S&P500 Future September 2007

Trading Metrics calculated at close of trading on 09-Jul-2007

Day Change Summary
	Previous	Current
	06-Jul-2007	09-Jul-2007	Change	Change %	Previous Week
Open	1,534.8	1,542.3	7.5	0.5%	1,515.3
High	1,543.8	1,546.0	2.2	0.1%	1,543.8
Low	1,531.5	1,538.3	6.8	0.4%	1,514.5
Close	1,542.5	1,542.5	0.0	0.0%	1,542.5
Range	12.3	7.7	-4.6	-37.4%	29.3
ATR	16.5	15.8	-0.6	-3.8%	0.0
Volume	27,154	25,782	-1,372	-5.1%	132,811

Daily Pivots for day following 09-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,565.4	1,561.6	1,546.7
R3	1,557.7	1,553.9	1,544.6
R2	1,550.0	1,550.0	1,543.9
R1	1,546.2	1,546.2	1,543.2	1,548.1
PP	1,542.3	1,542.3	1,542.3	1,543.2
S1	1,538.5	1,538.5	1,541.8	1,540.4
S2	1,534.6	1,534.6	1,541.1
S3	1,526.9	1,530.8	1,540.4
S4	1,519.2	1,523.1	1,538.3

Weekly Pivots for week ending 06-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,621.5	1,611.3	1,558.6
R3	1,592.2	1,582.0	1,550.6
R2	1,562.9	1,562.9	1,547.9
R1	1,552.7	1,552.7	1,545.2	1,557.8
PP	1,533.6	1,533.6	1,533.6	1,536.2
S1	1,523.4	1,523.4	1,539.8	1,528.5
S2	1,504.3	1,504.3	1,537.1
S3	1,475.0	1,494.1	1,534.4
S4	1,445.7	1,464.8	1,526.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,546.0	1,514.5	31.5	2.0%	11.4	0.7%	89%	True	False	31,718
10	1,546.0	1,492.2	53.8	3.5%	16.6	1.1%	93%	True	False	34,034
20	1,554.2	1,492.2	62.0	4.0%	17.3	1.1%	81%	False	False	53,224
40	1,557.7	1,492.2	65.5	4.2%	15.0	1.0%	77%	False	False	38,048
60	1,557.7	1,466.7	91.0	5.9%	12.5	0.8%	83%	False	False	25,738
80	1,557.7	1,409.5	148.2	9.6%	10.6	0.7%	90%	False	False	19,378
100	1,557.7	1,388.4	169.3	11.0%	9.6	0.6%	91%	False	False	15,515
120	1,557.7	1,388.4	169.3	11.0%	8.5	0.5%	91%	False	False	12,999

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	4.9
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,578.7
2.618	1,566.2
1.618	1,558.5
1.000	1,553.7
0.618	1,550.8
HIGH	1,546.0
0.618	1,543.1
0.500	1,542.2
0.382	1,541.2
LOW	1,538.3
0.618	1,533.5
1.000	1,530.6
1.618	1,525.8
2.618	1,518.1
4.250	1,505.6

Fisher Pivots for day following 09-Jul-2007
Pivot	1 day	3 day
R1	1,542.4	1,540.8
PP	1,542.3	1,539.1
S1	1,542.2	1,537.4

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

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