S&P500 Future September 2007

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

Day Change Summary
	Previous	Current
	22-Jun-2007	25-Jun-2007	Change	Change %	Previous Week
Open	1,535.5	1,519.0	-16.5	-1.1%	1,546.9
High	1,536.0	1,527.8	-8.2	-0.5%	1,554.2
Low	1,513.5	1,505.5	-8.0	-0.5%	1,513.5
Close	1,520.5	1,513.6	-6.9	-0.5%	1,520.5
Range	22.5	22.3	-0.2	-0.9%	40.7
ATR	16.2	16.6	0.4	2.7%	0.0
Volume	41,084	35,273	-5,811	-14.1%	171,801

Daily Pivots for day following 25-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,582.5	1,570.4	1,525.9
R3	1,560.2	1,548.1	1,519.7
R2	1,537.9	1,537.9	1,517.7
R1	1,525.8	1,525.8	1,515.6	1,520.7
PP	1,515.6	1,515.6	1,515.6	1,513.1
S1	1,503.5	1,503.5	1,511.6	1,498.4
S2	1,493.3	1,493.3	1,509.5
S3	1,471.0	1,481.2	1,507.5
S4	1,448.7	1,458.9	1,501.3

Weekly Pivots for week ending 22-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,651.5	1,626.7	1,542.9
R3	1,610.8	1,586.0	1,531.7
R2	1,570.1	1,570.1	1,528.0
R1	1,545.3	1,545.3	1,524.2	1,537.4
PP	1,529.4	1,529.4	1,529.4	1,525.4
S1	1,504.6	1,504.6	1,516.8	1,496.7
S2	1,488.7	1,488.7	1,513.0
S3	1,448.0	1,463.9	1,509.3
S4	1,407.3	1,423.2	1,498.1

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	1,505.5	48.7	3.2%	20.4	1.3%	17%	False	True	34,015
10	1,554.2	1,503.7	50.5	3.3%	18.8	1.2%	20%	False	False	64,309
20	1,557.7	1,494.5	63.2	4.2%	16.8	1.1%	30%	False	False	58,966
40	1,557.7	1,494.5	63.2	4.2%	12.9	0.9%	30%	False	False	30,863
60	1,557.7	1,446.6	111.1	7.3%	10.6	0.7%	60%	False	False	20,708
80	1,557.7	1,388.4	169.3	11.2%	9.8	0.7%	74%	False	False	15,573
100	1,557.7	1,388.4	169.3	11.2%	8.4	0.6%	74%	False	False	12,498
120	1,557.7	1,388.4	169.3	11.2%	7.4	0.5%	74%	False	False	10,478

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	3.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,622.6
2.618	1,586.2
1.618	1,563.9
1.000	1,550.1
0.618	1,541.6
HIGH	1,527.8
0.618	1,519.3
0.500	1,516.7
0.382	1,514.0
LOW	1,505.5
0.618	1,491.7
1.000	1,483.2
1.618	1,469.4
2.618	1,447.1
4.250	1,410.7

Fisher Pivots for day following 25-Jun-2007
Pivot	1 day	3 day
R1	1,516.7	1,521.2
PP	1,515.6	1,518.6
S1	1,514.6	1,516.1

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

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