S&P500 Future March 2007

Trading Metrics calculated at close of trading on 13-Dec-2006

Day Change Summary
	Previous	Current
	12-Dec-2006	13-Dec-2006	Change	Change %	Previous Week
Open	1,426.7	1,424.7	-2.0	-0.1%	1,412.0
High	1,427.0	1,430.9	3.9	0.3%	1,432.0
Low	1,417.3	1,423.2	5.9	0.4%	1,412.0
Close	1,425.0	1,426.6	1.6	0.1%	1,422.2
Range	9.7	7.7	-2.0	-20.6%	20.0
ATR	9.7	9.6	-0.1	-1.5%	0.0
Volume	99,429	130,593	31,164	31.3%	348,443

Daily Pivots for day following 13-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,450.0	1,446.0	1,430.8
R3	1,442.3	1,438.3	1,428.7
R2	1,434.6	1,434.6	1,428.0
R1	1,430.6	1,430.6	1,427.3	1,432.6
PP	1,426.9	1,426.9	1,426.9	1,427.9
S1	1,422.9	1,422.9	1,425.9	1,424.9
S2	1,419.2	1,419.2	1,425.2
S3	1,411.5	1,415.2	1,424.5
S4	1,403.8	1,407.5	1,422.4

Weekly Pivots for week ending 08-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,482.1	1,472.1	1,433.2
R3	1,462.1	1,452.1	1,427.7
R2	1,442.1	1,442.1	1,425.9
R1	1,432.1	1,432.1	1,424.0	1,437.1
PP	1,422.1	1,422.1	1,422.1	1,424.6
S1	1,412.1	1,412.1	1,420.4	1,417.1
S2	1,402.1	1,402.1	1,418.5
S3	1,382.1	1,392.1	1,416.7
S4	1,362.1	1,372.1	1,411.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,432.0	1,416.5	15.5	1.1%	9.6	0.7%	65%	False	False	101,397
10	1,432.0	1,399.5	32.5	2.3%	10.1	0.7%	83%	False	False	71,061
20	1,432.0	1,392.0	40.0	2.8%	9.0	0.6%	87%	False	False	39,315
40	1,432.0	1,377.5	54.5	3.8%	8.8	0.6%	90%	False	False	20,448
60	1,432.0	1,332.0	100.0	7.0%	8.2	0.6%	95%	False	False	13,727
80	1,432.0	1,316.9	115.1	8.1%	6.5	0.5%	95%	False	False	10,320
100	1,432.0	1,287.7	144.3	10.1%	5.3	0.4%	96%	False	False	8,268
120	1,432.0	1,262.2	169.8	11.9%	4.6	0.3%	97%	False	False	6,891

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	2.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,463.6
2.618	1,451.1
1.618	1,443.4
1.000	1,438.6
0.618	1,435.7
HIGH	1,430.9
0.618	1,428.0
0.500	1,427.1
0.382	1,426.1
LOW	1,423.2
0.618	1,418.4
1.000	1,415.5
1.618	1,410.7
2.618	1,403.0
4.250	1,390.5

Fisher Pivots for day following 13-Dec-2006
Pivot	1 day	3 day
R1	1,427.1	1,425.8
PP	1,426.9	1,424.9
S1	1,426.8	1,424.1

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

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