S&P500 Future June 2007

Trading Metrics calculated at close of trading on 04-Apr-2007

Day Change Summary
	Previous	Current
	03-Apr-2007	04-Apr-2007	Change	Change %	Previous Week
Open	1,433.4	1,447.0	13.6	0.9%	1,446.3
High	1,450.3	1,449.7	-0.6	0.0%	1,449.0
Low	1,433.3	1,444.3	11.0	0.8%	1,418.5
Close	1,447.2	1,448.5	1.3	0.1%	1,431.2
Range	17.0	5.4	-11.6	-68.2%	30.5
ATR	15.8	15.0	-0.7	-4.7%	0.0
Volume	33,013	33,833	820	2.5%	163,431

Daily Pivots for day following 04-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,463.7	1,461.5	1,451.5
R3	1,458.3	1,456.1	1,450.0
R2	1,452.9	1,452.9	1,449.5
R1	1,450.7	1,450.7	1,449.0	1,451.8
PP	1,447.5	1,447.5	1,447.5	1,448.1
S1	1,445.3	1,445.3	1,448.0	1,446.4
S2	1,442.1	1,442.1	1,447.5
S3	1,436.7	1,439.9	1,447.0
S4	1,431.3	1,434.5	1,445.5

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	1,450.3	1,418.5	31.8	2.2%	13.8	0.9%	94%	False	False	38,000
10	1,451.0	1,418.5	32.5	2.2%	12.7	0.9%	92%	False	False	36,106
20	1,451.0	1,375.9	75.1	5.2%	15.5	1.1%	97%	False	False	60,956
40	1,477.5	1,375.9	101.6	7.0%	14.5	1.0%	71%	False	False	36,778
60	1,477.5	1,375.9	101.6	7.0%	12.0	0.8%	71%	False	False	25,136
80	1,477.5	1,375.9	101.6	7.0%	10.7	0.7%	71%	False	False	19,120
100	1,477.5	1,375.9	101.6	7.0%	8.8	0.6%	71%	False	False	15,405
120	1,477.5	1,375.9	101.6	7.0%	7.5	0.5%	71%	False	False	12,843

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	3.1
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	1,472.7
2.618	1,463.8
1.618	1,458.4
1.000	1,455.1
0.618	1,453.0
HIGH	1,449.7
0.618	1,447.6
0.500	1,447.0
0.382	1,446.4
LOW	1,444.3
0.618	1,441.0
1.000	1,438.9
1.618	1,435.6
2.618	1,430.2
4.250	1,421.4

Fisher Pivots for day following 04-Apr-2007
Pivot	1 day	3 day
R1	1,448.0	1,445.1
PP	1,447.5	1,441.6
S1	1,447.0	1,438.2

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

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