S&P500 Future March 2007

Trading Metrics calculated at close of trading on 21-Dec-2006

Day Change Summary
	Previous	Current
	20-Dec-2006	21-Dec-2006	Change	Change %	Previous Week
Open	1,436.3	1,435.4	-0.9	-0.1%	1,422.2
High	1,440.5	1,439.5	-1.0	-0.1%	1,444.9
Low	1,434.1	1,426.8	-7.3	-0.5%	1,417.3
Close	1,435.3	1,429.8	-5.5	-0.4%	1,438.2
Range	6.4	12.7	6.3	98.4%	27.6
ATR	9.9	10.1	0.2	2.0%	0.0
Volume	38,315	19,206	-19,109	-49.9%	489,971

Daily Pivots for day following 21-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,470.1	1,462.7	1,436.8
R3	1,457.4	1,450.0	1,433.3
R2	1,444.7	1,444.7	1,432.1
R1	1,437.3	1,437.3	1,431.0	1,434.7
PP	1,432.0	1,432.0	1,432.0	1,430.7
S1	1,424.6	1,424.6	1,428.6	1,422.0
S2	1,419.3	1,419.3	1,427.5
S3	1,406.6	1,411.9	1,426.3
S4	1,393.9	1,399.2	1,422.8

Weekly Pivots for week ending 15-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	1,516.3	1,504.8	1,453.4
R3	1,488.7	1,477.2	1,445.8
R2	1,461.1	1,461.1	1,443.3
R1	1,449.6	1,449.6	1,440.7	1,455.4
PP	1,433.5	1,433.5	1,433.5	1,436.3
S1	1,422.0	1,422.0	1,435.7	1,427.8
S2	1,405.9	1,405.9	1,433.1
S3	1,378.3	1,394.4	1,430.6
S4	1,350.7	1,366.8	1,423.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,444.9	1,426.6	18.3	1.3%	10.4	0.7%	17%	False	False	40,412
10	1,444.9	1,416.5	28.4	2.0%	10.3	0.7%	47%	False	False	73,330
20	1,444.9	1,392.0	52.9	3.7%	10.7	0.7%	71%	False	False	52,850
40	1,444.9	1,377.5	67.4	4.7%	9.3	0.7%	78%	False	False	27,791
60	1,444.9	1,348.0	96.9	6.8%	8.6	0.6%	84%	False	False	18,693
80	1,444.9	1,316.9	128.0	9.0%	7.4	0.5%	88%	False	False	14,036
100	1,444.9	1,287.7	157.2	11.0%	6.0	0.4%	90%	False	False	11,249
120	1,444.9	1,262.2	182.7	12.8%	5.1	0.4%	92%	False	False	9,376

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	2.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,493.5
2.618	1,472.7
1.618	1,460.0
1.000	1,452.2
0.618	1,447.3
HIGH	1,439.5
0.618	1,434.6
0.500	1,433.2
0.382	1,431.7
LOW	1,426.8
0.618	1,419.0
1.000	1,414.1
1.618	1,406.3
2.618	1,393.6
4.250	1,372.8

Fisher Pivots for day following 21-Dec-2006
Pivot	1 day	3 day
R1	1,433.2	1,433.6
PP	1,432.0	1,432.3
S1	1,430.9	1,431.1

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

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