S&P500 Future June 2007

Trading Metrics calculated at close of trading on 03-May-2007

Day Change Summary
	Previous	Current
	02-May-2007	03-May-2007	Change	Change %	Previous Week
Open	1,492.5	1,500.7	8.2	0.5%	1,492.6
High	1,504.5	1,509.0	4.5	0.3%	1,504.8
Low	1,492.1	1,498.7	6.6	0.4%	1,480.5
Close	1,501.1	1,508.3	7.2	0.5%	1,502.0
Range	12.4	10.3	-2.1	-16.9%	24.3
ATR	12.4	12.3	-0.2	-1.2%	0.0
Volume	34,267	32,348	-1,919	-5.6%	167,601

Daily Pivots for day following 03-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,536.2	1,532.6	1,514.0
R3	1,525.9	1,522.3	1,511.1
R2	1,515.6	1,515.6	1,510.2
R1	1,512.0	1,512.0	1,509.2	1,513.8
PP	1,505.3	1,505.3	1,505.3	1,506.3
S1	1,501.7	1,501.7	1,507.4	1,503.5
S2	1,495.0	1,495.0	1,506.4
S3	1,484.7	1,491.4	1,505.5
S4	1,474.4	1,481.1	1,502.6

Weekly Pivots for week ending 27-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,568.7	1,559.6	1,515.4
R3	1,544.4	1,535.3	1,508.7
R2	1,520.1	1,520.1	1,506.5
R1	1,511.0	1,511.0	1,504.2	1,515.6
PP	1,495.8	1,495.8	1,495.8	1,498.0
S1	1,486.7	1,486.7	1,499.8	1,491.3
S2	1,471.5	1,471.5	1,497.5
S3	1,447.2	1,462.4	1,495.3
S4	1,422.9	1,438.1	1,488.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,509.0	1,482.2	26.8	1.8%	11.9	0.8%	97%	True	False	32,074
10	1,509.0	1,478.8	30.2	2.0%	11.7	0.8%	98%	True	False	33,820
20	1,509.0	1,442.3	66.7	4.4%	11.4	0.8%	99%	True	False	29,107
40	1,509.0	1,375.9	133.1	8.8%	13.3	0.9%	99%	True	False	43,461
60	1,509.0	1,375.9	133.1	8.8%	13.5	0.9%	99%	True	False	34,570
80	1,509.0	1,375.9	133.1	8.8%	11.8	0.8%	99%	True	False	26,393
100	1,509.0	1,375.9	133.1	8.8%	10.9	0.7%	99%	True	False	21,320
120	1,509.0	1,375.9	133.1	8.8%	9.3	0.6%	99%	True	False	17,864

Crabel Price Patterns
NR	True
NR4	True
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	2.3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,552.8
2.618	1,536.0
1.618	1,525.7
1.000	1,519.3
0.618	1,515.4
HIGH	1,509.0
0.618	1,505.1
0.500	1,503.9
0.382	1,502.6
LOW	1,498.7
0.618	1,492.3
1.000	1,488.4
1.618	1,482.0
2.618	1,471.7
4.250	1,454.9

Fisher Pivots for day following 03-May-2007
Pivot	1 day	3 day
R1	1,506.8	1,504.1
PP	1,505.3	1,499.8
S1	1,503.9	1,495.6

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

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