S&P500 Future June 2007

Trading Metrics calculated at close of trading on 31-May-2007

Day Change Summary
	Previous	Current
	30-May-2007	31-May-2007	Change	Change %	Previous Week
Open	1,521.9	1,533.3	11.4	0.7%	1,527.6
High	1,534.2	1,537.7	3.5	0.2%	1,535.7
Low	1,512.6	1,530.5	17.9	1.2%	1,507.8
Close	1,533.9	1,532.9	-1.0	-0.1%	1,517.3
Range	21.6	7.2	-14.4	-66.7%	27.9
ATR	12.9	12.5	-0.4	-3.2%	0.0
Volume	49,644	52,693	3,049	6.1%	189,557

Daily Pivots for day following 31-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,555.3	1,551.3	1,536.9
R3	1,548.1	1,544.1	1,534.9
R2	1,540.9	1,540.9	1,534.2
R1	1,536.9	1,536.9	1,533.6	1,535.3
PP	1,533.7	1,533.7	1,533.7	1,532.9
S1	1,529.7	1,529.7	1,532.2	1,528.1
S2	1,526.5	1,526.5	1,531.6
S3	1,519.3	1,522.5	1,530.9
S4	1,512.1	1,515.3	1,528.9

Weekly Pivots for week ending 25-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,604.0	1,588.5	1,532.6
R3	1,576.1	1,560.6	1,525.0
R2	1,548.2	1,548.2	1,522.4
R1	1,532.7	1,532.7	1,519.9	1,526.5
PP	1,520.3	1,520.3	1,520.3	1,517.2
S1	1,504.8	1,504.8	1,514.7	1,498.6
S2	1,492.4	1,492.4	1,512.2
S3	1,464.5	1,476.9	1,509.6
S4	1,436.6	1,449.0	1,502.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,537.7	1,507.8	29.9	2.0%	14.6	1.0%	84%	True	False	42,790
10	1,537.7	1,507.8	29.9	2.0%	12.3	0.8%	84%	True	False	38,982
20	1,537.7	1,496.1	41.6	2.7%	12.2	0.8%	88%	True	False	36,270
40	1,537.7	1,442.3	95.4	6.2%	11.7	0.8%	95%	True	False	32,408
60	1,537.7	1,375.9	161.8	10.6%	13.0	0.8%	97%	True	False	41,924
80	1,537.7	1,375.9	161.8	10.6%	13.1	0.9%	97%	True	False	34,593
100	1,537.7	1,375.9	161.8	10.6%	11.9	0.8%	97%	True	False	28,045
120	1,537.7	1,375.9	161.8	10.6%	11.0	0.7%	97%	True	False	23,550

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	3.4
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1,568.3
2.618	1,556.5
1.618	1,549.3
1.000	1,544.9
0.618	1,542.1
HIGH	1,537.7
0.618	1,534.9
0.500	1,534.1
0.382	1,533.3
LOW	1,530.5
0.618	1,526.1
1.000	1,523.3
1.618	1,518.9
2.618	1,511.7
4.250	1,499.9

Fisher Pivots for day following 31-May-2007
Pivot	1 day	3 day
R1	1,534.1	1,530.3
PP	1,533.7	1,527.7
S1	1,533.3	1,525.2

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

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