S&P500 Future March 2007

Trading Metrics calculated at close of trading on 24-Jan-2007

Day Change Summary
	Previous	Current
	23-Jan-2007	24-Jan-2007	Change	Change %	Previous Week
Open	1,431.3	1,435.1	3.8	0.3%	1,440.9
High	1,437.9	1,446.4	8.5	0.6%	1,444.3
Low	1,428.0	1,434.8	6.8	0.5%	1,431.0
Close	1,435.4	1,446.2	10.8	0.8%	1,436.7
Range	9.9	11.6	1.7	17.2%	13.3
ATR	11.0	11.0	0.0	0.4%	0.0
Volume	27,897	30,302	2,405	8.6%	123,829

Daily Pivots for day following 24-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,477.3	1,473.3	1,452.6
R3	1,465.7	1,461.7	1,449.4
R2	1,454.1	1,454.1	1,448.3
R1	1,450.1	1,450.1	1,447.3	1,452.1
PP	1,442.5	1,442.5	1,442.5	1,443.5
S1	1,438.5	1,438.5	1,445.1	1,440.5
S2	1,430.9	1,430.9	1,444.1
S3	1,419.3	1,426.9	1,443.0
S4	1,407.7	1,415.3	1,439.8

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	1,446.4	1,426.8	19.6	1.4%	10.5	0.7%	99%	True	False	30,733
10	1,446.4	1,412.2	34.2	2.4%	10.8	0.7%	99%	True	False	30,792
20	1,446.4	1,412.2	34.2	2.4%	11.6	0.8%	99%	True	False	27,118
40	1,446.4	1,392.0	54.4	3.8%	11.1	0.8%	100%	True	False	39,984
60	1,446.4	1,377.5	68.9	4.8%	10.1	0.7%	100%	True	False	27,567
80	1,446.4	1,348.0	98.4	6.8%	9.3	0.6%	100%	True	False	20,799
100	1,446.4	1,316.9	129.5	9.0%	8.2	0.6%	100%	True	False	16,652
120	1,446.4	1,287.7	158.7	11.0%	6.9	0.5%	100%	True	False	13,894

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	True
Bear Hook	False
Bull Hook	False
Stretch	2.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,495.7
2.618	1,476.8
1.618	1,465.2
1.000	1,458.0
0.618	1,453.6
HIGH	1,446.4
0.618	1,442.0
0.500	1,440.6
0.382	1,439.2
LOW	1,434.8
0.618	1,427.6
1.000	1,423.2
1.618	1,416.0
2.618	1,404.4
4.250	1,385.5

Fisher Pivots for day following 24-Jan-2007
Pivot	1 day	3 day
R1	1,444.3	1,443.0
PP	1,442.5	1,439.8
S1	1,440.6	1,436.6

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

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