S&P500 Future March 2007

Trading Metrics calculated at close of trading on 04-Dec-2006

Day Change Summary
	Previous	Current
	01-Dec-2006	04-Dec-2006	Change	Change %	Previous Week
Open	1,415.5	1,412.0	-3.5	-0.2%	1,414.5
High	1,415.7	1,425.2	9.5	0.7%	1,420.3
Low	1,399.5	1,412.0	12.5	0.9%	1,392.0
Close	1,412.2	1,422.7	10.5	0.7%	1,412.2
Range	16.2	13.2	-3.0	-18.5%	28.3
ATR	10.0	10.2	0.2	2.3%	0.0
Volume	28,661	54,951	26,290	91.7%	93,981

Daily Pivots for day following 04-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,459.6	1,454.3	1,430.0
R3	1,446.4	1,441.1	1,426.3
R2	1,433.2	1,433.2	1,425.1
R1	1,427.9	1,427.9	1,423.9	1,430.6
PP	1,420.0	1,420.0	1,420.0	1,421.3
S1	1,414.7	1,414.7	1,421.5	1,417.4
S2	1,406.8	1,406.8	1,420.3
S3	1,393.6	1,401.5	1,419.1
S4	1,380.4	1,388.3	1,415.4

Weekly Pivots for week ending 01-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,493.1	1,480.9	1,427.8
R3	1,464.8	1,452.6	1,420.0
R2	1,436.5	1,436.5	1,417.4
R1	1,424.3	1,424.3	1,414.8	1,416.3
PP	1,408.2	1,408.2	1,408.2	1,404.1
S1	1,396.0	1,396.0	1,409.6	1,388.0
S2	1,379.9	1,379.9	1,407.0
S3	1,351.6	1,367.7	1,404.4
S4	1,323.3	1,339.4	1,396.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,425.2	1,392.0	33.2	2.3%	12.4	0.9%	92%	True	False	29,553
10	1,425.2	1,392.0	33.2	2.3%	10.1	0.7%	92%	True	False	17,159
20	1,425.2	1,392.0	33.2	2.3%	9.2	0.6%	92%	True	False	9,854
40	1,425.2	1,363.0	62.2	4.4%	8.3	0.6%	96%	True	False	5,430
60	1,425.2	1,322.6	102.6	7.2%	7.7	0.5%	98%	True	False	3,638
80	1,425.2	1,287.7	137.5	9.7%	5.9	0.4%	98%	True	False	2,747
100	1,425.2	1,262.2	163.0	11.5%	4.7	0.3%	98%	True	False	2,210
120	1,425.2	1,262.2	163.0	11.5%	4.1	0.3%	98%	True	False	1,842

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	1.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,481.3
2.618	1,459.8
1.618	1,446.6
1.000	1,438.4
0.618	1,433.4
HIGH	1,425.2
0.618	1,420.2
0.500	1,418.6
0.382	1,417.0
LOW	1,412.0
0.618	1,403.8
1.000	1,398.8
1.618	1,390.6
2.618	1,377.4
4.250	1,355.9

Fisher Pivots for day following 04-Dec-2006
Pivot	1 day	3 day
R1	1,421.3	1,419.3
PP	1,420.0	1,415.8
S1	1,418.6	1,412.4

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

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