S&P500 Future September 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	1,549.0	1,550.8	1.8	0.1%	1,534.0
High	1,557.7	1,552.0	-5.7	-0.4%	1,557.0
Low	1,548.8	1,542.0	-6.8	-0.4%	1,527.5
Close	1,555.4	1,548.7	-6.7	-0.4%	1,554.7
Range	8.9	10.0	1.1	12.4%	29.5
ATR	10.8	10.9	0.2	1.8%	0.0
Volume	23,762	42,086	18,324	77.1%	59,425

Daily Pivots for day following 05-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,577.6	1,573.1	1,554.2
R3	1,567.6	1,563.1	1,551.5
R2	1,557.6	1,557.6	1,550.5
R1	1,553.1	1,553.1	1,549.6	1,550.4
PP	1,547.6	1,547.6	1,547.6	1,546.2
S1	1,543.1	1,543.1	1,547.8	1,540.4
S2	1,537.6	1,537.6	1,546.9
S3	1,527.6	1,533.1	1,546.0
S4	1,517.6	1,523.1	1,543.2

Weekly Pivots for week ending 01-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,634.9	1,624.3	1,570.9
R3	1,605.4	1,594.8	1,562.8
R2	1,575.9	1,575.9	1,560.1
R1	1,565.3	1,565.3	1,557.4	1,570.6
PP	1,546.4	1,546.4	1,546.4	1,549.1
S1	1,535.8	1,535.8	1,552.0	1,541.1
S2	1,516.9	1,516.9	1,549.3
S3	1,487.4	1,506.3	1,546.6
S4	1,457.9	1,476.8	1,538.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,557.7	1,527.5	30.2	2.0%	10.8	0.7%	70%	False	False	24,688
10	1,557.7	1,523.3	34.4	2.2%	11.1	0.7%	74%	False	False	14,234
20	1,557.7	1,511.1	46.6	3.0%	10.6	0.7%	81%	False	False	8,722
40	1,557.7	1,460.6	97.1	6.3%	8.8	0.6%	91%	False	False	4,643
60	1,557.7	1,388.4	169.3	10.9%	7.9	0.5%	95%	False	False	3,195
80	1,557.7	1,388.4	169.3	10.9%	6.8	0.4%	95%	False	False	2,426
100	1,557.7	1,388.4	169.3	10.9%	6.0	0.4%	95%	False	False	2,020
120	1,557.7	1,388.4	169.3	10.9%	5.2	0.3%	95%	False	False	1,807

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	2.9
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,594.5
2.618	1,578.2
1.618	1,568.2
1.000	1,562.0
0.618	1,558.2
HIGH	1,552.0
0.618	1,548.2
0.500	1,547.0
0.382	1,545.8
LOW	1,542.0
0.618	1,535.8
1.000	1,532.0
1.618	1,525.8
2.618	1,515.8
4.250	1,499.5

Fisher Pivots for day following 05-Jun-2007
Pivot	1 day	3 day
R1	1,548.1	1,549.9
PP	1,547.6	1,549.5
S1	1,547.0	1,549.1

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

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