S&P500 Future June 2007

Trading Metrics calculated at close of trading on 06-Feb-2007

Day Change Summary
	Previous	Current
	05-Feb-2007	06-Feb-2007	Change	Change %	Previous Week
Open	1,467.0	1,464.5	-2.5	-0.2%	1,443.5
High	1,467.0	1,468.0	1.0	0.1%	1,467.0
Low	1,467.0	1,461.0	-6.0	-0.4%	1,438.5
Close	1,467.0	1,466.6	-0.4	0.0%	1,466.4
Range	0.0	7.0	7.0		28.5
ATR	8.3	8.2	-0.1	-1.1%	0.0
Volume	846	327	-519	-61.3%	18,208

Daily Pivots for day following 06-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,486.2	1,483.4	1,470.5
R3	1,479.2	1,476.4	1,468.5
R2	1,472.2	1,472.2	1,467.9
R1	1,469.4	1,469.4	1,467.2	1,470.8
PP	1,465.2	1,465.2	1,465.2	1,465.9
S1	1,462.4	1,462.4	1,466.0	1,463.8
S2	1,458.2	1,458.2	1,465.3
S3	1,451.2	1,455.4	1,464.7
S4	1,444.2	1,448.4	1,462.8

Weekly Pivots for week ending 02-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,542.8	1,533.1	1,482.1
R3	1,514.3	1,504.6	1,474.2
R2	1,485.8	1,485.8	1,471.6
R1	1,476.1	1,476.1	1,469.0	1,481.0
PP	1,457.3	1,457.3	1,457.3	1,459.7
S1	1,447.6	1,447.6	1,463.8	1,452.5
S2	1,428.8	1,428.8	1,461.2
S3	1,400.3	1,419.1	1,458.6
S4	1,371.8	1,390.6	1,450.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,468.0	1,442.6	25.4	1.7%	7.0	0.5%	94%	True	False	949
10	1,468.0	1,435.4	32.6	2.2%	7.2	0.5%	96%	True	False	2,387
20	1,468.0	1,426.0	42.0	2.9%	6.9	0.5%	97%	True	False	1,853
40	1,468.0	1,426.0	42.0	2.9%	6.8	0.5%	97%	True	False	1,463
60	1,468.0	1,407.2	60.8	4.1%	4.9	0.3%	98%	True	False	1,155
80	1,468.0	1,391.9	76.1	5.2%	4.0	0.3%	98%	True	False	876
100	1,468.0	1,347.7	120.3	8.2%	3.3	0.2%	99%	True	False	711
120	1,468.0	1,329.0	139.0	9.5%	2.8	0.2%	99%	True	False	600

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.8
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,497.8
2.618	1,486.3
1.618	1,479.3
1.000	1,475.0
0.618	1,472.3
HIGH	1,468.0
0.618	1,465.3
0.500	1,464.5
0.382	1,463.7
LOW	1,461.0
0.618	1,456.7
1.000	1,454.0
1.618	1,449.7
2.618	1,442.7
4.250	1,431.3

Fisher Pivots for day following 06-Feb-2007
Pivot	1 day	3 day
R1	1,465.9	1,465.9
PP	1,465.2	1,465.2
S1	1,464.5	1,464.5

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

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