E-mini S&P 500 Future June 2007

Trading Metrics calculated at close of trading on 31-May-2007

Day Change Summary
	Previous	Current
	30-May-2007	31-May-2007	Change	Change %	Previous Week
Open	1,521.75	1,533.25	11.50	0.8%	1,527.50
High	1,534.75	1,538.00	3.25	0.2%	1,535.75
Low	1,512.50	1,530.25	17.75	1.2%	1,507.75
Close	1,534.00	1,533.00	-1.00	-0.1%	1,517.25
Range	22.25	7.75	-14.50	-65.2%	28.00
ATR	13.23	12.84	-0.39	-3.0%	0.00
Volume	1,132,669	1,575,491	442,822	39.1%	6,433,555

Daily Pivots for day following 31-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,557.00	1,552.75	1,537.25
R3	1,549.25	1,545.00	1,535.25
R2	1,541.50	1,541.50	1,534.50
R1	1,537.25	1,537.25	1,533.75	1,535.50
PP	1,533.75	1,533.75	1,533.75	1,533.00
S1	1,529.50	1,529.50	1,532.25	1,527.75
S2	1,526.00	1,526.00	1,531.50
S3	1,518.25	1,521.75	1,530.75
S4	1,510.50	1,514.00	1,528.75

Weekly Pivots for week ending 25-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,604.25	1,588.75	1,532.75
R3	1,576.25	1,560.75	1,525.00
R2	1,548.25	1,548.25	1,522.50
R1	1,532.75	1,532.75	1,519.75	1,526.50
PP	1,520.25	1,520.25	1,520.25	1,517.00
S1	1,504.75	1,504.75	1,514.75	1,498.50
S2	1,492.25	1,492.25	1,512.00
S3	1,464.25	1,476.75	1,509.50
S4	1,436.25	1,448.75	1,501.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,538.00	1,507.75	30.25	2.0%	15.00	1.0%	83%	True	False	1,367,795
10	1,538.00	1,507.75	30.25	2.0%	12.50	0.8%	83%	True	False	1,241,186
20	1,538.00	1,496.00	42.00	2.7%	12.50	0.8%	88%	True	False	1,186,448
40	1,538.00	1,442.25	95.75	6.2%	12.00	0.8%	95%	True	False	1,094,229
60	1,538.00	1,375.25	162.75	10.6%	13.25	0.9%	97%	True	False	1,165,030
80	1,538.00	1,375.25	162.75	10.6%	14.25	0.9%	97%	True	False	878,527
100	1,538.00	1,375.25	162.75	10.6%	13.50	0.9%	97%	True	False	703,205

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	3.48
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,571.00
2.618	1,558.25
1.618	1,550.50
1.000	1,545.75
0.618	1,542.75
HIGH	1,538.00
0.618	1,535.00
0.500	1,534.00
0.382	1,533.25
LOW	1,530.25
0.618	1,525.50
1.000	1,522.50
1.618	1,517.75
2.618	1,510.00
4.250	1,497.25

Fisher Pivots for day following 31-May-2007
Pivot	1 day	3 day
R1	1,534.00	1,530.50
PP	1,533.75	1,527.75
S1	1,533.50	1,525.25

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

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