S&P500 Future June 2007

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

Day Change Summary
	Previous	Current
	05-Mar-2007	06-Mar-2007	Change	Change %	Previous Week
Open	1,390.3	1,398.0	7.7	0.6%	1,470.7
High	1,405.5	1,411.3	5.8	0.4%	1,472.5
Low	1,384.0	1,395.0	11.0	0.8%	1,394.4
Close	1,384.3	1,407.8	23.5	1.7%	1,398.1
Range	21.5	16.3	-5.2	-24.2%	78.1
ATR	15.5	16.3	0.8	5.3%	0.0
Volume	34,789	63,980	29,191	83.9%	70,379

Daily Pivots for day following 06-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,453.6	1,447.0	1,416.8
R3	1,437.3	1,430.7	1,412.3
R2	1,421.0	1,421.0	1,410.8
R1	1,414.4	1,414.4	1,409.3	1,417.7
PP	1,404.7	1,404.7	1,404.7	1,406.4
S1	1,398.1	1,398.1	1,406.3	1,401.4
S2	1,388.4	1,388.4	1,404.8
S3	1,372.1	1,381.8	1,403.3
S4	1,355.8	1,365.5	1,398.8

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	1,430.5	1,384.0	46.5	3.3%	21.3	1.5%	51%	False	False	30,914
10	1,477.5	1,384.0	93.5	6.6%	19.1	1.4%	25%	False	False	18,243
20	1,477.5	1,384.0	93.5	6.6%	13.4	1.0%	25%	False	False	9,774
40	1,477.5	1,384.0	93.5	6.6%	10.3	0.7%	25%	False	False	5,808
60	1,477.5	1,384.0	93.5	6.6%	9.0	0.6%	25%	False	False	4,262
80	1,477.5	1,384.0	93.5	6.6%	7.0	0.5%	25%	False	False	3,306
100	1,477.5	1,382.3	95.2	6.8%	5.8	0.4%	27%	False	False	2,653
120	1,477.5	1,347.7	129.8	9.2%	4.9	0.3%	46%	False	False	2,219

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	3.5
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,480.6
2.618	1,454.0
1.618	1,437.7
1.000	1,427.6
0.618	1,421.4
HIGH	1,411.3
0.618	1,405.1
0.500	1,403.2
0.382	1,401.2
LOW	1,395.0
0.618	1,384.9
1.000	1,378.7
1.618	1,368.6
2.618	1,352.3
4.250	1,325.7

Fisher Pivots for day following 06-Mar-2007
Pivot	1 day	3 day
R1	1,406.3	1,405.5
PP	1,404.7	1,403.1
S1	1,403.2	1,400.8

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

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