S&P500 Future September 2007

Trading Metrics calculated at close of trading on 06-Aug-2007

Day Change Summary
	Previous	Current
	03-Aug-2007	06-Aug-2007	Change	Change %	Previous Week
Open	1,481.4	1,439.5	-41.9	-2.8%	1,459.3
High	1,484.1	1,473.5	-10.6	-0.7%	1,495.7
Low	1,437.0	1,432.3	-4.7	-0.3%	1,437.0
Close	1,443.0	1,467.7	24.7	1.7%	1,443.0
Range	47.1	41.2	-5.9	-12.5%	58.7
ATR	25.6	26.7	1.1	4.3%	0.0
Volume	43,172	38,951	-4,221	-9.8%	301,402

Daily Pivots for day following 06-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,581.4	1,565.8	1,490.4
R3	1,540.2	1,524.6	1,479.0
R2	1,499.0	1,499.0	1,475.3
R1	1,483.4	1,483.4	1,471.5	1,491.2
PP	1,457.8	1,457.8	1,457.8	1,461.8
S1	1,442.2	1,442.2	1,463.9	1,450.0
S2	1,416.6	1,416.6	1,460.1
S3	1,375.4	1,401.0	1,456.4
S4	1,334.2	1,359.8	1,445.0

Weekly Pivots for week ending 03-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,634.7	1,597.5	1,475.3
R3	1,576.0	1,538.8	1,459.1
R2	1,517.3	1,517.3	1,453.8
R1	1,480.1	1,480.1	1,448.4	1,469.4
PP	1,458.6	1,458.6	1,458.6	1,453.2
S1	1,421.4	1,421.4	1,437.6	1,410.7
S2	1,399.9	1,399.9	1,432.2
S3	1,341.2	1,362.7	1,426.9
S4	1,282.5	1,304.0	1,410.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,495.7	1,432.3	63.4	4.3%	35.7	2.4%	56%	False	True	55,121
10	1,551.7	1,432.3	119.4	8.1%	36.1	2.5%	30%	False	True	51,860
20	1,566.3	1,432.3	134.0	9.1%	26.6	1.8%	26%	False	True	41,951
40	1,566.3	1,432.3	134.0	9.1%	21.9	1.5%	26%	False	True	47,587
60	1,566.3	1,432.3	134.0	9.1%	18.8	1.3%	26%	False	True	39,349
80	1,566.3	1,432.3	134.0	9.1%	16.0	1.1%	26%	False	True	29,791
100	1,566.3	1,409.5	156.8	10.7%	13.8	0.9%	37%	False	False	23,893
120	1,566.3	1,388.4	177.9	12.1%	12.4	0.8%	45%	False	False	19,921

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	7.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,648.6
2.618	1,581.4
1.618	1,540.2
1.000	1,514.7
0.618	1,499.0
HIGH	1,473.5
0.618	1,457.8
0.500	1,452.9
0.382	1,448.0
LOW	1,432.3
0.618	1,406.8
1.000	1,391.1
1.618	1,365.6
2.618	1,324.4
4.250	1,257.2

Fisher Pivots for day following 06-Aug-2007
Pivot	1 day	3 day
R1	1,462.8	1,464.5
PP	1,457.8	1,461.4
S1	1,452.9	1,458.2

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

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