S&P500 Future September 2007

Trading Metrics calculated at close of trading on 26-Jul-2007

Day Change Summary
	Previous	Current
	25-Jul-2007	26-Jul-2007	Change	Change %	Previous Week
Open	1,522.3	1,523.7	1.4	0.1%	1,560.1
High	1,532.0	1,529.4	-2.6	-0.2%	1,566.3
Low	1,511.0	1,471.5	-39.5	-2.6%	1,537.5
Close	1,524.7	1,487.9	-36.8	-2.4%	1,545.1
Range	21.0	57.9	36.9	175.7%	28.8
ATR	17.9	20.8	2.9	15.9%	0.0
Volume	41,506	46,773	5,267	12.7%	142,476

Daily Pivots for day following 26-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,670.0	1,636.8	1,519.7
R3	1,612.1	1,578.9	1,503.8
R2	1,554.2	1,554.2	1,498.5
R1	1,521.0	1,521.0	1,493.2	1,508.7
PP	1,496.3	1,496.3	1,496.3	1,490.1
S1	1,463.1	1,463.1	1,482.6	1,450.8
S2	1,438.4	1,438.4	1,477.3
S3	1,380.5	1,405.2	1,472.0
S4	1,322.6	1,347.3	1,456.1

Weekly Pivots for week ending 20-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,636.0	1,619.4	1,560.9
R3	1,607.2	1,590.6	1,553.0
R2	1,578.4	1,578.4	1,550.4
R1	1,561.8	1,561.8	1,547.7	1,555.7
PP	1,549.6	1,549.6	1,549.6	1,546.6
S1	1,533.0	1,533.0	1,542.5	1,526.9
S2	1,520.8	1,520.8	1,539.8
S3	1,492.0	1,504.2	1,537.2
S4	1,463.2	1,475.4	1,529.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,561.8	1,471.5	90.3	6.1%	30.2	2.0%	18%	False	True	37,978
10	1,566.3	1,471.5	94.8	6.4%	21.5	1.4%	17%	False	True	34,446
20	1,566.3	1,471.5	94.8	6.4%	19.0	1.3%	17%	False	True	33,275
40	1,566.3	1,471.5	94.8	6.4%	18.3	1.2%	17%	False	True	47,435
60	1,566.3	1,471.5	94.8	6.4%	15.6	1.0%	17%	False	True	32,912
80	1,566.3	1,459.9	106.4	7.2%	13.3	0.9%	26%	False	False	24,787
100	1,566.3	1,388.4	177.9	12.0%	11.8	0.8%	56%	False	False	19,864
120	1,566.3	1,388.4	177.9	12.0%	10.6	0.7%	56%	False	False	16,583

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.7
Widest range in 226 trading days

Fibonacci Retracements and Extensions
4.250	1,775.5
2.618	1,681.0
1.618	1,623.1
1.000	1,587.3
0.618	1,565.2
HIGH	1,529.4
0.618	1,507.3
0.500	1,500.5
0.382	1,493.6
LOW	1,471.5
0.618	1,435.7
1.000	1,413.6
1.618	1,377.8
2.618	1,319.9
4.250	1,225.4

Fisher Pivots for day following 26-Jul-2007
Pivot	1 day	3 day
R1	1,500.5	1,511.6
PP	1,496.3	1,503.7
S1	1,492.1	1,495.8

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

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