S&P500 Future March 2007

Trading Metrics calculated at close of trading on 08-Feb-2007

Day Change Summary
	Previous	Current
	07-Feb-2007	08-Feb-2007	Change	Change %	Previous Week
Open	1,453.2	1,455.4	2.2	0.2%	1,427.8
High	1,457.7	1,455.7	-2.0	-0.1%	1,454.7
Low	1,450.6	1,446.8	-3.8	-0.3%	1,423.3
Close	1,455.7	1,453.9	-1.8	-0.1%	1,453.1
Range	7.1	8.9	1.8	25.4%	31.4
ATR	10.4	10.3	-0.1	-1.0%	0.0
Volume	21,953	24,730	2,777	12.6%	187,605

Daily Pivots for day following 08-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,478.8	1,475.3	1,458.8
R3	1,469.9	1,466.4	1,456.3
R2	1,461.0	1,461.0	1,455.5
R1	1,457.5	1,457.5	1,454.7	1,454.8
PP	1,452.1	1,452.1	1,452.1	1,450.8
S1	1,448.6	1,448.6	1,453.1	1,445.9
S2	1,443.2	1,443.2	1,452.3
S3	1,434.3	1,439.7	1,451.5
S4	1,425.4	1,430.8	1,449.0

Weekly Pivots for week ending 02-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,537.9	1,526.9	1,470.4
R3	1,506.5	1,495.5	1,461.7
R2	1,475.1	1,475.1	1,458.9
R1	1,464.1	1,464.1	1,456.0	1,469.6
PP	1,443.7	1,443.7	1,443.7	1,446.5
S1	1,432.7	1,432.7	1,450.2	1,438.2
S2	1,412.3	1,412.3	1,447.3
S3	1,380.9	1,401.3	1,444.5
S4	1,349.5	1,369.9	1,435.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,457.7	1,446.8	10.9	0.7%	7.1	0.5%	65%	False	True	26,864
10	1,457.7	1,421.8	35.9	2.5%	9.3	0.6%	89%	False	False	31,673
20	1,457.7	1,420.8	36.9	2.5%	10.4	0.7%	90%	False	False	31,163
40	1,457.7	1,412.2	45.5	3.1%	10.9	0.7%	92%	False	False	37,525
60	1,457.7	1,392.0	65.7	4.5%	10.3	0.7%	94%	False	False	33,047
80	1,457.7	1,377.5	80.2	5.5%	9.8	0.7%	95%	False	False	25,146
100	1,457.7	1,332.0	125.7	8.6%	9.2	0.6%	97%	False	False	20,123
120	1,457.7	1,316.9	140.8	9.7%	7.8	0.5%	97%	False	False	16,785

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.3
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,493.5
2.618	1,479.0
1.618	1,470.1
1.000	1,464.6
0.618	1,461.2
HIGH	1,455.7
0.618	1,452.3
0.500	1,451.3
0.382	1,450.2
LOW	1,446.8
0.618	1,441.3
1.000	1,437.9
1.618	1,432.4
2.618	1,423.5
4.250	1,409.0

Fisher Pivots for day following 08-Feb-2007
Pivot	1 day	3 day
R1	1,453.0	1,453.4
PP	1,452.1	1,452.8
S1	1,451.3	1,452.3

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

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