S&P500 Future September 2007

Trading Metrics calculated at close of trading on 14-Mar-2007

Day Change Summary
	Previous	Current
	13-Mar-2007	14-Mar-2007	Change	Change %	Previous Week
Open	1,414.5	1,405.0	-9.5	-0.7%	1,401.5
High	1,414.5	1,414.4	-0.1	0.0%	1,433.1
Low	1,402.6	1,388.4	-14.2	-1.0%	1,397.1
Close	1,404.4	1,414.3	9.9	0.7%	1,430.0
Range	11.9	26.0	14.1	118.5%	36.0
ATR	11.9	12.9	1.0	8.5%	0.0
Volume	239	246	7	2.9%	145

Daily Pivots for day following 14-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,483.7	1,475.0	1,428.6
R3	1,457.7	1,449.0	1,421.5
R2	1,431.7	1,431.7	1,419.1
R1	1,423.0	1,423.0	1,416.7	1,427.4
PP	1,405.7	1,405.7	1,405.7	1,407.9
S1	1,397.0	1,397.0	1,411.9	1,401.4
S2	1,379.7	1,379.7	1,409.5
S3	1,353.7	1,371.0	1,407.2
S4	1,327.7	1,345.0	1,400.0

Weekly Pivots for week ending 09-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,528.1	1,515.0	1,449.8
R3	1,492.1	1,479.0	1,439.9
R2	1,456.1	1,456.1	1,436.6
R1	1,443.0	1,443.0	1,433.3	1,449.6
PP	1,420.1	1,420.1	1,420.1	1,423.3
S1	1,407.0	1,407.0	1,426.7	1,413.6
S2	1,384.1	1,384.1	1,423.4
S3	1,348.1	1,371.0	1,420.1
S4	1,312.1	1,335.0	1,410.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,433.1	1,388.4	44.7	3.2%	9.0	0.6%	58%	False	True	113
10	1,433.1	1,388.4	44.7	3.2%	8.1	0.6%	58%	False	True	73
20	1,489.2	1,388.4	100.8	7.1%	5.5	0.4%	26%	False	True	62
40	1,489.2	1,388.4	100.8	7.1%	4.1	0.3%	26%	False	True	269
60	1,489.2	1,388.4	100.8	7.1%	3.0	0.2%	26%	False	True	421
80	1,489.2	1,388.4	100.8	7.1%	2.7	0.2%	26%	False	True	332
100	1,489.2	1,388.4	100.8	7.1%	2.3	0.2%	26%	False	True	296
120	1,489.2	1,359.5	129.7	9.2%	1.9	0.1%	42%	False	False	248

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.8
Widest range in 132 trading days

Fibonacci Retracements and Extensions
4.250	1,524.9
2.618	1,482.5
1.618	1,456.5
1.000	1,440.4
0.618	1,430.5
HIGH	1,414.4
0.618	1,404.5
0.500	1,401.4
0.382	1,398.3
LOW	1,388.4
0.618	1,372.3
1.000	1,362.4
1.618	1,346.3
2.618	1,320.3
4.250	1,277.9

Fisher Pivots for day following 14-Mar-2007
Pivot	1 day	3 day
R1	1,410.0	1,413.0
PP	1,405.7	1,411.8
S1	1,401.4	1,410.5

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

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