S&P500 Future June 2007

Trading Metrics calculated at close of trading on 19-Mar-2007

Day Change Summary
	Previous	Current
	16-Mar-2007	19-Mar-2007	Change	Change %	Previous Week
Open	1,403.2	1,398.0	-5.2	-0.4%	1,417.4
High	1,409.7	1,416.0	6.3	0.4%	1,422.8
Low	1,395.2	1,394.8	-0.4	0.0%	1,375.9
Close	1,399.0	1,415.8	16.8	1.2%	1,399.0
Range	14.5	21.2	6.7	46.2%	46.9
ATR	16.8	17.1	0.3	1.9%	0.0
Volume	76,106	38,108	-37,998	-49.9%	576,267

Daily Pivots for day following 19-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,472.5	1,465.3	1,427.5
R3	1,451.3	1,444.1	1,421.6
R2	1,430.1	1,430.1	1,419.7
R1	1,422.9	1,422.9	1,417.7	1,426.5
PP	1,408.9	1,408.9	1,408.9	1,410.7
S1	1,401.7	1,401.7	1,413.9	1,405.3
S2	1,387.7	1,387.7	1,411.9
S3	1,366.5	1,380.5	1,410.0
S4	1,345.3	1,359.3	1,404.1

Weekly Pivots for week ending 16-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,539.9	1,516.4	1,424.8
R3	1,493.0	1,469.5	1,411.9
R2	1,446.1	1,446.1	1,407.6
R1	1,422.6	1,422.6	1,403.3	1,410.9
PP	1,399.2	1,399.2	1,399.2	1,393.4
S1	1,375.7	1,375.7	1,394.7	1,364.0
S2	1,352.3	1,352.3	1,390.4
S3	1,305.4	1,328.8	1,386.1
S4	1,258.5	1,281.9	1,373.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,419.9	1,375.9	44.0	3.1%	20.6	1.5%	91%	False	False	100,133
10	1,426.5	1,375.9	50.6	3.6%	16.9	1.2%	79%	False	False	91,109
20	1,477.5	1,375.9	101.6	7.2%	17.8	1.3%	39%	False	False	51,500
40	1,477.5	1,375.9	101.6	7.2%	12.4	0.9%	39%	False	False	26,782
60	1,477.5	1,375.9	101.6	7.2%	10.9	0.8%	39%	False	False	18,093
80	1,477.5	1,375.9	101.6	7.2%	8.7	0.6%	39%	False	False	13,887
100	1,477.5	1,375.9	101.6	7.2%	7.3	0.5%	39%	False	False	11,123
120	1,477.5	1,362.9	114.6	8.1%	6.1	0.4%	46%	False	False	9,274

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.8
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,506.1
2.618	1,471.5
1.618	1,450.3
1.000	1,437.2
0.618	1,429.1
HIGH	1,416.0
0.618	1,407.9
0.500	1,405.4
0.382	1,402.9
LOW	1,394.8
0.618	1,381.7
1.000	1,373.6
1.618	1,360.5
2.618	1,339.3
4.250	1,304.7

Fisher Pivots for day following 19-Mar-2007
Pivot	1 day	3 day
R1	1,412.3	1,412.3
PP	1,408.9	1,408.9
S1	1,405.4	1,405.4

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

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