S&P500 Future September 2007

Trading Metrics calculated at close of trading on 01-Aug-2007

Day Change Summary
	Previous	Current
	31-Jul-2007	01-Aug-2007	Change	Change %	Previous Week
Open	1,480.6	1,462.3	-18.3	-1.2%	1,543.6
High	1,495.7	1,475.0	-20.7	-1.4%	1,556.2
Low	1,456.5	1,442.1	-14.4	-1.0%	1,457.5
Close	1,461.9	1,469.9	8.0	0.5%	1,458.0
Range	39.2	32.9	-6.3	-16.1%	98.7
ATR	23.8	24.4	0.7	2.7%	0.0
Volume	57,490	65,256	7,766	13.5%	224,935

Daily Pivots for day following 01-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,561.0	1,548.4	1,488.0
R3	1,528.1	1,515.5	1,478.9
R2	1,495.2	1,495.2	1,475.9
R1	1,482.6	1,482.6	1,472.9	1,488.9
PP	1,462.3	1,462.3	1,462.3	1,465.5
S1	1,449.7	1,449.7	1,466.9	1,456.0
S2	1,429.4	1,429.4	1,463.9
S3	1,396.5	1,416.8	1,460.9
S4	1,363.6	1,383.9	1,451.8

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	1,529.4	1,442.1	87.3	5.9%	39.6	2.7%	32%	False	True	59,472
10	1,564.9	1,442.1	122.8	8.4%	30.8	2.1%	23%	False	True	47,997
20	1,566.3	1,442.1	124.2	8.4%	22.9	1.6%	22%	False	True	38,034
40	1,566.3	1,442.1	124.2	8.4%	21.0	1.4%	22%	False	True	51,132
60	1,566.3	1,442.1	124.2	8.4%	17.6	1.2%	22%	False	True	36,995
80	1,566.3	1,442.1	124.2	8.4%	14.9	1.0%	22%	False	True	27,887
100	1,566.3	1,388.4	177.9	12.1%	13.1	0.9%	46%	False	False	22,370
120	1,566.3	1,388.4	177.9	12.1%	11.5	0.8%	46%	False	False	18,661

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	6.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,614.8
2.618	1,561.1
1.618	1,528.2
1.000	1,507.9
0.618	1,495.3
HIGH	1,475.0
0.618	1,462.4
0.500	1,458.6
0.382	1,454.7
LOW	1,442.1
0.618	1,421.8
1.000	1,409.2
1.618	1,388.9
2.618	1,356.0
4.250	1,302.3

Fisher Pivots for day following 01-Aug-2007
Pivot	1 day	3 day
R1	1,466.1	1,469.6
PP	1,462.3	1,469.2
S1	1,458.6	1,468.9

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

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