S&P500 Future June 2007

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

Day Change Summary
	Previous	Current
	30-Mar-2007	02-Apr-2007	Change	Change %	Previous Week
Open	1,431.5	1,431.8	0.3	0.0%	1,446.3
High	1,440.0	1,435.7	-4.3	-0.3%	1,449.0
Low	1,418.5	1,426.0	7.5	0.5%	1,418.5
Close	1,431.2	1,433.3	2.1	0.1%	1,431.2
Range	21.5	9.7	-11.8	-54.9%	30.5
ATR	16.2	15.7	-0.5	-2.9%	0.0
Volume	40,870	51,113	10,243	25.1%	163,431

Daily Pivots for day following 02-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,460.8	1,456.7	1,438.6
R3	1,451.1	1,447.0	1,436.0
R2	1,441.4	1,441.4	1,435.1
R1	1,437.3	1,437.3	1,434.2	1,439.4
PP	1,431.7	1,431.7	1,431.7	1,432.7
S1	1,427.6	1,427.6	1,432.4	1,429.7
S2	1,422.0	1,422.0	1,431.5
S3	1,412.3	1,417.9	1,430.6
S4	1,402.6	1,408.2	1,428.0

Weekly Pivots for week ending 30-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,524.4	1,508.3	1,448.0
R3	1,493.9	1,477.8	1,439.6
R2	1,463.4	1,463.4	1,436.8
R1	1,447.3	1,447.3	1,434.0	1,440.1
PP	1,432.9	1,432.9	1,432.9	1,429.3
S1	1,416.8	1,416.8	1,428.4	1,409.6
S2	1,402.4	1,402.4	1,425.6
S3	1,371.9	1,386.3	1,422.8
S4	1,341.4	1,355.8	1,414.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,446.0	1,418.5	27.5	1.9%	14.6	1.0%	54%	False	False	36,280
10	1,451.0	1,412.5	38.5	2.7%	14.5	1.0%	54%	False	False	36,202
20	1,451.0	1,375.9	75.1	5.2%	15.7	1.1%	76%	False	False	63,656
40	1,477.5	1,375.9	101.6	7.1%	14.2	1.0%	56%	False	False	35,136
60	1,477.5	1,375.9	101.6	7.1%	11.9	0.8%	56%	False	False	24,029
80	1,477.5	1,375.9	101.6	7.1%	10.5	0.7%	56%	False	False	18,313
100	1,477.5	1,375.9	101.6	7.1%	8.6	0.6%	56%	False	False	14,739
120	1,477.5	1,375.9	101.6	7.1%	7.3	0.5%	56%	False	False	12,287

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.3
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,476.9
2.618	1,461.1
1.618	1,451.4
1.000	1,445.4
0.618	1,441.7
HIGH	1,435.7
0.618	1,432.0
0.500	1,430.9
0.382	1,429.7
LOW	1,426.0
0.618	1,420.0
1.000	1,416.3
1.618	1,410.3
2.618	1,400.6
4.250	1,384.8

Fisher Pivots for day following 02-Apr-2007
Pivot	1 day	3 day
R1	1,432.5	1,432.0
PP	1,431.7	1,430.6
S1	1,430.9	1,429.3

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

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