S&P500 Future June 2007

Trading Metrics calculated at close of trading on 02-Mar-2007

Day Change Summary
	Previous	Current
	01-Mar-2007	02-Mar-2007	Change	Change %	Previous Week
Open	1,404.0	1,411.5	7.5	0.5%	1,470.7
High	1,424.0	1,417.5	-6.5	-0.5%	1,472.5
Low	1,394.4	1,397.5	3.1	0.2%	1,394.4
Close	1,417.4	1,398.1	-19.3	-1.4%	1,398.1
Range	29.6	20.0	-9.6	-32.4%	78.1
ATR	14.6	15.0	0.4	2.6%	0.0
Volume	15,494	16,914	1,420	9.2%	70,379

Daily Pivots for day following 02-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,464.4	1,451.2	1,409.1
R3	1,444.4	1,431.2	1,403.6
R2	1,424.4	1,424.4	1,401.8
R1	1,411.2	1,411.2	1,399.9	1,407.8
PP	1,404.4	1,404.4	1,404.4	1,402.7
S1	1,391.2	1,391.2	1,396.3	1,387.8
S2	1,384.4	1,384.4	1,394.4
S3	1,364.4	1,371.2	1,392.6
S4	1,344.4	1,351.2	1,387.1

Weekly Pivots for week ending 02-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,656.0	1,605.1	1,441.1
R3	1,577.9	1,527.0	1,419.6
R2	1,499.8	1,499.8	1,412.4
R1	1,448.9	1,448.9	1,405.3	1,435.3
PP	1,421.7	1,421.7	1,421.7	1,414.9
S1	1,370.8	1,370.8	1,390.9	1,357.2
S2	1,343.6	1,343.6	1,383.8
S3	1,265.5	1,292.7	1,376.6
S4	1,187.4	1,214.6	1,355.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,472.5	1,394.4	78.1	5.6%	25.9	1.9%	5%	False	False	14,075
10	1,477.5	1,394.4	83.1	5.9%	16.9	1.2%	4%	False	False	8,441
20	1,477.5	1,394.4	83.1	5.9%	11.8	0.8%	4%	False	False	4,895
40	1,477.5	1,394.4	83.1	5.9%	9.8	0.7%	4%	False	False	3,370
60	1,477.5	1,394.4	83.1	5.9%	8.4	0.6%	4%	False	False	2,650
80	1,477.5	1,394.4	83.1	5.9%	6.5	0.5%	4%	False	False	2,075
100	1,477.5	1,380.2	97.3	7.0%	5.5	0.4%	18%	False	False	1,667
120	1,477.5	1,333.9	143.6	10.3%	4.6	0.3%	45%	False	False	1,398

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,502.5
2.618	1,469.9
1.618	1,449.9
1.000	1,437.5
0.618	1,429.9
HIGH	1,417.5
0.618	1,409.9
0.500	1,407.5
0.382	1,405.1
LOW	1,397.5
0.618	1,385.1
1.000	1,377.5
1.618	1,365.1
2.618	1,345.1
4.250	1,312.5

Fisher Pivots for day following 02-Mar-2007
Pivot	1 day	3 day
R1	1,407.5	1,412.5
PP	1,404.4	1,407.7
S1	1,401.2	1,402.9

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

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