S&P500 Future June 2007

Trading Metrics calculated at close of trading on 18-May-2007

Day Change Summary
	Previous	Current
	17-May-2007	18-May-2007	Change	Change %	Previous Week
Open	1,517.7	1,515.5	-2.2	-0.1%	1,511.8
High	1,521.5	1,528.0	6.5	0.4%	1,528.0
Low	1,513.2	1,513.7	0.5	0.0%	1,502.8
Close	1,515.2	1,527.9	12.7	0.8%	1,527.9
Range	8.3	14.3	6.0	72.3%	25.2
ATR	12.2	12.4	0.1	1.2%	0.0
Volume	38,344	32,141	-6,203	-16.2%	187,782

Daily Pivots for day following 18-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,566.1	1,561.3	1,535.8
R3	1,551.8	1,547.0	1,531.8
R2	1,537.5	1,537.5	1,530.5
R1	1,532.7	1,532.7	1,529.2	1,535.1
PP	1,523.2	1,523.2	1,523.2	1,524.4
S1	1,518.4	1,518.4	1,526.6	1,520.8
S2	1,508.9	1,508.9	1,525.3
S3	1,494.6	1,504.1	1,524.0
S4	1,480.3	1,489.8	1,520.0

Weekly Pivots for week ending 18-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,595.2	1,586.7	1,541.8
R3	1,570.0	1,561.5	1,534.8
R2	1,544.8	1,544.8	1,532.5
R1	1,536.3	1,536.3	1,530.2	1,540.6
PP	1,519.6	1,519.6	1,519.6	1,521.7
S1	1,511.1	1,511.1	1,525.6	1,515.4
S2	1,494.4	1,494.4	1,523.3
S3	1,469.2	1,485.9	1,521.0
S4	1,444.0	1,460.7	1,514.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,528.0	1,502.8	25.2	1.6%	12.9	0.8%	100%	True	False	37,556
10	1,528.0	1,496.1	31.9	2.1%	12.3	0.8%	100%	True	False	33,782
20	1,528.0	1,480.5	47.5	3.1%	11.8	0.8%	100%	True	False	33,536
40	1,528.0	1,418.5	109.5	7.2%	12.0	0.8%	100%	True	False	31,459
60	1,528.0	1,375.9	152.1	10.0%	14.3	0.9%	100%	True	False	40,369
80	1,528.0	1,375.9	152.1	10.0%	12.6	0.8%	100%	True	False	30,852
100	1,528.0	1,375.9	152.1	10.0%	11.6	0.8%	100%	True	False	24,893
120	1,528.0	1,375.9	152.1	10.0%	10.3	0.7%	100%	True	False	20,968

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	2.5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,588.8
2.618	1,565.4
1.618	1,551.1
1.000	1,542.3
0.618	1,536.8
HIGH	1,528.0
0.618	1,522.5
0.500	1,520.9
0.382	1,519.2
LOW	1,513.7
0.618	1,504.9
1.000	1,499.4
1.618	1,490.6
2.618	1,476.3
4.250	1,452.9

Fisher Pivots for day following 18-May-2007
Pivot	1 day	3 day
R1	1,525.6	1,524.3
PP	1,523.2	1,520.7
S1	1,520.9	1,517.1

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

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