S&P500 Future June 2007

Trading Metrics calculated at close of trading on 03-Jan-2007

Day Change Summary
	Previous	Current
	02-Jan-2007	03-Jan-2007	Change	Change %	Previous Week
Open	1,441.1	1,441.6	0.5	0.0%	1,436.5
High	1,441.1	1,452.0	10.9	0.8%	1,450.9
Low	1,441.1	1,430.3	-10.8	-0.7%	1,431.8
Close	1,441.1	1,437.5	-3.6	-0.2%	1,441.1
Range	0.0	21.7	21.7		19.1
ATR	6.7	7.7	1.1	16.1%	0.0
Volume	84	0	-84	-100.0%	2,836

Daily Pivots for day following 03-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,505.0	1,493.0	1,449.4
R3	1,483.3	1,471.3	1,443.5
R2	1,461.6	1,461.6	1,441.5
R1	1,449.6	1,449.6	1,439.5	1,444.8
PP	1,439.9	1,439.9	1,439.9	1,437.5
S1	1,427.9	1,427.9	1,435.5	1,423.1
S2	1,418.2	1,418.2	1,433.5
S3	1,396.5	1,406.2	1,431.5
S4	1,374.8	1,384.5	1,425.6

Weekly Pivots for week ending 29-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,498.6	1,488.9	1,451.6
R3	1,479.5	1,469.8	1,446.4
R2	1,460.4	1,460.4	1,444.6
R1	1,450.7	1,450.7	1,442.9	1,455.6
PP	1,441.3	1,441.3	1,441.3	1,443.7
S1	1,431.6	1,431.6	1,439.3	1,436.5
S2	1,422.2	1,422.2	1,437.6
S3	1,403.1	1,412.5	1,435.8
S4	1,384.0	1,393.4	1,430.6

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	1,430.3	21.7	1.5%	8.4	0.6%	33%	True	True	553
10	1,452.0	1,430.3	21.7	1.5%	8.5	0.6%	33%	True	True	914
20	1,455.8	1,430.3	25.5	1.8%	5.6	0.4%	28%	False	True	1,212
40	1,455.8	1,407.2	48.6	3.4%	3.2	0.2%	62%	False	False	780
60	1,455.8	1,380.2	75.6	5.3%	2.6	0.2%	76%	False	False	531
80	1,455.8	1,333.9	121.9	8.5%	2.0	0.1%	85%	False	False	412
100	1,455.8	1,305.4	150.4	10.5%	1.7	0.1%	88%	False	False	336
120	1,455.8	1,269.8	186.0	12.9%	1.7	0.1%	90%	False	False	295

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	3.0
Widest range in 144 trading days

Fibonacci Retracements and Extensions
4.250	1,544.2
2.618	1,508.8
1.618	1,487.1
1.000	1,473.7
0.618	1,465.4
HIGH	1,452.0
0.618	1,443.7
0.500	1,441.2
0.382	1,438.6
LOW	1,430.3
0.618	1,416.9
1.000	1,408.6
1.618	1,395.2
2.618	1,373.5
4.250	1,338.1

Fisher Pivots for day following 03-Jan-2007
Pivot	1 day	3 day
R1	1,441.2	1,441.2
PP	1,439.9	1,439.9
S1	1,438.7	1,438.7

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

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