S&P500 Future September 2007

Trading Metrics calculated at close of trading on 28-Jun-2007

Day Change Summary
	Previous	Current
	27-Jun-2007	28-Jun-2007	Change	Change %	Previous Week
Open	1,498.6	1,518.5	19.9	1.3%	1,546.9
High	1,519.7	1,527.8	8.1	0.5%	1,554.2
Low	1,492.2	1,515.6	23.4	1.6%	1,513.5
Close	1,518.9	1,517.2	-1.7	-0.1%	1,520.5
Range	27.5	12.2	-15.3	-55.6%	40.7
ATR	17.7	17.3	-0.4	-2.2%	0.0
Volume	39,302	41,243	1,941	4.9%	171,801

Daily Pivots for day following 28-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,556.8	1,549.2	1,523.9
R3	1,544.6	1,537.0	1,520.6
R2	1,532.4	1,532.4	1,519.4
R1	1,524.8	1,524.8	1,518.3	1,522.5
PP	1,520.2	1,520.2	1,520.2	1,519.1
S1	1,512.6	1,512.6	1,516.1	1,510.3
S2	1,508.0	1,508.0	1,515.0
S3	1,495.8	1,500.4	1,513.8
S4	1,483.6	1,488.2	1,510.5

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	1,536.0	1,492.2	43.8	2.9%	21.2	1.4%	57%	False	False	38,547
10	1,554.2	1,492.2	62.0	4.1%	18.8	1.2%	40%	False	False	39,569
20	1,557.7	1,492.2	65.5	4.3%	18.0	1.2%	38%	False	False	62,807
40	1,557.7	1,492.2	65.5	4.3%	14.1	0.9%	38%	False	False	33,741
60	1,557.7	1,459.9	97.8	6.4%	11.5	0.8%	59%	False	False	22,604
80	1,557.7	1,388.4	169.3	11.2%	10.2	0.7%	76%	False	False	17,027
100	1,557.7	1,388.4	169.3	11.2%	9.0	0.6%	76%	False	False	13,653
120	1,557.7	1,388.4	169.3	11.2%	7.9	0.5%	76%	False	False	11,438

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	4.8
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,579.7
2.618	1,559.7
1.618	1,547.5
1.000	1,540.0
0.618	1,535.3
HIGH	1,527.8
0.618	1,523.1
0.500	1,521.7
0.382	1,520.3
LOW	1,515.6
0.618	1,508.1
1.000	1,503.4
1.618	1,495.9
2.618	1,483.7
4.250	1,463.8

Fisher Pivots for day following 28-Jun-2007
Pivot	1 day	3 day
R1	1,521.7	1,514.8
PP	1,520.2	1,512.4
S1	1,518.7	1,510.0

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

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