S&P500 Future June 2007

Trading Metrics calculated at close of trading on 15-May-2007

Day Change Summary
	Previous	Current
	14-May-2007	15-May-2007	Change	Change %	Previous Week
Open	1,511.8	1,508.2	-3.6	-0.2%	1,513.2
High	1,515.7	1,519.5	3.8	0.3%	1,518.8
Low	1,502.8	1,502.8	0.0	0.0%	1,496.1
Close	1,508.7	1,508.4	-0.3	0.0%	1,512.2
Range	12.9	16.7	3.8	29.5%	22.7
ATR	12.2	12.6	0.3	2.6%	0.0
Volume	39,673	35,093	-4,580	-11.5%	150,038

Daily Pivots for day following 15-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,560.3	1,551.1	1,517.6
R3	1,543.6	1,534.4	1,513.0
R2	1,526.9	1,526.9	1,511.5
R1	1,517.7	1,517.7	1,509.9	1,522.3
PP	1,510.2	1,510.2	1,510.2	1,512.6
S1	1,501.0	1,501.0	1,506.9	1,505.6
S2	1,493.5	1,493.5	1,505.3
S3	1,476.8	1,484.3	1,503.8
S4	1,460.1	1,467.6	1,499.2

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	1,519.5	1,496.1	23.4	1.6%	15.2	1.0%	53%	True	False	34,653
10	1,519.5	1,492.1	27.4	1.8%	12.1	0.8%	59%	True	False	32,731
20	1,519.5	1,468.2	51.3	3.4%	12.0	0.8%	78%	True	False	33,162
40	1,519.5	1,418.5	101.0	6.7%	12.3	0.8%	89%	True	False	31,433
60	1,519.5	1,375.9	143.6	9.5%	14.1	0.9%	92%	True	False	38,706
80	1,519.5	1,375.9	143.6	9.5%	12.3	0.8%	92%	True	False	29,489
100	1,519.5	1,375.9	143.6	9.5%	11.6	0.8%	92%	True	False	23,773
120	1,519.5	1,375.9	143.6	9.5%	10.0	0.7%	92%	True	False	20,031

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,590.5
2.618	1,563.2
1.618	1,546.5
1.000	1,536.2
0.618	1,529.8
HIGH	1,519.5
0.618	1,513.1
0.500	1,511.2
0.382	1,509.2
LOW	1,502.8
0.618	1,492.5
1.000	1,486.1
1.618	1,475.8
2.618	1,459.1
4.250	1,431.8

Fisher Pivots for day following 15-May-2007
Pivot	1 day	3 day
R1	1,511.2	1,508.2
PP	1,510.2	1,508.0
S1	1,509.3	1,507.8

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

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