S&P500 Future September 2007

Trading Metrics calculated at close of trading on 29-Jun-2007

Day Change Summary
	Previous	Current
	28-Jun-2007	29-Jun-2007	Change	Change %	Previous Week
Open	1,518.5	1,517.5	-1.0	-0.1%	1,519.0
High	1,527.8	1,530.0	2.2	0.1%	1,530.0
Low	1,515.6	1,504.5	-11.1	-0.7%	1,492.2
Close	1,517.2	1,515.4	-1.8	-0.1%	1,515.4
Range	12.2	25.5	13.3	109.0%	37.8
ATR	17.3	17.9	0.6	3.4%	0.0
Volume	41,243	30,101	-11,142	-27.0%	181,753

Daily Pivots for day following 29-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,593.1	1,579.8	1,529.4
R3	1,567.6	1,554.3	1,522.4
R2	1,542.1	1,542.1	1,520.1
R1	1,528.8	1,528.8	1,517.7	1,522.7
PP	1,516.6	1,516.6	1,516.6	1,513.6
S1	1,503.3	1,503.3	1,513.1	1,497.2
S2	1,491.1	1,491.1	1,510.7
S3	1,465.6	1,477.8	1,508.4
S4	1,440.1	1,452.3	1,501.4

Weekly Pivots for week ending 29-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,625.9	1,608.5	1,536.2
R3	1,588.1	1,570.7	1,525.8
R2	1,550.3	1,550.3	1,522.3
R1	1,532.9	1,532.9	1,518.9	1,522.7
PP	1,512.5	1,512.5	1,512.5	1,507.5
S1	1,495.1	1,495.1	1,511.9	1,484.9
S2	1,474.7	1,474.7	1,508.5
S3	1,436.9	1,457.3	1,505.0
S4	1,399.1	1,419.5	1,494.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,530.0	1,492.2	37.8	2.5%	21.8	1.4%	61%	True	False	36,350
10	1,554.2	1,492.2	62.0	4.1%	19.8	1.3%	37%	False	False	35,355
20	1,557.7	1,492.2	65.5	4.3%	18.9	1.2%	35%	False	False	63,319
40	1,557.7	1,492.2	65.5	4.3%	14.5	1.0%	35%	False	False	34,490
60	1,557.7	1,460.6	97.1	6.4%	11.8	0.8%	56%	False	False	23,104
80	1,557.7	1,388.4	169.3	11.2%	10.4	0.7%	75%	False	False	17,403
100	1,557.7	1,388.4	169.3	11.2%	9.3	0.6%	75%	False	False	13,953
120	1,557.7	1,388.4	169.3	11.2%	8.1	0.5%	75%	False	False	11,689

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,638.4
2.618	1,596.8
1.618	1,571.3
1.000	1,555.5
0.618	1,545.8
HIGH	1,530.0
0.618	1,520.3
0.500	1,517.3
0.382	1,514.2
LOW	1,504.5
0.618	1,488.7
1.000	1,479.0
1.618	1,463.2
2.618	1,437.7
4.250	1,396.1

Fisher Pivots for day following 29-Jun-2007
Pivot	1 day	3 day
R1	1,517.3	1,514.0
PP	1,516.6	1,512.5
S1	1,516.0	1,511.1

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

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