S&P500 Future September 2007

Trading Metrics calculated at close of trading on 18-Jun-2007

Day Change Summary
	Previous	Current
	15-Jun-2007	18-Jun-2007	Change	Change %	Previous Week
Open	1,539.5	1,546.9	7.4	0.5%	1,521.7
High	1,553.9	1,552.9	-1.0	-0.1%	1,553.9
Low	1,538.3	1,543.8	5.5	0.4%	1,503.7
Close	1,547.7	1,545.9	-1.8	-0.1%	1,547.7
Range	15.6	9.1	-6.5	-41.7%	50.2
ATR	15.2	14.8	-0.4	-2.9%	0.0
Volume	72,246	36,999	-35,247	-48.8%	552,335

Daily Pivots for day following 18-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,574.8	1,569.5	1,550.9
R3	1,565.7	1,560.4	1,548.4
R2	1,556.6	1,556.6	1,547.6
R1	1,551.3	1,551.3	1,546.7	1,549.4
PP	1,547.5	1,547.5	1,547.5	1,546.6
S1	1,542.2	1,542.2	1,545.1	1,540.3
S2	1,538.4	1,538.4	1,544.2
S3	1,529.3	1,533.1	1,543.4
S4	1,520.2	1,524.0	1,540.9

Weekly Pivots for week ending 15-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,685.7	1,666.9	1,575.3
R3	1,635.5	1,616.7	1,561.5
R2	1,585.3	1,585.3	1,556.9
R1	1,566.5	1,566.5	1,552.3	1,575.9
PP	1,535.1	1,535.1	1,535.1	1,539.8
S1	1,516.3	1,516.3	1,543.1	1,525.7
S2	1,484.9	1,484.9	1,538.5
S3	1,434.7	1,466.1	1,533.9
S4	1,384.5	1,415.9	1,520.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,553.9	1,503.7	50.2	3.2%	17.3	1.1%	84%	False	False	94,603
10	1,553.9	1,494.5	59.4	3.8%	18.1	1.2%	87%	False	False	92,606
20	1,557.7	1,494.5	63.2	4.1%	14.4	0.9%	81%	False	False	51,435
40	1,557.7	1,494.4	63.3	4.1%	11.3	0.7%	81%	False	False	26,675
60	1,557.7	1,436.7	121.0	7.8%	9.8	0.6%	90%	False	False	17,902
80	1,557.7	1,388.4	169.3	11.0%	8.9	0.6%	93%	False	False	13,451
100	1,557.7	1,388.4	169.3	11.0%	7.7	0.5%	93%	False	False	10,800
120	1,557.7	1,388.4	169.3	11.0%	6.5	0.4%	93%	False	False	9,081

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	3.0
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1,591.6
2.618	1,576.7
1.618	1,567.6
1.000	1,562.0
0.618	1,558.5
HIGH	1,552.9
0.618	1,549.4
0.500	1,548.4
0.382	1,547.3
LOW	1,543.8
0.618	1,538.2
1.000	1,534.7
1.618	1,529.1
2.618	1,520.0
4.250	1,505.1

Fisher Pivots for day following 18-Jun-2007
Pivot	1 day	3 day
R1	1,548.4	1,544.3
PP	1,547.5	1,542.8
S1	1,546.7	1,541.2

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

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