S&P500 Future March 2007

Trading Metrics calculated at close of trading on 01-Feb-2007

Day Change Summary
	Previous	Current
	31-Jan-2007	01-Feb-2007	Change	Change %	Previous Week
Open	1,434.1	1,442.4	8.3	0.6%	1,437.2
High	1,446.5	1,451.7	5.2	0.4%	1,447.2
Low	1,429.2	1,441.0	11.8	0.8%	1,421.8
Close	1,443.0	1,450.8	7.8	0.5%	1,427.5
Range	17.3	10.7	-6.6	-38.2%	25.4
ATR	11.7	11.6	-0.1	-0.6%	0.0
Volume	28,234	43,075	14,841	52.6%	153,812

Daily Pivots for day following 01-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,479.9	1,476.1	1,456.7
R3	1,469.2	1,465.4	1,453.7
R2	1,458.5	1,458.5	1,452.8
R1	1,454.7	1,454.7	1,451.8	1,456.6
PP	1,447.8	1,447.8	1,447.8	1,448.8
S1	1,444.0	1,444.0	1,449.8	1,445.9
S2	1,437.1	1,437.1	1,448.8
S3	1,426.4	1,433.3	1,447.9
S4	1,415.7	1,422.6	1,444.9

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	1,451.7	1,421.8	29.9	2.1%	11.4	0.8%	97%	True	False	36,481
10	1,451.7	1,421.8	29.9	2.1%	11.8	0.8%	97%	True	False	33,168
20	1,451.7	1,412.2	39.5	2.7%	11.9	0.8%	98%	True	False	32,487
40	1,451.7	1,412.0	39.7	2.7%	11.2	0.8%	98%	True	False	42,878
60	1,451.7	1,377.5	74.2	5.1%	10.5	0.7%	99%	True	False	30,982
80	1,451.7	1,363.0	88.7	6.1%	9.7	0.7%	99%	True	False	23,468
100	1,451.7	1,321.5	130.2	9.0%	9.0	0.6%	99%	True	False	18,786
120	1,451.7	1,287.7	164.0	11.3%	7.5	0.5%	99%	True	False	15,666

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	2.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,497.2
2.618	1,479.7
1.618	1,469.0
1.000	1,462.4
0.618	1,458.3
HIGH	1,451.7
0.618	1,447.6
0.500	1,446.4
0.382	1,445.1
LOW	1,441.0
0.618	1,434.4
1.000	1,430.3
1.618	1,423.7
2.618	1,413.0
4.250	1,395.5

Fisher Pivots for day following 01-Feb-2007
Pivot	1 day	3 day
R1	1,449.3	1,446.8
PP	1,447.8	1,442.7
S1	1,446.4	1,438.7

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

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