S&P500 Future March 2007

Trading Metrics calculated at close of trading on 23-Feb-2007

Day Change Summary
	Previous	Current
	22-Feb-2007	23-Feb-2007	Change	Change %	Previous Week
Open	1,460.3	1,458.8	-1.5	-0.1%	1,458.6
High	1,464.5	1,459.3	-5.2	-0.4%	1,464.5
Low	1,452.7	1,450.7	-2.0	-0.1%	1,450.7
Close	1,459.2	1,453.8	-5.4	-0.4%	1,453.8
Range	11.8	8.6	-3.2	-27.1%	13.8
ATR	10.3	10.2	-0.1	-1.2%	0.0
Volume	30,342	36,629	6,287	20.7%	125,246

Daily Pivots for day following 23-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,480.4	1,475.7	1,458.5
R3	1,471.8	1,467.1	1,456.2
R2	1,463.2	1,463.2	1,455.4
R1	1,458.5	1,458.5	1,454.6	1,456.6
PP	1,454.6	1,454.6	1,454.6	1,453.6
S1	1,449.9	1,449.9	1,453.0	1,448.0
S2	1,446.0	1,446.0	1,452.2
S3	1,437.4	1,441.3	1,451.4
S4	1,428.8	1,432.7	1,449.1

Weekly Pivots for week ending 23-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,497.7	1,489.6	1,461.4
R3	1,483.9	1,475.8	1,457.6
R2	1,470.1	1,470.1	1,456.3
R1	1,462.0	1,462.0	1,455.1	1,459.2
PP	1,456.3	1,456.3	1,456.3	1,454.9
S1	1,448.2	1,448.2	1,452.5	1,445.4
S2	1,442.5	1,442.5	1,451.3
S3	1,428.7	1,434.4	1,450.0
S4	1,414.9	1,420.6	1,446.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,464.5	1,450.7	13.8	0.9%	9.1	0.6%	22%	False	True	29,442
10	1,464.5	1,435.1	29.4	2.0%	10.4	0.7%	64%	False	False	29,329
20	1,464.5	1,421.8	42.7	2.9%	9.9	0.7%	75%	False	False	30,501
40	1,464.5	1,412.2	52.3	3.6%	10.9	0.8%	80%	False	False	28,990
60	1,464.5	1,392.0	72.5	5.0%	10.9	0.8%	85%	False	False	37,279
80	1,464.5	1,377.5	87.0	6.0%	10.1	0.7%	88%	False	False	28,676
100	1,464.5	1,348.0	116.5	8.0%	9.6	0.7%	91%	False	False	23,052
120	1,464.5	1,316.9	147.6	10.2%	8.6	0.6%	93%	False	False	19,221

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	1.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,495.9
2.618	1,481.8
1.618	1,473.2
1.000	1,467.9
0.618	1,464.6
HIGH	1,459.3
0.618	1,456.0
0.500	1,455.0
0.382	1,454.0
LOW	1,450.7
0.618	1,445.4
1.000	1,442.1
1.618	1,436.8
2.618	1,428.2
4.250	1,414.2

Fisher Pivots for day following 23-Feb-2007
Pivot	1 day	3 day
R1	1,455.0	1,457.6
PP	1,454.6	1,456.3
S1	1,454.2	1,455.1

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

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