S&P500 Future September 2007

Trading Metrics calculated at close of trading on 15-Aug-2007

Day Change Summary
	Previous	Current
	14-Aug-2007	15-Aug-2007	Change	Change %	Previous Week
Open	1,455.1	1,433.5	-21.6	-1.5%	1,439.5
High	1,462.5	1,446.6	-15.9	-1.1%	1,510.0
Low	1,430.0	1,409.0	-21.0	-1.5%	1,432.3
Close	1,434.3	1,414.4	-19.9	-1.4%	1,451.0
Range	32.5	37.6	5.1	15.7%	77.7
ATR	29.0	29.6	0.6	2.1%	0.0
Volume	59,111	61,818	2,707	4.6%	275,107

Daily Pivots for day following 15-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,536.1	1,512.9	1,435.1
R3	1,498.5	1,475.3	1,424.7
R2	1,460.9	1,460.9	1,421.3
R1	1,437.7	1,437.7	1,417.8	1,430.5
PP	1,423.3	1,423.3	1,423.3	1,419.8
S1	1,400.1	1,400.1	1,411.0	1,392.9
S2	1,385.7	1,385.7	1,407.5
S3	1,348.1	1,362.5	1,404.1
S4	1,310.5	1,324.9	1,393.7

Weekly Pivots for week ending 10-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,697.5	1,652.0	1,493.7
R3	1,619.8	1,574.3	1,472.4
R2	1,542.1	1,542.1	1,465.2
R1	1,496.6	1,496.6	1,458.1	1,519.4
PP	1,464.4	1,464.4	1,464.4	1,475.8
S1	1,418.9	1,418.9	1,443.9	1,441.7
S2	1,386.7	1,386.7	1,436.8
S3	1,309.0	1,341.2	1,429.6
S4	1,231.3	1,263.5	1,408.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,504.4	1,409.0	95.4	6.7%	34.4	2.4%	6%	False	True	71,891
10	1,510.0	1,409.0	101.0	7.1%	34.1	2.4%	5%	False	True	62,185
20	1,564.9	1,409.0	155.9	11.0%	32.4	2.3%	3%	False	True	55,091
40	1,566.3	1,409.0	157.3	11.1%	25.1	1.8%	3%	False	True	43,896
60	1,566.3	1,409.0	157.3	11.1%	21.6	1.5%	3%	False	True	46,824
80	1,566.3	1,409.0	157.3	11.1%	18.2	1.3%	3%	False	True	35,623
100	1,566.3	1,409.0	157.3	11.1%	15.8	1.1%	3%	False	True	28,569
120	1,566.3	1,388.4	177.9	12.6%	14.4	1.0%	15%	False	False	23,826

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	5.7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,606.4
2.618	1,545.0
1.618	1,507.4
1.000	1,484.2
0.618	1,469.8
HIGH	1,446.6
0.618	1,432.2
0.500	1,427.8
0.382	1,423.4
LOW	1,409.0
0.618	1,385.8
1.000	1,371.4
1.618	1,348.2
2.618	1,310.6
4.250	1,249.2

Fisher Pivots for day following 15-Aug-2007
Pivot	1 day	3 day
R1	1,427.8	1,440.8
PP	1,423.3	1,432.0
S1	1,418.9	1,423.2

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

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