S&P500 Future June 2007

Trading Metrics calculated at close of trading on 26-Dec-2006

Day Change Summary
	Previous	Current
	22-Dec-2006	26-Dec-2006	Change	Change %	Previous Week
Open	1,435.5	1,436.5	1.0	0.1%	1,454.5
High	1,442.9	1,441.8	-1.1	-0.1%	1,455.7
Low	1,432.4	1,431.8	-0.6	0.0%	1,432.4
Close	1,432.8	1,441.5	8.7	0.6%	1,432.8
Range	10.5	10.0	-0.5	-4.8%	23.3
ATR	6.6	6.9	0.2	3.6%	0.0
Volume	77	154	77	100.0%	11,228

Daily Pivots for day following 26-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,468.4	1,464.9	1,447.0
R3	1,458.4	1,454.9	1,444.3
R2	1,448.4	1,448.4	1,443.3
R1	1,444.9	1,444.9	1,442.4	1,446.7
PP	1,438.4	1,438.4	1,438.4	1,439.2
S1	1,434.9	1,434.9	1,440.6	1,436.7
S2	1,428.4	1,428.4	1,439.7
S3	1,418.4	1,424.9	1,438.8
S4	1,408.4	1,414.9	1,436.0

Weekly Pivots for week ending 22-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,510.2	1,494.8	1,445.6
R3	1,486.9	1,471.5	1,439.2
R2	1,463.6	1,463.6	1,437.1
R1	1,448.2	1,448.2	1,434.9	1,444.3
PP	1,440.3	1,440.3	1,440.3	1,438.3
S1	1,424.9	1,424.9	1,430.7	1,421.0
S2	1,417.0	1,417.0	1,428.5
S3	1,393.7	1,401.6	1,426.4
S4	1,370.4	1,378.3	1,420.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,452.0	1,431.8	20.2	1.4%	8.5	0.6%	48%	False	True	1,276
10	1,455.8	1,431.8	24.0	1.7%	6.0	0.4%	40%	False	True	1,631
20	1,455.8	1,412.4	43.4	3.0%	3.5	0.2%	67%	False	False	1,343
40	1,455.8	1,391.9	63.9	4.4%	2.6	0.2%	78%	False	False	720
60	1,455.8	1,362.9	92.9	6.4%	1.9	0.1%	85%	False	False	487
80	1,455.8	1,329.0	126.8	8.8%	1.6	0.1%	89%	False	False	385
100	1,455.8	1,304.4	151.4	10.5%	1.4	0.1%	91%	False	False	308
120	1,455.8	1,269.8	186.0	12.9%	1.5	0.1%	92%	False	False	272

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	1.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,484.3
2.618	1,468.0
1.618	1,458.0
1.000	1,451.8
0.618	1,448.0
HIGH	1,441.8
0.618	1,438.0
0.500	1,436.8
0.382	1,435.6
LOW	1,431.8
0.618	1,425.6
1.000	1,421.8
1.618	1,415.6
2.618	1,405.6
4.250	1,389.3

Fisher Pivots for day following 26-Dec-2006
Pivot	1 day	3 day
R1	1,439.9	1,441.1
PP	1,438.4	1,440.8
S1	1,436.8	1,440.4

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

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