S&P500 Future September 2007

Trading Metrics calculated at close of trading on 25-May-2007

Day Change Summary
	Previous	Current
	24-May-2007	25-May-2007	Change	Change %	Previous Week
Open	1,539.3	1,530.0	-9.3	-0.6%	1,542.7
High	1,546.8	1,534.0	-12.8	-0.8%	1,550.5
Low	1,523.3	1,528.2	4.9	0.3%	1,523.3
Close	1,526.2	1,532.0	5.8	0.4%	1,532.0
Range	23.5	5.8	-17.7	-75.3%	27.2
ATR	11.0	10.8	-0.2	-2.1%	0.0
Volume	756	6,677	5,921	783.2%	19,449

Daily Pivots for day following 25-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,548.8	1,546.2	1,535.2
R3	1,543.0	1,540.4	1,533.6
R2	1,537.2	1,537.2	1,533.1
R1	1,534.6	1,534.6	1,532.5	1,535.9
PP	1,531.4	1,531.4	1,531.4	1,532.1
S1	1,528.8	1,528.8	1,531.5	1,530.1
S2	1,525.6	1,525.6	1,530.9
S3	1,519.8	1,523.0	1,530.4
S4	1,514.0	1,517.2	1,528.8

Weekly Pivots for week ending 25-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,616.9	1,601.6	1,547.0
R3	1,589.7	1,574.4	1,539.5
R2	1,562.5	1,562.5	1,537.0
R1	1,547.2	1,547.2	1,534.5	1,541.3
PP	1,535.3	1,535.3	1,535.3	1,532.3
S1	1,520.0	1,520.0	1,529.5	1,514.1
S2	1,508.1	1,508.1	1,527.0
S3	1,480.9	1,492.8	1,524.5
S4	1,453.7	1,465.6	1,517.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,550.5	1,523.3	27.2	1.8%	11.0	0.7%	32%	False	False	3,889
10	1,550.5	1,517.2	33.3	2.2%	10.8	0.7%	44%	False	False	3,562
20	1,550.5	1,497.4	53.1	3.5%	9.0	0.6%	65%	False	False	2,761
40	1,550.5	1,446.6	103.9	6.8%	7.5	0.5%	82%	False	False	1,578
60	1,550.5	1,388.4	162.1	10.6%	7.5	0.5%	89%	False	False	1,109
80	1,550.5	1,388.4	162.1	10.6%	6.4	0.4%	89%	False	False	882
100	1,550.5	1,388.4	162.1	10.6%	5.5	0.4%	89%	False	False	780
120	1,550.5	1,388.4	162.1	10.6%	4.8	0.3%	89%	False	False	771

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.1
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1,558.7
2.618	1,549.2
1.618	1,543.4
1.000	1,539.8
0.618	1,537.6
HIGH	1,534.0
0.618	1,531.8
0.500	1,531.1
0.382	1,530.4
LOW	1,528.2
0.618	1,524.6
1.000	1,522.4
1.618	1,518.8
2.618	1,513.0
4.250	1,503.6

Fisher Pivots for day following 25-May-2007
Pivot	1 day	3 day
R1	1,531.7	1,536.9
PP	1,531.4	1,535.3
S1	1,531.1	1,533.6

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

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