S&P500 Future June 2007

Trading Metrics calculated at close of trading on 14-May-2007

Day Change Summary
	Previous	Current
	11-May-2007	14-May-2007	Change	Change %	Previous Week
Open	1,499.0	1,511.8	12.8	0.9%	1,513.2
High	1,512.7	1,515.7	3.0	0.2%	1,518.8
Low	1,496.1	1,502.8	6.7	0.4%	1,496.1
Close	1,512.2	1,508.7	-3.5	-0.2%	1,512.2
Range	16.6	12.9	-3.7	-22.3%	22.7
ATR	12.2	12.2	0.1	0.4%	0.0
Volume	40,003	39,673	-330	-0.8%	150,038

Daily Pivots for day following 14-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,547.8	1,541.1	1,515.8
R3	1,534.9	1,528.2	1,512.2
R2	1,522.0	1,522.0	1,511.1
R1	1,515.3	1,515.3	1,509.9	1,512.2
PP	1,509.1	1,509.1	1,509.1	1,507.5
S1	1,502.4	1,502.4	1,507.5	1,499.3
S2	1,496.2	1,496.2	1,506.3
S3	1,483.3	1,489.5	1,505.2
S4	1,470.4	1,476.6	1,501.6

Weekly Pivots for week ending 11-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,577.1	1,567.4	1,524.7
R3	1,554.4	1,544.7	1,518.4
R2	1,531.7	1,531.7	1,516.4
R1	1,522.0	1,522.0	1,514.3	1,515.5
PP	1,509.0	1,509.0	1,509.0	1,505.8
S1	1,499.3	1,499.3	1,510.1	1,492.8
S2	1,486.3	1,486.3	1,508.0
S3	1,463.6	1,476.6	1,506.0
S4	1,440.9	1,453.9	1,499.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,518.8	1,496.1	22.7	1.5%	13.6	0.9%	56%	False	False	32,097
10	1,518.8	1,482.2	36.6	2.4%	11.6	0.8%	72%	False	False	32,735
20	1,518.8	1,468.2	50.6	3.4%	11.7	0.8%	80%	False	False	32,996
40	1,518.8	1,412.5	106.3	7.0%	12.1	0.8%	90%	False	False	31,444
60	1,518.8	1,375.9	142.9	9.5%	14.0	0.9%	93%	False	False	38,129
80	1,518.8	1,375.9	142.9	9.5%	12.2	0.8%	93%	False	False	29,113
100	1,518.8	1,375.9	142.9	9.5%	11.4	0.8%	93%	False	False	23,433
120	1,518.8	1,375.9	142.9	9.5%	9.8	0.7%	93%	False	False	19,739

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	1.9
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,570.5
2.618	1,549.5
1.618	1,536.6
1.000	1,528.6
0.618	1,523.7
HIGH	1,515.7
0.618	1,510.8
0.500	1,509.3
0.382	1,507.7
LOW	1,502.8
0.618	1,494.8
1.000	1,489.9
1.618	1,481.9
2.618	1,469.0
4.250	1,448.0

Fisher Pivots for day following 14-May-2007
Pivot	1 day	3 day
R1	1,509.3	1,507.8
PP	1,509.1	1,506.8
S1	1,508.9	1,505.9

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

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