S&P500 Future September 2007

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

Day Change Summary
	Previous	Current
	05-Sep-2007	06-Sep-2007	Change	Change %	Previous Week
Open	1,489.1	1,476.3	-12.8	-0.9%	1,483.3
High	1,489.5	1,484.0	-5.5	-0.4%	1,484.5
Low	1,468.5	1,469.8	1.3	0.1%	1,435.0
Close	1,476.6	1,479.6	3.0	0.2%	1,476.7
Range	21.0	14.2	-6.8	-32.4%	49.5
ATR	28.3	27.3	-1.0	-3.6%	0.0
Volume	50,227	56,463	6,236	12.4%	225,113

Daily Pivots for day following 06-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,520.4	1,514.2	1,487.4
R3	1,506.2	1,500.0	1,483.5
R2	1,492.0	1,492.0	1,482.2
R1	1,485.8	1,485.8	1,480.9	1,488.9
PP	1,477.8	1,477.8	1,477.8	1,479.4
S1	1,471.6	1,471.6	1,478.3	1,474.7
S2	1,463.6	1,463.6	1,477.0
S3	1,449.4	1,457.4	1,475.7
S4	1,435.2	1,443.2	1,471.8

Weekly Pivots for week ending 31-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,613.9	1,594.8	1,503.9
R3	1,564.4	1,545.3	1,490.3
R2	1,514.9	1,514.9	1,485.8
R1	1,495.8	1,495.8	1,481.2	1,480.6
PP	1,465.4	1,465.4	1,465.4	1,457.8
S1	1,446.3	1,446.3	1,472.2	1,431.1
S2	1,415.9	1,415.9	1,467.6
S3	1,366.4	1,396.8	1,463.1
S4	1,316.9	1,347.3	1,449.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,499.0	1,452.5	46.5	3.1%	21.5	1.5%	58%	False	False	50,561
10	1,499.0	1,435.0	64.0	4.3%	24.1	1.6%	70%	False	False	48,798
20	1,504.4	1,375.0	129.4	8.7%	29.8	2.0%	81%	False	False	61,093
40	1,566.3	1,375.0	191.3	12.9%	28.7	1.9%	55%	False	False	52,921
60	1,566.3	1,375.0	191.3	12.9%	25.0	1.7%	55%	False	False	49,949
80	1,566.3	1,375.0	191.3	12.9%	22.0	1.5%	55%	False	False	46,087
100	1,566.3	1,375.0	191.3	12.9%	19.2	1.3%	55%	False	False	37,144
120	1,566.3	1,375.0	191.3	12.9%	16.9	1.1%	55%	False	False	31,006

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.2
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	1,544.4
2.618	1,521.2
1.618	1,507.0
1.000	1,498.2
0.618	1,492.8
HIGH	1,484.0
0.618	1,478.6
0.500	1,476.9
0.382	1,475.2
LOW	1,469.8
0.618	1,461.0
1.000	1,455.6
1.618	1,446.8
2.618	1,432.6
4.250	1,409.5

Fisher Pivots for day following 06-Sep-2007
Pivot	1 day	3 day
R1	1,478.7	1,483.8
PP	1,477.8	1,482.4
S1	1,476.9	1,481.0

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

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