E-mini S&P 500 Future March 2007

Trading Metrics calculated at close of trading on 13-Mar-2007

Day Change Summary
	Previous	Current
	12-Mar-2007	13-Mar-2007	Change	Change %	Previous Week
Open	1,404.75	1,407.00	2.25	0.2%	1,387.00
High	1,410.50	1,407.50	-3.00	-0.2%	1,413.50
Low	1,398.50	1,377.00	-21.50	-1.5%	1,368.75
Close	1,407.00	1,379.75	-27.25	-1.9%	1,405.00
Range	12.00	30.50	18.50	154.2%	44.75
ATR	17.49	18.42	0.93	5.3%	0.00
Volume	494,606	379,028	-115,578	-23.4%	8,410,319

Daily Pivots for day following 13-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,479.50	1,460.25	1,396.50
R3	1,449.00	1,429.75	1,388.25
R2	1,418.50	1,418.50	1,385.25
R1	1,399.25	1,399.25	1,382.50	1,393.50
PP	1,388.00	1,388.00	1,388.00	1,385.25
S1	1,368.75	1,368.75	1,377.00	1,363.00
S2	1,357.50	1,357.50	1,374.25
S3	1,327.00	1,338.25	1,371.25
S4	1,296.50	1,307.75	1,363.00

Weekly Pivots for week ending 09-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,530.00	1,512.25	1,429.50
R3	1,485.25	1,467.50	1,417.25
R2	1,440.50	1,440.50	1,413.25
R1	1,422.75	1,422.75	1,409.00	1,431.50
PP	1,395.75	1,395.75	1,395.75	1,400.25
S1	1,378.00	1,378.00	1,401.00	1,387.00
S2	1,351.00	1,351.00	1,396.75
S3	1,306.25	1,333.25	1,392.75
S4	1,261.50	1,288.50	1,380.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,413.50	1,377.00	36.50	2.6%	17.75	1.3%	8%	False	True	990,065
10	1,418.75	1,368.75	50.00	3.6%	22.75	1.7%	22%	False	False	1,805,014
20	1,464.75	1,368.75	96.00	7.0%	19.00	1.4%	11%	False	False	1,386,293
40	1,464.75	1,368.75	96.00	7.0%	14.75	1.1%	11%	False	False	1,198,946
60	1,464.75	1,368.75	96.00	7.0%	14.00	1.0%	11%	False	False	1,082,074
80	1,464.75	1,368.75	96.00	7.0%	13.00	0.9%	11%	False	False	855,058
100	1,464.75	1,368.75	96.00	7.0%	12.75	0.9%	11%	False	False	684,387
120	1,464.75	1,332.00	132.75	9.6%	12.25	0.9%	36%	False	False	570,427

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.63
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,537.00
2.618	1,487.25
1.618	1,456.75
1.000	1,438.00
0.618	1,426.25
HIGH	1,407.50
0.618	1,395.75
0.500	1,392.25
0.382	1,388.75
LOW	1,377.00
0.618	1,358.25
1.000	1,346.50
1.618	1,327.75
2.618	1,297.25
4.250	1,247.50

Fisher Pivots for day following 13-Mar-2007
Pivot	1 day	3 day
R1	1,392.25	1,395.25
PP	1,388.00	1,390.00
S1	1,384.00	1,385.00

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

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