S&P500 Future June 2007

Trading Metrics calculated at close of trading on 18-Jan-2007

Day Change Summary
	Previous	Current
	17-Jan-2007	18-Jan-2007	Change	Change %	Previous Week
Open	1,454.0	1,450.0	-4.0	-0.3%	1,426.1
High	1,454.0	1,452.9	-1.1	-0.1%	1,454.0
Low	1,449.5	1,446.0	-3.5	-0.2%	1,426.0
Close	1,451.9	1,446.3	-5.6	-0.4%	1,453.8
Range	4.5	6.9	2.4	53.3%	28.0
ATR	8.4	8.3	-0.1	-1.3%	0.0
Volume	1,083	2,177	1,094	101.0%	1,346

Daily Pivots for day following 18-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,469.1	1,464.6	1,450.1
R3	1,462.2	1,457.7	1,448.2
R2	1,455.3	1,455.3	1,447.6
R1	1,450.8	1,450.8	1,446.9	1,449.6
PP	1,448.4	1,448.4	1,448.4	1,447.8
S1	1,443.9	1,443.9	1,445.7	1,442.7
S2	1,441.5	1,441.5	1,445.0
S3	1,434.6	1,437.0	1,444.4
S4	1,427.7	1,430.1	1,442.5

Weekly Pivots for week ending 12-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,528.6	1,519.2	1,469.2
R3	1,500.6	1,491.2	1,461.5
R2	1,472.6	1,472.6	1,458.9
R1	1,463.2	1,463.2	1,456.4	1,467.9
PP	1,444.6	1,444.6	1,444.6	1,447.0
S1	1,435.2	1,435.2	1,451.2	1,439.9
S2	1,416.6	1,416.6	1,448.7
S3	1,388.6	1,407.2	1,446.1
S4	1,360.6	1,379.2	1,438.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,454.0	1,441.5	12.5	0.9%	5.7	0.4%	38%	False	False	819
10	1,454.0	1,426.0	28.0	1.9%	8.1	0.6%	73%	False	False	589
20	1,454.0	1,426.0	28.0	1.9%	8.3	0.6%	73%	False	False	752
40	1,455.8	1,407.3	48.5	3.4%	4.8	0.3%	80%	False	False	904
60	1,455.8	1,391.9	63.9	4.4%	3.8	0.3%	85%	False	False	626
80	1,455.8	1,357.6	98.2	6.8%	2.9	0.2%	90%	False	False	476
100	1,455.8	1,329.0	126.8	8.8%	2.5	0.2%	93%	False	False	395
120	1,455.8	1,304.4	151.4	10.5%	2.2	0.2%	94%	False	False	344

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.9
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,482.2
2.618	1,471.0
1.618	1,464.1
1.000	1,459.8
0.618	1,457.2
HIGH	1,452.9
0.618	1,450.3
0.500	1,449.5
0.382	1,448.6
LOW	1,446.0
0.618	1,441.7
1.000	1,439.1
1.618	1,434.8
2.618	1,427.9
4.250	1,416.7

Fisher Pivots for day following 18-Jan-2007
Pivot	1 day	3 day
R1	1,449.5	1,450.0
PP	1,448.4	1,448.8
S1	1,447.4	1,447.5

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

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