S&P500 Future September 2007

Trading Metrics calculated at close of trading on 10-Sep-2007

Day Change Summary
	Previous	Current
	07-Sep-2007	10-Sep-2007	Change	Change %	Previous Week
Open	1,479.4	1,458.7	-20.7	-1.4%	1,475.8
High	1,480.0	1,465.6	-14.4	-1.0%	1,499.0
Low	1,450.5	1,441.1	-9.4	-0.6%	1,450.5
Close	1,459.8	1,455.3	-4.5	-0.3%	1,459.8
Range	29.5	24.5	-5.0	-16.9%	48.5
ATR	27.5	27.2	-0.2	-0.8%	0.0
Volume	46,006	76,351	30,345	66.0%	205,136

Daily Pivots for day following 10-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,527.5	1,515.9	1,468.8
R3	1,503.0	1,491.4	1,462.0
R2	1,478.5	1,478.5	1,459.8
R1	1,466.9	1,466.9	1,457.5	1,460.5
PP	1,454.0	1,454.0	1,454.0	1,450.8
S1	1,442.4	1,442.4	1,453.1	1,436.0
S2	1,429.5	1,429.5	1,450.8
S3	1,405.0	1,417.9	1,448.6
S4	1,380.5	1,393.4	1,441.8

Weekly Pivots for week ending 07-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,615.3	1,586.0	1,486.5
R3	1,566.8	1,537.5	1,473.1
R2	1,518.3	1,518.3	1,468.7
R1	1,489.0	1,489.0	1,464.2	1,479.4
PP	1,469.8	1,469.8	1,469.8	1,465.0
S1	1,440.5	1,440.5	1,455.4	1,430.9
S2	1,421.3	1,421.3	1,450.9
S3	1,372.8	1,392.0	1,446.5
S4	1,324.3	1,343.5	1,433.1

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	1,441.1	57.9	4.0%	23.9	1.6%	25%	False	True	56,297
10	1,499.0	1,435.0	64.0	4.4%	24.5	1.7%	32%	False	False	50,660
20	1,499.0	1,375.0	124.0	8.5%	28.3	1.9%	65%	False	False	60,880
40	1,566.3	1,375.0	191.3	13.1%	29.0	2.0%	42%	False	False	54,038
60	1,566.3	1,375.0	191.3	13.1%	25.2	1.7%	42%	False	False	47,953
80	1,566.3	1,375.0	191.3	13.1%	22.4	1.5%	42%	False	False	47,527
100	1,566.3	1,375.0	191.3	13.1%	19.6	1.3%	42%	False	False	38,365
120	1,566.3	1,375.0	191.3	13.1%	17.4	1.2%	42%	False	False	32,025

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	3.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,569.7
2.618	1,529.7
1.618	1,505.2
1.000	1,490.1
0.618	1,480.7
HIGH	1,465.6
0.618	1,456.2
0.500	1,453.4
0.382	1,450.5
LOW	1,441.1
0.618	1,426.0
1.000	1,416.6
1.618	1,401.5
2.618	1,377.0
4.250	1,337.0

Fisher Pivots for day following 10-Sep-2007
Pivot	1 day	3 day
R1	1,454.7	1,462.6
PP	1,454.0	1,460.1
S1	1,453.4	1,457.7

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

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