mini-sized Dow ($5) Future September 2007

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Trading Metrics calculated at close of trading on 20-Jun-2007
Day Change Summary Previous Current 19-Jun-2007 20-Jun-2007 Change Change % Previous Week Open 13,724 13,749 25 0.2% 13,542 High 13,772 13,812 40 0.3% 13,813 Low 13,693 13,592 -101 -0.7% 13,395 Close 13,755 13,608 -147 -1.1% 13,753 Range 79 220 141 178.5% 418 ATR 122 129 7 5.7% 0 Volume 90,041 111,650 21,609 24.0% 805,695
Daily Pivots for day following 20-Jun-2007 Classic Woodie Camarilla DeMark R4 14,331 14,189 13,729 R3 14,111 13,969 13,669 R2 13,891 13,891 13,648 R1 13,749 13,749 13,628 13,710 PP 13,671 13,671 13,671 13,651 S1 13,529 13,529 13,588 13,490 S2 13,451 13,451 13,568 S3 13,231 13,309 13,548 S4 13,011 13,089 13,487	Weekly Pivots for week ending 15-Jun-2007 Classic Woodie Camarilla DeMark R4 14,908 14,748 13,983 R3 14,490 14,330 13,868 R2 14,072 14,072 13,830 R1 13,912 13,912 13,791 13,992 PP 13,654 13,654 13,654 13,694 S1 13,494 13,494 13,715 13,574 S2 13,236 13,236 13,676 S3 12,818 13,076 13,638 S4 12,400 12,658 13,523
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 13,813 13,592 221 1.6% 126 0.9% 7% False True 124,457 10 13,813 13,315 498 3.7% 165 1.2% 59% False False 128,810 20 13,826 13,315 511 3.8% 139 1.0% 57% False False 64,937 40 13,826 13,120 706 5.2% 109 0.8% 69% False False 32,528 60 13,826 12,411 1,415 10.4% 89 0.7% 85% False False 21,690
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 False ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 33 Widest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 14,747 2.618 14,388 1.618 14,168 1.000 14,032 0.618 13,948 HIGH 13,812 0.618 13,728 0.500 13,702 0.382 13,676 LOW 13,592 0.618 13,456 1.000 13,372 1.618 13,236 2.618 13,016 4.250 12,657
Fisher Pivots for day following 20-Jun-2007 Pivot 1 day 3 day R1 13,702 13,702 PP 13,671 13,671 S1 13,639 13,639

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