S&P500 Future March 2007

Trading Metrics calculated at close of trading on 19-Jan-2007

Day Change Summary
	Previous	Current
	18-Jan-2007	19-Jan-2007	Change	Change %	Previous Week
Open	1,438.5	1,432.4	-6.1	-0.4%	1,440.9
High	1,442.1	1,438.7	-3.4	-0.2%	1,444.3
Low	1,431.0	1,431.5	0.5	0.0%	1,431.0
Close	1,433.2	1,436.7	3.5	0.2%	1,436.7
Range	11.1	7.2	-3.9	-35.1%	13.3
ATR	11.3	11.0	-0.3	-2.6%	0.0
Volume	35,713	31,294	-4,419	-12.4%	123,829

Daily Pivots for day following 19-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,457.2	1,454.2	1,440.7
R3	1,450.0	1,447.0	1,438.7
R2	1,442.8	1,442.8	1,438.0
R1	1,439.8	1,439.8	1,437.4	1,441.3
PP	1,435.6	1,435.6	1,435.6	1,436.4
S1	1,432.6	1,432.6	1,436.0	1,434.1
S2	1,428.4	1,428.4	1,435.4
S3	1,421.2	1,425.4	1,434.7
S4	1,414.0	1,418.2	1,432.7

Weekly Pivots for week ending 19-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,477.2	1,470.3	1,444.0
R3	1,463.9	1,457.0	1,440.4
R2	1,450.6	1,450.6	1,439.1
R1	1,443.7	1,443.7	1,437.9	1,440.5
PP	1,437.3	1,437.3	1,437.3	1,435.8
S1	1,430.4	1,430.4	1,435.5	1,427.2
S2	1,424.0	1,424.0	1,434.3
S3	1,410.7	1,417.1	1,433.0
S4	1,397.4	1,403.8	1,429.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,444.3	1,428.2	16.1	1.1%	9.3	0.6%	53%	False	False	31,107
10	1,444.3	1,412.2	32.1	2.2%	11.3	0.8%	76%	False	False	30,815
20	1,444.3	1,412.2	32.1	2.2%	11.5	0.8%	76%	False	False	27,034
40	1,444.9	1,392.0	52.9	3.7%	10.7	0.7%	84%	False	False	38,285
60	1,444.9	1,377.5	67.4	4.7%	9.9	0.7%	88%	False	False	26,172
80	1,444.9	1,332.0	112.9	7.9%	9.3	0.6%	93%	False	False	19,717
100	1,444.9	1,316.9	128.0	8.9%	7.9	0.5%	94%	False	False	15,792
120	1,444.9	1,287.7	157.2	10.9%	6.6	0.5%	95%	False	False	13,172

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.1
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1,469.3
2.618	1,457.5
1.618	1,450.3
1.000	1,445.9
0.618	1,443.1
HIGH	1,438.7
0.618	1,435.9
0.500	1,435.1
0.382	1,434.3
LOW	1,431.5
0.618	1,427.1
1.000	1,424.3
1.618	1,419.9
2.618	1,412.7
4.250	1,400.9

Fisher Pivots for day following 19-Jan-2007
Pivot	1 day	3 day
R1	1,436.2	1,436.9
PP	1,435.6	1,436.8
S1	1,435.1	1,436.8

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

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