S&P500 Future June 2007

Trading Metrics calculated at close of trading on 15-Mar-2007

Day Change Summary
	Previous	Current
	14-Mar-2007	15-Mar-2007	Change	Change %	Previous Week
Open	1,392.1	1,401.3	9.2	0.7%	1,390.3
High	1,402.0	1,408.2	6.2	0.4%	1,426.5
Low	1,375.9	1,397.3	21.4	1.6%	1,384.0
Close	1,401.7	1,403.4	1.7	0.1%	1,417.4
Range	26.1	10.9	-15.2	-58.2%	42.5
ATR	17.4	16.9	-0.5	-2.7%	0.0
Volume	149,338	128,453	-20,885	-14.0%	331,509

Daily Pivots for day following 15-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,435.7	1,430.4	1,409.4
R3	1,424.8	1,419.5	1,406.4
R2	1,413.9	1,413.9	1,405.4
R1	1,408.6	1,408.6	1,404.4	1,411.3
PP	1,403.0	1,403.0	1,403.0	1,404.3
S1	1,397.7	1,397.7	1,402.4	1,400.4
S2	1,392.1	1,392.1	1,401.4
S3	1,381.2	1,386.8	1,400.4
S4	1,370.3	1,375.9	1,397.4

Weekly Pivots for week ending 09-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,536.8	1,519.6	1,440.8
R3	1,494.3	1,477.1	1,429.1
R2	1,451.8	1,451.8	1,425.2
R1	1,434.6	1,434.6	1,421.3	1,443.2
PP	1,409.3	1,409.3	1,409.3	1,413.6
S1	1,392.1	1,392.1	1,413.5	1,400.7
S2	1,366.8	1,366.8	1,409.6
S3	1,324.3	1,349.6	1,405.7
S4	1,281.8	1,307.1	1,394.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,426.5	1,375.9	50.6	3.6%	19.1	1.4%	54%	False	False	118,418
10	1,426.5	1,375.9	50.6	3.6%	17.5	1.2%	54%	False	False	84,858
20	1,477.5	1,375.9	101.6	7.2%	16.4	1.2%	27%	False	False	45,895
40	1,477.5	1,375.9	101.6	7.2%	11.8	0.8%	27%	False	False	24,069
60	1,477.5	1,375.9	101.6	7.2%	10.7	0.8%	27%	False	False	16,343
80	1,477.5	1,375.9	101.6	7.2%	8.2	0.6%	27%	False	False	12,459
100	1,477.5	1,375.9	101.6	7.2%	6.9	0.5%	27%	False	False	9,981
120	1,477.5	1,347.7	129.8	9.2%	5.8	0.4%	43%	False	False	8,322

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	5.0
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,454.5
2.618	1,436.7
1.618	1,425.8
1.000	1,419.1
0.618	1,414.9
HIGH	1,408.2
0.618	1,404.0
0.500	1,402.8
0.382	1,401.5
LOW	1,397.3
0.618	1,390.6
1.000	1,386.4
1.618	1,379.7
2.618	1,368.8
4.250	1,351.0

Fisher Pivots for day following 15-Mar-2007
Pivot	1 day	3 day
R1	1,403.2	1,401.6
PP	1,403.0	1,399.7
S1	1,402.8	1,397.9

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

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