S&P500 Future September 2007

Trading Metrics calculated at close of trading on 27-Jun-2007

Day Change Summary
	Previous	Current
	26-Jun-2007	27-Jun-2007	Change	Change %	Previous Week
Open	1,513.7	1,498.6	-15.1	-1.0%	1,546.9
High	1,519.2	1,519.7	0.5	0.0%	1,554.2
Low	1,497.5	1,492.2	-5.3	-0.4%	1,513.5
Close	1,497.8	1,518.9	21.1	1.4%	1,520.5
Range	21.7	27.5	5.8	26.7%	40.7
ATR	17.0	17.7	0.8	4.4%	0.0
Volume	35,834	39,302	3,468	9.7%	171,801

Daily Pivots for day following 27-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,592.8	1,583.3	1,534.0
R3	1,565.3	1,555.8	1,526.5
R2	1,537.8	1,537.8	1,523.9
R1	1,528.3	1,528.3	1,521.4	1,533.1
PP	1,510.3	1,510.3	1,510.3	1,512.6
S1	1,500.8	1,500.8	1,516.4	1,505.6
S2	1,482.8	1,482.8	1,513.9
S3	1,455.3	1,473.3	1,511.3
S4	1,427.8	1,445.8	1,503.8

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	1,536.8	1,492.2	44.6	2.9%	22.6	1.5%	60%	False	True	37,094
10	1,554.2	1,492.2	62.0	4.1%	19.0	1.2%	43%	False	True	46,001
20	1,557.7	1,492.2	65.5	4.3%	17.7	1.2%	41%	False	True	61,595
40	1,557.7	1,492.2	65.5	4.3%	13.9	0.9%	41%	False	True	32,730
60	1,557.7	1,459.9	97.8	6.4%	11.3	0.7%	60%	False	False	21,958
80	1,557.7	1,388.4	169.3	11.1%	10.0	0.7%	77%	False	False	16,512
100	1,557.7	1,388.4	169.3	11.1%	8.9	0.6%	77%	False	False	13,245
120	1,557.7	1,388.4	169.3	11.1%	7.8	0.5%	77%	False	False	11,095

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.6
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,636.6
2.618	1,591.7
1.618	1,564.2
1.000	1,547.2
0.618	1,536.7
HIGH	1,519.7
0.618	1,509.2
0.500	1,506.0
0.382	1,502.7
LOW	1,492.2
0.618	1,475.2
1.000	1,464.7
1.618	1,447.7
2.618	1,420.2
4.250	1,375.3

Fisher Pivots for day following 27-Jun-2007
Pivot	1 day	3 day
R1	1,514.6	1,515.9
PP	1,510.3	1,513.0
S1	1,506.0	1,510.0

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

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