FTSE 100 Index Future December 2007

Trading Metrics calculated at close of trading on 27-Sep-2007

Day Change Summary
	Previous	Current
	26-Sep-2007	27-Sep-2007	Change	Change %	Previous Week
Open	6,498.0	6,536.0	38.0	0.6%	6,336.0
High	6,547.5	6,569.5	22.0	0.3%	6,582.0
Low	6,478.5	6,526.0	47.5	0.7%	6,212.0
Close	6,490.5	6,543.5	53.0	0.8%	6,518.0
Range	69.0	43.5	-25.5	-37.0%	370.0
ATR	112.8	110.4	-2.4	-2.1%	0.0
Volume	110,693	113,243	2,550	2.3%	649,525

Daily Pivots for day following 27-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,677.0	6,653.5	6,567.5
R3	6,633.5	6,610.0	6,555.5
R2	6,590.0	6,590.0	6,551.5
R1	6,566.5	6,566.5	6,547.5	6,578.0
PP	6,546.5	6,546.5	6,546.5	6,552.0
S1	6,523.0	6,523.0	6,539.5	6,535.0
S2	6,503.0	6,503.0	6,535.5
S3	6,459.5	6,479.5	6,531.5
S4	6,416.0	6,436.0	6,519.5

Weekly Pivots for week ending 21-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	7,547.5	7,402.5	6,721.5
R3	7,177.5	7,032.5	6,620.0
R2	6,807.5	6,807.5	6,586.0
R1	6,662.5	6,662.5	6,552.0	6,735.0
PP	6,437.5	6,437.5	6,437.5	6,473.5
S1	6,292.5	6,292.5	6,484.0	6,365.0
S2	6,067.5	6,067.5	6,450.0
S3	5,697.5	5,922.5	6,416.0
S4	5,327.5	5,552.5	6,314.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,569.5	6,426.5	143.0	2.2%	65.0	1.0%	82%	True	False	104,339
10	6,582.0	6,212.0	370.0	5.7%	90.0	1.4%	90%	False	False	110,663
20	6,582.0	6,195.0	387.0	5.9%	96.0	1.5%	90%	False	False	57,802
40	6,582.0	5,899.0	683.0	10.4%	90.5	1.4%	94%	False	False	28,993
60	6,835.0	5,899.0	936.0	14.3%	86.0	1.3%	69%	False	False	19,435
80	6,856.0	5,899.0	957.0	14.6%	77.0	1.2%	67%	False	False	14,629

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	8.0
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	6,754.5
2.618	6,683.5
1.618	6,640.0
1.000	6,613.0
0.618	6,596.5
HIGH	6,569.5
0.618	6,553.0
0.500	6,548.0
0.382	6,542.5
LOW	6,526.0
0.618	6,499.0
1.000	6,482.5
1.618	6,455.5
2.618	6,412.0
4.250	6,341.0

Fisher Pivots for day following 27-Sep-2007
Pivot	1 day	3 day
R1	6,548.0	6,528.5
PP	6,546.5	6,513.0
S1	6,545.0	6,498.0

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

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