S&P500 Future March 2007

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

Day Change Summary
	Previous	Current
	09-Jan-2007	10-Jan-2007	Change	Change %	Previous Week
Open	1,422.6	1,421.0	-1.6	-0.1%	1,433.5
High	1,426.9	1,424.7	-2.2	-0.2%	1,439.5
Low	1,414.0	1,412.2	-1.8	-0.1%	1,414.2
Close	1,420.5	1,424.4	3.9	0.3%	1,416.4
Range	12.9	12.5	-0.4	-3.1%	25.3
ATR	11.5	11.5	0.1	0.6%	0.0
Volume	25,088	32,704	7,616	30.4%	73,542

Daily Pivots for day following 10-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,457.9	1,453.7	1,431.3
R3	1,445.4	1,441.2	1,427.8
R2	1,432.9	1,432.9	1,426.7
R1	1,428.7	1,428.7	1,425.5	1,430.8
PP	1,420.4	1,420.4	1,420.4	1,421.5
S1	1,416.2	1,416.2	1,423.3	1,418.3
S2	1,407.9	1,407.9	1,422.1
S3	1,395.4	1,403.7	1,421.0
S4	1,382.9	1,391.2	1,417.5

Weekly Pivots for week ending 05-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,499.3	1,483.1	1,430.3
R3	1,474.0	1,457.8	1,423.4
R2	1,448.7	1,448.7	1,421.0
R1	1,432.5	1,432.5	1,418.7	1,428.0
PP	1,423.4	1,423.4	1,423.4	1,421.1
S1	1,407.2	1,407.2	1,414.1	1,402.7
S2	1,398.1	1,398.1	1,411.8
S3	1,372.8	1,381.9	1,409.4
S4	1,347.5	1,356.6	1,402.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,431.5	1,412.2	19.3	1.4%	13.1	0.9%	63%	False	True	32,157
10	1,439.5	1,412.2	27.3	1.9%	12.5	0.9%	45%	False	True	24,302
20	1,444.9	1,412.2	32.7	2.3%	11.4	0.8%	37%	False	True	43,887
40	1,444.9	1,392.0	52.9	3.7%	10.3	0.7%	61%	False	False	33,989
60	1,444.9	1,377.5	67.4	4.7%	9.6	0.7%	70%	False	False	23,140
80	1,444.9	1,332.0	112.9	7.9%	8.9	0.6%	82%	False	False	17,363
100	1,444.9	1,316.9	128.0	9.0%	7.3	0.5%	84%	False	False	13,910
120	1,444.9	1,266.7	178.2	12.5%	6.1	0.4%	88%	False	False	11,602

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	3.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,477.8
2.618	1,457.4
1.618	1,444.9
1.000	1,437.2
0.618	1,432.4
HIGH	1,424.7
0.618	1,419.9
0.500	1,418.5
0.382	1,417.0
LOW	1,412.2
0.618	1,404.5
1.000	1,399.7
1.618	1,392.0
2.618	1,379.5
4.250	1,359.1

Fisher Pivots for day following 10-Jan-2007
Pivot	1 day	3 day
R1	1,422.4	1,422.8
PP	1,420.4	1,421.2
S1	1,418.5	1,419.6

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

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