S&P500 Future March 2007

Trading Metrics calculated at close of trading on 15-Feb-2007

Day Change Summary
	Previous	Current
	14-Feb-2007	15-Feb-2007	Change	Change %	Previous Week
Open	1,449.1	1,458.6	9.5	0.7%	1,452.6
High	1,461.3	1,461.7	0.4	0.0%	1,457.7
Low	1,448.8	1,456.5	7.7	0.5%	1,437.2
Close	1,458.6	1,459.6	1.0	0.1%	1,442.9
Range	12.5	5.2	-7.3	-58.4%	20.5
ATR	11.0	10.6	-0.4	-3.8%	0.0
Volume	25,817	33,180	7,363	28.5%	116,208

Daily Pivots for day following 15-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,474.9	1,472.4	1,462.5
R3	1,469.7	1,467.2	1,461.0
R2	1,464.5	1,464.5	1,460.6
R1	1,462.0	1,462.0	1,460.1	1,463.3
PP	1,459.3	1,459.3	1,459.3	1,459.9
S1	1,456.8	1,456.8	1,459.1	1,458.1
S2	1,454.1	1,454.1	1,458.6
S3	1,448.9	1,451.6	1,458.2
S4	1,443.7	1,446.4	1,456.7

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	1,461.7	1,435.1	26.6	1.8%	11.8	0.8%	92%	True	False	29,217
10	1,461.7	1,435.1	26.6	1.8%	9.5	0.6%	92%	True	False	28,041
20	1,461.7	1,421.8	39.9	2.7%	10.6	0.7%	95%	True	False	30,604
40	1,461.7	1,412.2	49.5	3.4%	11.2	0.8%	96%	True	False	28,928
60	1,461.7	1,392.0	69.7	4.8%	10.6	0.7%	97%	True	False	35,232
80	1,461.7	1,377.5	84.2	5.8%	10.1	0.7%	98%	True	False	26,889
100	1,461.7	1,332.0	129.7	8.9%	9.5	0.6%	98%	True	False	21,582
120	1,461.7	1,316.9	144.8	9.9%	8.3	0.6%	99%	True	False	18,002

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1.6
Narrowest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	1,483.8
2.618	1,475.3
1.618	1,470.1
1.000	1,466.9
0.618	1,464.9
HIGH	1,461.7
0.618	1,459.7
0.500	1,459.1
0.382	1,458.5
LOW	1,456.5
0.618	1,453.3
1.000	1,451.3
1.618	1,448.1
2.618	1,442.9
4.250	1,434.4

Fisher Pivots for day following 15-Feb-2007
Pivot	1 day	3 day
R1	1,459.4	1,456.3
PP	1,459.3	1,453.0
S1	1,459.1	1,449.7

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

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