S&P500 Future September 2007

Trading Metrics calculated at close of trading on 16-Aug-2007

Day Change Summary
	Previous	Current
	15-Aug-2007	16-Aug-2007	Change	Change %	Previous Week
Open	1,433.5	1,414.5	-19.0	-1.3%	1,439.5
High	1,446.6	1,425.0	-21.6	-1.5%	1,510.0
Low	1,409.0	1,375.0	-34.0	-2.4%	1,432.3
Close	1,414.4	1,424.5	10.1	0.7%	1,451.0
Range	37.6	50.0	12.4	33.0%	77.7
ATR	29.6	31.1	1.5	4.9%	0.0
Volume	61,818	71,874	10,056	16.3%	275,107

Daily Pivots for day following 16-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,558.2	1,541.3	1,452.0
R3	1,508.2	1,491.3	1,438.3
R2	1,458.2	1,458.2	1,433.7
R1	1,441.3	1,441.3	1,429.1	1,449.8
PP	1,408.2	1,408.2	1,408.2	1,412.4
S1	1,391.3	1,391.3	1,419.9	1,399.8
S2	1,358.2	1,358.2	1,415.3
S3	1,308.2	1,341.3	1,410.8
S4	1,258.2	1,291.3	1,397.0

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	1,472.5	1,375.0	97.5	6.8%	34.8	2.4%	51%	False	True	76,033
10	1,510.0	1,375.0	135.0	9.5%	37.3	2.6%	37%	False	True	62,299
20	1,561.8	1,375.0	186.8	13.1%	34.1	2.4%	26%	False	True	56,710
40	1,566.3	1,375.0	191.3	13.4%	25.6	1.8%	26%	False	True	44,882
60	1,566.3	1,375.0	191.3	13.4%	22.3	1.6%	26%	False	True	47,958
80	1,566.3	1,375.0	191.3	13.4%	18.7	1.3%	26%	False	True	36,499
100	1,566.3	1,375.0	191.3	13.4%	16.3	1.1%	26%	False	True	29,283
120	1,566.3	1,375.0	191.3	13.4%	14.7	1.0%	26%	False	True	24,425

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	6.3
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1,637.5
2.618	1,555.9
1.618	1,505.9
1.000	1,475.0
0.618	1,455.9
HIGH	1,425.0
0.618	1,405.9
0.500	1,400.0
0.382	1,394.1
LOW	1,375.0
0.618	1,344.1
1.000	1,325.0
1.618	1,294.1
2.618	1,244.1
4.250	1,162.5

Fisher Pivots for day following 16-Aug-2007
Pivot	1 day	3 day
R1	1,416.3	1,422.6
PP	1,408.2	1,420.7
S1	1,400.0	1,418.8

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

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