S&P500 Future June 2007

Trading Metrics calculated at close of trading on 10-Apr-2007

Day Change Summary
	Previous	Current
	09-Apr-2007	10-Apr-2007	Change	Change %	Previous Week
Open	1,457.3	1,454.4	-2.9	-0.2%	1,431.8
High	1,458.9	1,458.1	-0.8	-0.1%	1,460.0
Low	1,452.5	1,451.5	-1.0	-0.1%	1,426.0
Close	1,454.5	1,456.0	1.5	0.1%	1,452.7
Range	6.4	6.6	0.2	3.1%	34.0
ATR	13.5	13.0	-0.5	-3.7%	0.0
Volume	2,422	15,895	13,473	556.3%	162,229

Daily Pivots for day following 10-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,475.0	1,472.1	1,459.6
R3	1,468.4	1,465.5	1,457.8
R2	1,461.8	1,461.8	1,457.2
R1	1,458.9	1,458.9	1,456.6	1,460.4
PP	1,455.2	1,455.2	1,455.2	1,455.9
S1	1,452.3	1,452.3	1,455.4	1,453.8
S2	1,448.6	1,448.6	1,454.8
S3	1,442.0	1,445.7	1,454.2
S4	1,435.4	1,439.1	1,452.4

Weekly Pivots for week ending 06-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,548.2	1,534.5	1,471.4
R3	1,514.2	1,500.5	1,462.1
R2	1,480.2	1,480.2	1,458.9
R1	1,466.5	1,466.5	1,455.8	1,473.4
PP	1,446.2	1,446.2	1,446.2	1,449.7
S1	1,432.5	1,432.5	1,449.6	1,439.4
S2	1,412.2	1,412.2	1,446.5
S3	1,378.2	1,398.5	1,443.4
S4	1,344.2	1,364.5	1,434.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,460.0	1,444.3	15.7	1.1%	6.9	0.5%	75%	False	False	19,284
10	1,460.0	1,418.5	41.5	2.9%	11.5	0.8%	90%	False	False	28,045
20	1,460.0	1,375.9	84.1	5.8%	13.5	0.9%	95%	False	False	44,173
40	1,477.5	1,375.9	101.6	7.0%	14.3	1.0%	79%	False	False	38,167
60	1,477.5	1,375.9	101.6	7.0%	11.8	0.8%	79%	False	False	26,159
80	1,477.5	1,375.9	101.6	7.0%	11.0	0.8%	79%	False	False	19,877
100	1,477.5	1,375.9	101.6	7.0%	8.9	0.6%	79%	False	False	16,030
120	1,477.5	1,375.9	101.6	7.0%	7.7	0.5%	79%	False	False	13,365

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,486.2
2.618	1,475.4
1.618	1,468.8
1.000	1,464.7
0.618	1,462.2
HIGH	1,458.1
0.618	1,455.6
0.500	1,454.8
0.382	1,454.0
LOW	1,451.5
0.618	1,447.4
1.000	1,444.9
1.618	1,440.8
2.618	1,434.2
4.250	1,423.5

Fisher Pivots for day following 10-Apr-2007
Pivot	1 day	3 day
R1	1,455.6	1,455.9
PP	1,455.2	1,455.8
S1	1,454.8	1,455.8

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

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