0	5,954.0	6,309.5
S4	5,527.0	5,694.0	6,238.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,464.0	6,210.0	254.0	4.0%	86.0	1.4%	56%	True	False	4,723
10	6,464.0	6,140.0	324.0	5.1%	84.0	1.3%	66%	True	False	2,453
20	6,474.0	5,899.0	575.0	9.1%	98.0	1.5%	79%	False	False	1,350
40	6,835.0	5,899.0	936.0	14.7%	83.5	1.3%	48%	False	False	784
60	6,856.0	5,899.0	957.0	15.1%	74.0	1.2%	47%	False	False	624

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.4
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	6,970.0
2.618	6,775.5
1.618	6,656.5
1.000	6,583.0
0.618	6,537.5
HIGH	6,464.0
0.618	6,418.5
0.500	6,404.5
0.382	6,390.5
LOW	6,345.0
0.618	6,271.5
1.000	6,226.0
1.618	6,152.5
2.618	6,033.5
4.250	5,839.0

Fisher Pivots for day following 05-Sep-2007
Pivot	1 day	3 day
R1	6,404.5	6,404.5
PP	6,387.0	6,387.0
S1	6,370.0	6,370.0

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

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