S&P500 Future June 2007

Trading Metrics calculated at close of trading on 07-Dec-2006

Day Change Summary
	Previous	Current
	06-Dec-2006	07-Dec-2006	Change	Change %	Previous Week
Open	1,438.9	1,438.0	-0.9	-0.1%	1,407.3
High	1,438.9	1,442.9	4.0	0.3%	1,426.8
Low	1,438.9	1,432.4	-6.5	-0.5%	1,407.3
Close	1,438.9	1,432.8	-6.1	-0.4%	1,424.0
Range	0.0	10.5	10.5		19.5
ATR	5.7	6.0	0.3	6.1%	0.0
Volume	139	2,093	1,954	1,405.8%	5,155

Daily Pivots for day following 07-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,467.5	1,460.7	1,438.6
R3	1,457.0	1,450.2	1,435.7
R2	1,446.5	1,446.5	1,434.7
R1	1,439.7	1,439.7	1,433.8	1,437.9
PP	1,436.0	1,436.0	1,436.0	1,435.1
S1	1,429.2	1,429.2	1,431.8	1,427.4
S2	1,425.5	1,425.5	1,430.9
S3	1,415.0	1,418.7	1,429.9
S4	1,404.5	1,408.2	1,427.0

Weekly Pivots for week ending 01-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,477.9	1,470.4	1,434.7
R3	1,458.4	1,450.9	1,429.4
R2	1,438.9	1,438.9	1,427.6
R1	1,431.4	1,431.4	1,425.8	1,435.2
PP	1,419.4	1,419.4	1,419.4	1,421.2
S1	1,411.9	1,411.9	1,422.2	1,415.7
S2	1,399.9	1,399.9	1,420.4
S3	1,380.4	1,392.4	1,418.6
S4	1,360.9	1,372.9	1,413.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,442.9	1,424.0	18.9	1.3%	2.1	0.1%	47%	True	False	1,028
10	1,442.9	1,407.3	35.6	2.5%	1.1	0.1%	72%	True	False	994
20	1,442.9	1,407.2	35.7	2.5%	1.3	0.1%	72%	True	False	541
40	1,442.9	1,391.9	51.0	3.6%	1.2	0.1%	80%	True	False	290
60	1,442.9	1,347.7	95.2	6.6%	0.9	0.1%	89%	True	False	209
80	1,442.9	1,329.0	113.9	7.9%	0.8	0.1%	91%	True	False	169
100	1,442.9	1,278.2	164.7	11.5%	0.8	0.1%	94%	True	False	153
120	1,442.9	1,269.8	173.1	12.1%	1.0	0.1%	94%	True	False	138

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.5
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1,487.5
2.618	1,470.4
1.618	1,459.9
1.000	1,453.4
0.618	1,449.4
HIGH	1,442.9
0.618	1,438.9
0.500	1,437.7
0.382	1,436.4
LOW	1,432.4
0.618	1,425.9
1.000	1,421.9
1.618	1,415.4
2.618	1,404.9
4.250	1,387.8

Fisher Pivots for day following 07-Dec-2006
Pivot	1 day	3 day
R1	1,437.7	1,437.7
PP	1,436.0	1,436.0
S1	1,434.4	1,434.4

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

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