S&P500 Future June 2007

Trading Metrics calculated at close of trading on 15-Dec-2006

Day Change Summary
	Previous	Current
	14-Dec-2006	15-Dec-2006	Change	Change %	Previous Week
Open	1,450.8	1,451.5	0.7	0.0%	1,439.2
High	1,452.6	1,455.8	3.2	0.2%	1,455.8
Low	1,450.8	1,449.8	-1.0	-0.1%	1,437.2
Close	1,450.8	1,450.7	-0.1	0.0%	1,450.7
Range	1.8	6.0	4.2	233.3%	18.6
ATR	5.7	5.8	0.0	0.3%	0.0
Volume	508	3,425	2,917	574.2%	5,068

Daily Pivots for day following 15-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,470.1	1,466.4	1,454.0
R3	1,464.1	1,460.4	1,452.4
R2	1,458.1	1,458.1	1,451.8
R1	1,454.4	1,454.4	1,451.3	1,453.3
PP	1,452.1	1,452.1	1,452.1	1,451.5
S1	1,448.4	1,448.4	1,450.2	1,447.3
S2	1,446.1	1,446.1	1,449.6
S3	1,440.1	1,442.4	1,449.1
S4	1,434.1	1,436.4	1,447.4

Weekly Pivots for week ending 15-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,503.7	1,495.8	1,460.9
R3	1,485.1	1,477.2	1,455.8
R2	1,466.5	1,466.5	1,454.1
R1	1,458.6	1,458.6	1,452.4	1,462.6
PP	1,447.9	1,447.9	1,447.9	1,449.9
S1	1,440.0	1,440.0	1,449.0	1,444.0
S2	1,429.3	1,429.3	1,447.3
S3	1,410.7	1,421.4	1,445.6
S4	1,392.1	1,402.8	1,440.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,455.8	1,437.2	18.6	1.3%	1.6	0.1%	73%	True	False	1,013
10	1,455.8	1,432.4	23.4	1.6%	1.8	0.1%	78%	True	False	1,035
20	1,455.8	1,407.3	48.5	3.3%	0.9	0.1%	89%	True	False	807
40	1,455.8	1,391.9	63.9	4.4%	1.3	0.1%	92%	True	False	438
60	1,455.8	1,347.7	108.1	7.5%	1.0	0.1%	95%	True	False	301
80	1,455.8	1,329.0	126.8	8.7%	0.9	0.1%	96%	True	False	243
100	1,455.8	1,304.4	151.4	10.4%	0.9	0.1%	97%	True	False	212
120	1,455.8	1,269.8	186.0	12.8%	1.0	0.1%	97%	True	False	186

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.7
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,481.3
2.618	1,471.5
1.618	1,465.5
1.000	1,461.8
0.618	1,459.5
HIGH	1,455.8
0.618	1,453.5
0.500	1,452.8
0.382	1,452.1
LOW	1,449.8
0.618	1,446.1
1.000	1,443.8
1.618	1,440.1
2.618	1,434.1
4.250	1,424.3

Fisher Pivots for day following 15-Dec-2006
Pivot	1 day	3 day
R1	1,452.8	1,449.6
PP	1,452.1	1,448.5
S1	1,451.4	1,447.5

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

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