S&P500 Future September 2007

Trading Metrics calculated at close of trading on 27-Aug-2007

Day Change Summary
	Previous	Current
	24-Aug-2007	27-Aug-2007	Change	Change %	Previous Week
Open	1,466.6	1,483.3	16.7	1.1%	1,448.9
High	1,483.9	1,483.4	-0.5	0.0%	1,483.9
Low	1,460.0	1,468.0	8.0	0.5%	1,435.0
Close	1,483.6	1,469.8	-13.8	-0.9%	1,483.6
Range	23.9	15.4	-8.5	-35.6%	48.9
ATR	30.4	29.4	-1.1	-3.5%	0.0
Volume	54,203	42,865	-11,338	-20.9%	310,340

Daily Pivots for day following 27-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,519.9	1,510.3	1,478.3
R3	1,504.5	1,494.9	1,474.0
R2	1,489.1	1,489.1	1,472.6
R1	1,479.5	1,479.5	1,471.2	1,476.6
PP	1,473.7	1,473.7	1,473.7	1,472.3
S1	1,464.1	1,464.1	1,468.4	1,461.2
S2	1,458.3	1,458.3	1,467.0
S3	1,442.9	1,448.7	1,465.6
S4	1,427.5	1,433.3	1,461.3

Weekly Pivots for week ending 24-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,614.2	1,597.8	1,510.5
R3	1,565.3	1,548.9	1,497.0
R2	1,516.4	1,516.4	1,492.6
R1	1,500.0	1,500.0	1,488.1	1,508.2
PP	1,467.5	1,467.5	1,467.5	1,471.6
S1	1,451.1	1,451.1	1,479.1	1,459.3
S2	1,418.6	1,418.6	1,474.6
S3	1,369.7	1,402.2	1,470.2
S4	1,320.8	1,353.3	1,456.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,483.9	1,440.0	43.9	3.0%	21.2	1.4%	68%	False	False	50,859
10	1,483.9	1,375.0	108.9	7.4%	31.9	2.2%	87%	False	False	64,197
20	1,510.0	1,375.0	135.0	9.2%	33.1	2.3%	70%	False	False	63,282
40	1,566.3	1,375.0	191.3	13.0%	26.8	1.8%	50%	False	False	49,691
60	1,566.3	1,375.0	191.3	13.0%	24.2	1.6%	50%	False	False	54,233
80	1,566.3	1,375.0	191.3	13.0%	20.7	1.4%	50%	False	False	42,090
100	1,566.3	1,375.0	191.3	13.0%	17.8	1.2%	50%	False	False	33,739
120	1,566.3	1,375.0	191.3	13.0%	15.9	1.1%	50%	False	False	28,165

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.2
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	1,548.9
2.618	1,523.7
1.618	1,508.3
1.000	1,498.8
0.618	1,492.9
HIGH	1,483.4
0.618	1,477.5
0.500	1,475.7
0.382	1,473.9
LOW	1,468.0
0.618	1,458.5
1.000	1,452.6
1.618	1,443.1
2.618	1,427.7
4.250	1,402.6

Fisher Pivots for day following 27-Aug-2007
Pivot	1 day	3 day
R1	1,475.7	1,470.6
PP	1,473.7	1,470.3
S1	1,471.8	1,470.1

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

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