E-mini S&P 500 Future September 2007

Trading Metrics calculated at close of trading on 02-Aug-2007

Day Change Summary
	Previous	Current
	01-Aug-2007	02-Aug-2007	Change	Change %	Previous Week
Open	1,462.50	1,469.50	7.00	0.5%	1,543.75
High	1,475.00	1,483.00	8.00	0.5%	1,556.25
Low	1,442.25	1,464.50	22.25	1.5%	1,457.25
Close	1,470.00	1,481.75	11.75	0.8%	1,458.00
Range	32.75	18.50	-14.25	-43.5%	99.00
ATR	24.77	24.32	-0.45	-1.8%	0.00
Volume	2,589,335	3,411,368	822,033	31.7%	11,477,798

Daily Pivots for day following 02-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,532.00	1,525.25	1,492.00
R3	1,513.50	1,506.75	1,486.75
R2	1,495.00	1,495.00	1,485.25
R1	1,488.25	1,488.25	1,483.50	1,491.50
PP	1,476.50	1,476.50	1,476.50	1,478.00
S1	1,469.75	1,469.75	1,480.00	1,473.00
S2	1,458.00	1,458.00	1,478.25
S3	1,439.50	1,451.25	1,476.75
S4	1,421.00	1,432.75	1,471.50

Weekly Pivots for week ending 27-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,787.50	1,721.75	1,512.50
R3	1,688.50	1,622.75	1,485.25
R2	1,589.50	1,589.50	1,476.25
R1	1,523.75	1,523.75	1,467.00	1,507.00
PP	1,490.50	1,490.50	1,490.50	1,482.25
S1	1,424.75	1,424.75	1,449.00	1,408.00
S2	1,391.50	1,391.50	1,439.75
S3	1,292.50	1,325.75	1,430.75
S4	1,193.50	1,226.75	1,403.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,496.50	1,442.25	54.25	3.7%	32.00	2.2%	73%	False	False	2,981,366
10	1,561.75	1,442.25	119.50	8.1%	31.25	2.1%	33%	False	False	2,407,192
20	1,566.25	1,442.25	124.00	8.4%	23.50	1.6%	32%	False	False	1,860,341
40	1,566.25	1,442.25	124.00	8.4%	21.50	1.5%	32%	False	False	1,699,885
60	1,566.25	1,442.25	124.00	8.4%	18.75	1.3%	32%	False	False	1,138,786
80	1,566.25	1,442.25	124.00	8.4%	16.75	1.1%	32%	False	False	854,291

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	6.58
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,561.50
2.618	1,531.50
1.618	1,513.00
1.000	1,501.50
0.618	1,494.50
HIGH	1,483.00
0.618	1,476.00
0.500	1,473.75
0.382	1,471.50
LOW	1,464.50
0.618	1,453.00
1.000	1,446.00
1.618	1,434.50
2.618	1,416.00
4.250	1,386.00

Fisher Pivots for day following 02-Aug-2007
Pivot	1 day	3 day
R1	1,479.00	1,477.50
PP	1,476.50	1,473.25
S1	1,473.75	1,469.00

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

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