S&P500 Future September 2007

Trading Metrics calculated at close of trading on 30-Jul-2007

Day Change Summary
	Previous	Current
	27-Jul-2007	30-Jul-2007	Change	Change %	Previous Week
Open	1,489.6	1,459.3	-30.3	-2.0%	1,543.6
High	1,496.4	1,484.5	-11.9	-0.8%	1,556.2
Low	1,457.5	1,455.2	-2.3	-0.2%	1,457.5
Close	1,458.0	1,480.7	22.7	1.6%	1,458.0
Range	38.9	29.3	-9.6	-24.7%	98.7
ATR	22.1	22.6	0.5	2.3%	0.0
Volume	63,095	64,746	1,651	2.6%	224,935

Daily Pivots for day following 30-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,561.4	1,550.3	1,496.8
R3	1,532.1	1,521.0	1,488.8
R2	1,502.8	1,502.8	1,486.1
R1	1,491.7	1,491.7	1,483.4	1,497.3
PP	1,473.5	1,473.5	1,473.5	1,476.2
S1	1,462.4	1,462.4	1,478.0	1,468.0
S2	1,444.2	1,444.2	1,475.3
S3	1,414.9	1,433.1	1,472.6
S4	1,385.6	1,403.8	1,464.6

Weekly Pivots for week ending 27-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,786.7	1,721.0	1,512.3
R3	1,688.0	1,622.3	1,485.1
R2	1,589.3	1,589.3	1,476.1
R1	1,523.6	1,523.6	1,467.0	1,507.1
PP	1,490.6	1,490.6	1,490.6	1,482.3
S1	1,424.9	1,424.9	1,449.0	1,408.4
S2	1,391.9	1,391.9	1,439.9
S3	1,293.2	1,326.2	1,430.9
S4	1,194.5	1,227.5	1,403.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,551.7	1,455.2	96.5	6.5%	36.4	2.5%	26%	False	True	48,599
10	1,565.4	1,455.2	110.2	7.4%	26.1	1.8%	23%	False	True	40,610
20	1,566.3	1,455.2	111.1	7.5%	20.5	1.4%	23%	False	True	36,100
40	1,566.3	1,455.2	111.1	7.5%	19.7	1.3%	23%	False	True	49,709
60	1,566.3	1,455.2	111.1	7.5%	16.5	1.1%	23%	False	True	35,026
80	1,566.3	1,455.2	111.1	7.5%	14.0	0.9%	23%	False	True	26,353
100	1,566.3	1,388.4	177.9	12.0%	12.4	0.8%	52%	False	False	21,142
120	1,566.3	1,388.4	177.9	12.0%	11.1	0.8%	52%	False	False	17,645

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	4.3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,609.0
2.618	1,561.2
1.618	1,531.9
1.000	1,513.8
0.618	1,502.6
HIGH	1,484.5
0.618	1,473.3
0.500	1,469.9
0.382	1,466.4
LOW	1,455.2
0.618	1,437.1
1.000	1,425.9
1.618	1,407.8
2.618	1,378.5
4.250	1,330.7

Fisher Pivots for day following 30-Jul-2007
Pivot	1 day	3 day
R1	1,477.1	1,492.3
PP	1,473.5	1,488.4
S1	1,469.9	1,484.6

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

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