FTSE 100 Index Future December 2007

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

Day Change Summary
	Previous	Current
	19-Nov-2007	20-Nov-2007	Change	Change %	Previous Week
Open	6,320.0	6,172.5	-147.5	-2.3%	6,302.5
High	6,352.5	6,258.0	-94.5	-1.5%	6,488.5
Low	6,132.0	6,097.0	-35.0	-0.6%	6,293.0
Close	6,144.0	6,246.5	102.5	1.7%	6,326.0
Range	220.5	161.0	-59.5	-27.0%	195.5
ATR	118.2	121.2	3.1	2.6%	0.0
Volume	127,263	155,620	28,357	22.3%	624,183

Daily Pivots for day following 20-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,683.5	6,626.0	6,335.0
R3	6,522.5	6,465.0	6,291.0
R2	6,361.5	6,361.5	6,276.0
R1	6,304.0	6,304.0	6,261.5	6,333.0
PP	6,200.5	6,200.5	6,200.5	6,215.0
S1	6,143.0	6,143.0	6,231.5	6,172.0
S2	6,039.5	6,039.5	6,217.0
S3	5,878.5	5,982.0	6,202.0
S4	5,717.5	5,821.0	6,158.0

Weekly Pivots for week ending 16-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,955.5	6,836.5	6,433.5
R3	6,760.0	6,641.0	6,380.0
R2	6,564.5	6,564.5	6,362.0
R1	6,445.5	6,445.5	6,344.0	6,505.0
PP	6,369.0	6,369.0	6,369.0	6,399.0
S1	6,250.0	6,250.0	6,308.0	6,309.5
S2	6,173.5	6,173.5	6,290.0
S3	5,978.0	6,054.5	6,272.0
S4	5,782.5	5,859.0	6,218.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,488.5	6,097.0	391.5	6.3%	135.5	2.2%	38%	False	True	129,215
10	6,553.5	6,097.0	456.5	7.3%	137.0	2.2%	33%	False	True	129,614
20	6,760.5	6,097.0	663.5	10.6%	112.0	1.8%	23%	False	True	117,096
40	6,802.0	6,097.0	705.0	11.3%	98.0	1.6%	21%	False	True	111,196
60	6,802.0	6,097.0	705.0	11.3%	98.0	1.6%	21%	False	True	89,675
80	6,802.0	5,899.0	903.0	14.5%	94.5	1.5%	38%	False	False	67,296
100	6,835.0	5,899.0	936.0	15.0%	90.0	1.4%	37%	False	False	53,914

Crabel Price Patterns
NR	True
NR4	False
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	32.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,942.0
2.618	6,679.5
1.618	6,518.5
1.000	6,419.0
0.618	6,357.5
HIGH	6,258.0
0.618	6,196.5
0.500	6,177.5
0.382	6,158.5
LOW	6,097.0
0.618	5,997.5
1.000	5,936.0
1.618	5,836.5
2.618	5,675.5
4.250	5,413.0

Fisher Pivots for day following 20-Nov-2007
Pivot	1 day	3 day
R1	6,223.5	6,244.0
PP	6,200.5	6,241.0
S1	6,177.5	6,238.0

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

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