FTSE 100 Index Future September 2008

Trading Metrics calculated at close of trading on 02-Jul-2008

Day Change Summary
	Previous	Current
	01-Jul-2008	02-Jul-2008	Change	Change %	Previous Week
Open	5,602.0	5,503.0	-99.0	-1.8%	5,651.0
High	5,624.0	5,587.0	-37.0	-0.7%	5,720.0
Low	5,440.5	5,384.0	-56.5	-1.0%	5,489.5
Close	5,501.0	5,451.5	-49.5	-0.9%	5,547.5
Range	183.5	203.0	19.5	10.6%	230.5
ATR	112.1	118.6	6.5	5.8%	0.0
Volume	126,985	156,556	29,571	23.3%	545,407

Daily Pivots for day following 02-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,083.0	5,970.5	5,563.0
R3	5,880.0	5,767.5	5,507.5
R2	5,677.0	5,677.0	5,488.5
R1	5,564.5	5,564.5	5,470.0	5,519.0
PP	5,474.0	5,474.0	5,474.0	5,451.5
S1	5,361.5	5,361.5	5,433.0	5,316.0
S2	5,271.0	5,271.0	5,414.5
S3	5,068.0	5,158.5	5,395.5
S4	4,865.0	4,955.5	5,340.0

Weekly Pivots for week ending 27-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,277.0	6,143.0	5,674.5
R3	6,046.5	5,912.5	5,611.0
R2	5,816.0	5,816.0	5,590.0
R1	5,682.0	5,682.0	5,568.5	5,634.0
PP	5,585.5	5,585.5	5,585.5	5,561.5
S1	5,451.5	5,451.5	5,526.5	5,403.0
S2	5,355.0	5,355.0	5,505.0
S3	5,124.5	5,221.0	5,484.0
S4	4,894.0	4,990.5	5,420.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,669.0	5,384.0	285.0	5.2%	153.0	2.8%	24%	False	True	124,164
10	5,817.5	5,384.0	433.5	8.0%	125.0	2.3%	16%	False	True	124,749
20	6,115.5	5,384.0	731.5	13.4%	116.5	2.1%	9%	False	True	82,036
40	6,424.5	5,384.0	1,040.5	19.1%	98.0	1.8%	6%	False	True	41,437
60	6,424.5	5,384.0	1,040.5	19.1%	86.5	1.6%	6%	False	True	27,671
80	6,424.5	5,384.0	1,040.5	19.1%	76.0	1.4%	6%	False	True	20,795

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	28.4
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	6,450.0
2.618	6,118.5
1.618	5,915.5
1.000	5,790.0
0.618	5,712.5
HIGH	5,587.0
0.618	5,509.5
0.500	5,485.5
0.382	5,461.5
LOW	5,384.0
0.618	5,258.5
1.000	5,181.0
1.618	5,055.5
2.618	4,852.5
4.250	4,521.0

Fisher Pivots for day following 02-Jul-2008
Pivot	1 day	3 day
R1	5,485.5	5,522.0
PP	5,474.0	5,498.5
S1	5,463.0	5,475.0

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

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