S&P500 Future March 2007

Trading Metrics calculated at close of trading on 30-Oct-2006

Day Change Summary
	Previous	Current
	27-Oct-2006	30-Oct-2006	Change	Change %	Previous Week
Open	1,395.0	1,392.5	-2.5	-0.2%	1,383.0
High	1,396.7	1,399.1	2.4	0.2%	1,407.0
Low	1,392.7	1,390.6	-2.1	-0.2%	1,382.0
Close	1,396.6	1,395.0	-1.6	-0.1%	1,396.6
Range	4.0	8.5	4.5	112.5%	25.0
ATR	7.9	8.0	0.0	0.5%	0.0
Volume	396	538	142	35.9%	4,584

Daily Pivots for day following 30-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,420.4	1,416.2	1,399.7
R3	1,411.9	1,407.7	1,397.3
R2	1,403.4	1,403.4	1,396.6
R1	1,399.2	1,399.2	1,395.8	1,401.3
PP	1,394.9	1,394.9	1,394.9	1,396.0
S1	1,390.7	1,390.7	1,394.2	1,392.8
S2	1,386.4	1,386.4	1,393.4
S3	1,377.9	1,382.2	1,392.7
S4	1,369.4	1,373.7	1,390.3

Weekly Pivots for week ending 27-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,470.2	1,458.4	1,410.4
R3	1,445.2	1,433.4	1,403.5
R2	1,420.2	1,420.2	1,401.2
R1	1,408.4	1,408.4	1,398.9	1,414.3
PP	1,395.2	1,395.2	1,395.2	1,398.2
S1	1,383.4	1,383.4	1,394.3	1,389.3
S2	1,370.2	1,370.2	1,392.0
S3	1,345.2	1,358.4	1,389.7
S4	1,320.2	1,333.4	1,382.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,407.0	1,390.5	16.5	1.2%	7.0	0.5%	27%	False	False	818
10	1,407.0	1,378.0	29.0	2.1%	7.7	0.5%	59%	False	False	719
20	1,407.0	1,348.0	59.0	4.2%	7.4	0.5%	80%	False	False	595
40	1,407.0	1,316.9	90.1	6.5%	6.0	0.4%	87%	False	False	327
60	1,407.0	1,287.7	119.3	8.6%	4.1	0.3%	90%	False	False	240
80	1,407.0	1,262.2	144.8	10.4%	3.3	0.2%	92%	False	False	195
100	1,407.0	1,253.3	153.7	11.0%	2.7	0.2%	92%	False	False	158
120	1,407.0	1,253.3	153.7	11.0%	2.5	0.2%	92%	False	False	133

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,435.2
2.618	1,421.4
1.618	1,412.9
1.000	1,407.6
0.618	1,404.4
HIGH	1,399.1
0.618	1,395.9
0.500	1,394.9
0.382	1,393.8
LOW	1,390.6
0.618	1,385.3
1.000	1,382.1
1.618	1,376.8
2.618	1,368.3
4.250	1,354.5

Fisher Pivots for day following 30-Oct-2006
Pivot	1 day	3 day
R1	1,395.0	1,398.8
PP	1,394.9	1,397.5
S1	1,394.9	1,396.3

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

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