S&P500 Future September 2007

Trading Metrics calculated at close of trading on 21-Jun-2007

Day Change Summary
	Previous	Current
	20-Jun-2007	21-Jun-2007	Change	Change %	Previous Week
Open	1,548.8	1,527.2	-21.6	-1.4%	1,521.7
High	1,554.2	1,536.8	-17.4	-1.1%	1,553.9
Low	1,525.5	1,518.0	-7.5	-0.5%	1,503.7
Close	1,527.0	1,535.8	8.8	0.6%	1,547.7
Range	28.7	18.8	-9.9	-34.5%	50.2
ATR	15.5	15.7	0.2	1.5%	0.0
Volume	32,448	33,978	1,530	4.7%	552,335

Daily Pivots for day following 21-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,586.6	1,580.0	1,546.1
R3	1,567.8	1,561.2	1,541.0
R2	1,549.0	1,549.0	1,539.2
R1	1,542.4	1,542.4	1,537.5	1,545.7
PP	1,530.2	1,530.2	1,530.2	1,531.9
S1	1,523.6	1,523.6	1,534.1	1,526.9
S2	1,511.4	1,511.4	1,532.4
S3	1,492.6	1,504.8	1,530.6
S4	1,473.8	1,486.0	1,525.5

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	1,554.2	1,518.0	36.2	2.4%	16.4	1.1%	49%	False	True	40,592
10	1,554.2	1,494.5	59.7	3.9%	18.6	1.2%	69%	False	False	80,524
20	1,557.7	1,494.5	63.2	4.1%	16.0	1.0%	65%	False	False	55,520
40	1,557.7	1,494.5	63.2	4.1%	12.0	0.8%	65%	False	False	28,960
60	1,557.7	1,436.7	121.0	7.9%	10.3	0.7%	82%	False	False	19,447
80	1,557.7	1,388.4	169.3	11.0%	9.3	0.6%	87%	False	False	14,620
100	1,557.7	1,388.4	169.3	11.0%	8.2	0.5%	87%	False	False	11,735
120	1,557.7	1,388.4	169.3	11.0%	7.0	0.5%	87%	False	False	9,843

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	4.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,616.7
2.618	1,586.0
1.618	1,567.2
1.000	1,555.6
0.618	1,548.4
HIGH	1,536.8
0.618	1,529.6
0.500	1,527.4
0.382	1,525.2
LOW	1,518.0
0.618	1,506.4
1.000	1,499.2
1.618	1,487.6
2.618	1,468.8
4.250	1,438.1

Fisher Pivots for day following 21-Jun-2007
Pivot	1 day	3 day
R1	1,533.0	1,536.1
PP	1,530.2	1,536.0
S1	1,527.4	1,535.9

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

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