S&P500 Future June 2007

Trading Metrics calculated at close of trading on 05-Jun-2007

Day Change Summary
	Previous	Current
	04-Jun-2007	05-Jun-2007	Change	Change %	Previous Week
Open	1,539.3	1,539.9	0.6	0.0%	1,517.8
High	1,542.5	1,541.2	-1.3	-0.1%	1,542.8
Low	1,533.3	1,527.0	-6.3	-0.4%	1,512.6
Close	1,540.3	1,533.7	-6.6	-0.4%	1,539.6
Range	9.2	14.2	5.0	54.3%	30.2
ATR	12.1	12.3	0.1	1.2%	0.0
Volume	61,309	66,079	4,770	7.8%	191,814

Daily Pivots for day following 05-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,576.6	1,569.3	1,541.5
R3	1,562.4	1,555.1	1,537.6
R2	1,548.2	1,548.2	1,536.3
R1	1,540.9	1,540.9	1,535.0	1,537.5
PP	1,534.0	1,534.0	1,534.0	1,532.2
S1	1,526.7	1,526.7	1,532.4	1,523.3
S2	1,519.8	1,519.8	1,531.1
S3	1,505.6	1,512.5	1,529.8
S4	1,491.4	1,498.3	1,525.9

Weekly Pivots for week ending 01-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,622.3	1,611.1	1,556.2
R3	1,592.1	1,580.9	1,547.9
R2	1,561.9	1,561.9	1,545.1
R1	1,550.7	1,550.7	1,542.4	1,556.3
PP	1,531.7	1,531.7	1,531.7	1,534.5
S1	1,520.5	1,520.5	1,536.8	1,526.1
S2	1,501.5	1,501.5	1,534.1
S3	1,471.3	1,490.3	1,531.3
S4	1,441.1	1,460.1	1,523.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,542.8	1,512.6	30.2	2.0%	12.5	0.8%	70%	False	False	58,351
10	1,542.8	1,507.8	35.0	2.3%	12.6	0.8%	74%	False	False	47,154
20	1,542.8	1,496.1	46.7	3.0%	12.7	0.8%	81%	False	False	40,867
40	1,542.8	1,442.3	100.5	6.6%	12.0	0.8%	91%	False	False	35,976
60	1,542.8	1,375.9	166.9	10.9%	12.9	0.8%	95%	False	False	40,255
80	1,542.8	1,375.9	166.9	10.9%	13.2	0.9%	95%	False	False	36,933
100	1,542.8	1,375.9	166.9	10.9%	11.9	0.8%	95%	False	False	29,928
120	1,542.8	1,375.9	166.9	10.9%	11.3	0.7%	95%	False	False	25,119

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	3.2
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,601.6
2.618	1,578.4
1.618	1,564.2
1.000	1,555.4
0.618	1,550.0
HIGH	1,541.2
0.618	1,535.8
0.500	1,534.1
0.382	1,532.4
LOW	1,527.0
0.618	1,518.2
1.000	1,512.8
1.618	1,504.0
2.618	1,489.8
4.250	1,466.7

Fisher Pivots for day following 05-Jun-2007
Pivot	1 day	3 day
R1	1,534.1	1,534.9
PP	1,534.0	1,534.5
S1	1,533.8	1,534.1

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

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