S&P500 Future March 2007

Trading Metrics calculated at close of trading on 09-Feb-2007

Day Change Summary
	Previous	Current
	08-Feb-2007	09-Feb-2007	Change	Change %	Previous Week
Open	1,455.4	1,453.8	-1.6	-0.1%	1,452.6
High	1,455.7	1,456.8	1.1	0.1%	1,457.7
Low	1,446.8	1,437.2	-9.6	-0.7%	1,437.2
Close	1,453.9	1,442.9	-11.0	-0.8%	1,442.9
Range	8.9	19.6	10.7	120.2%	20.5
ATR	10.3	10.9	0.7	6.5%	0.0
Volume	24,730	22,918	-1,812	-7.3%	116,208

Daily Pivots for day following 09-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,504.4	1,493.3	1,453.7
R3	1,484.8	1,473.7	1,448.3
R2	1,465.2	1,465.2	1,446.5
R1	1,454.1	1,454.1	1,444.7	1,449.9
PP	1,445.6	1,445.6	1,445.6	1,443.5
S1	1,434.5	1,434.5	1,441.1	1,430.3
S2	1,426.0	1,426.0	1,439.3
S3	1,406.4	1,414.9	1,437.5
S4	1,386.8	1,395.3	1,432.1

Weekly Pivots for week ending 09-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,507.4	1,495.7	1,454.2
R3	1,486.9	1,475.2	1,448.5
R2	1,466.4	1,466.4	1,446.7
R1	1,454.7	1,454.7	1,444.8	1,450.3
PP	1,445.9	1,445.9	1,445.9	1,443.8
S1	1,434.2	1,434.2	1,441.0	1,429.8
S2	1,425.4	1,425.4	1,439.1
S3	1,404.9	1,413.7	1,437.3
S4	1,384.4	1,393.2	1,431.6

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	1,437.2	20.5	1.4%	9.9	0.7%	28%	False	True	23,241
10	1,457.7	1,423.3	34.4	2.4%	10.1	0.7%	57%	False	False	30,381
20	1,457.7	1,421.8	35.9	2.5%	10.6	0.7%	59%	False	False	30,658
40	1,457.7	1,412.2	45.5	3.2%	11.2	0.8%	67%	False	False	36,038
60	1,457.7	1,392.0	65.7	4.6%	10.6	0.7%	77%	False	False	33,362
80	1,457.7	1,377.5	80.2	5.6%	10.0	0.7%	82%	False	False	25,418
100	1,457.7	1,332.0	125.7	8.7%	9.3	0.6%	88%	False	False	20,352
120	1,457.7	1,316.9	140.8	9.8%	7.9	0.6%	89%	False	False	16,976

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.3
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1,540.1
2.618	1,508.1
1.618	1,488.5
1.000	1,476.4
0.618	1,468.9
HIGH	1,456.8
0.618	1,449.3
0.500	1,447.0
0.382	1,444.7
LOW	1,437.2
0.618	1,425.1
1.000	1,417.6
1.618	1,405.5
2.618	1,385.9
4.250	1,353.9

Fisher Pivots for day following 09-Feb-2007
Pivot	1 day	3 day
R1	1,447.0	1,447.5
PP	1,445.6	1,445.9
S1	1,444.3	1,444.4

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

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