S&P500 Future March 2007

Trading Metrics calculated at close of trading on 31-Jan-2007

Day Change Summary
	Previous	Current
	30-Jan-2007	31-Jan-2007	Change	Change %	Previous Week
Open	1,426.4	1,434.1	7.7	0.5%	1,437.2
High	1,434.5	1,446.5	12.0	0.8%	1,447.2
Low	1,425.6	1,429.2	3.6	0.3%	1,421.8
Close	1,434.0	1,443.0	9.0	0.6%	1,427.5
Range	8.9	17.3	8.4	94.4%	25.4
ATR	11.3	11.7	0.4	3.8%	0.0
Volume	33,832	28,234	-5,598	-16.5%	153,812

Daily Pivots for day following 31-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,491.5	1,484.5	1,452.5
R3	1,474.2	1,467.2	1,447.8
R2	1,456.9	1,456.9	1,446.2
R1	1,449.9	1,449.9	1,444.6	1,453.4
PP	1,439.6	1,439.6	1,439.6	1,441.3
S1	1,432.6	1,432.6	1,441.4	1,436.1
S2	1,422.3	1,422.3	1,439.8
S3	1,405.0	1,415.3	1,438.2
S4	1,387.7	1,398.0	1,433.5

Weekly Pivots for week ending 26-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,508.4	1,493.3	1,441.5
R3	1,483.0	1,467.9	1,434.5
R2	1,457.6	1,457.6	1,432.2
R1	1,442.5	1,442.5	1,429.8	1,437.4
PP	1,432.2	1,432.2	1,432.2	1,429.6
S1	1,417.1	1,417.1	1,425.2	1,412.0
S2	1,406.8	1,406.8	1,422.8
S3	1,381.4	1,391.7	1,420.5
S4	1,356.0	1,366.3	1,413.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,447.2	1,421.8	25.4	1.8%	13.2	0.9%	83%	False	False	34,130
10	1,447.2	1,421.8	25.4	1.8%	11.8	0.8%	83%	False	False	32,431
20	1,447.2	1,412.2	35.0	2.4%	12.5	0.9%	88%	False	False	30,433
40	1,447.2	1,399.5	47.7	3.3%	11.4	0.8%	91%	False	False	42,518
60	1,447.2	1,377.5	69.7	4.8%	10.4	0.7%	94%	False	False	30,345
80	1,447.2	1,363.0	84.2	5.8%	9.6	0.7%	95%	False	False	22,930
100	1,447.2	1,316.9	130.3	9.0%	8.9	0.6%	97%	False	False	18,356
120	1,447.2	1,287.7	159.5	11.1%	7.4	0.5%	97%	False	False	15,308

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	2.4
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,520.0
2.618	1,491.8
1.618	1,474.5
1.000	1,463.8
0.618	1,457.2
HIGH	1,446.5
0.618	1,439.9
0.500	1,437.9
0.382	1,435.8
LOW	1,429.2
0.618	1,418.5
1.000	1,411.9
1.618	1,401.2
2.618	1,383.9
4.250	1,355.7

Fisher Pivots for day following 31-Jan-2007
Pivot	1 day	3 day
R1	1,441.3	1,440.3
PP	1,439.6	1,437.6
S1	1,437.9	1,434.9

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

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