S&P500 Future March 2007

Trading Metrics calculated at close of trading on 02-Mar-2007

Day Change Summary
	Previous	Current
	01-Mar-2007	02-Mar-2007	Change	Change %	Previous Week
Open	1,408.7	1,404.9	-3.8	-0.3%	1,453.9
High	1,413.5	1,409.9	-3.6	-0.3%	1,459.6
Low	1,381.0	1,385.2	4.2	0.3%	1,381.0
Close	1,404.9	1,385.8	-19.1	-1.4%	1,385.8
Range	32.5	24.7	-7.8	-24.0%	78.6
ATR	16.3	16.9	0.6	3.7%	0.0
Volume	91,812	76,418	-15,394	-16.8%	328,466

Daily Pivots for day following 02-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,467.7	1,451.5	1,399.4
R3	1,443.0	1,426.8	1,392.6
R2	1,418.3	1,418.3	1,390.3
R1	1,402.1	1,402.1	1,388.1	1,397.9
PP	1,393.6	1,393.6	1,393.6	1,391.5
S1	1,377.4	1,377.4	1,383.5	1,373.2
S2	1,368.9	1,368.9	1,381.3
S3	1,344.2	1,352.7	1,379.0
S4	1,319.5	1,328.0	1,372.2

Weekly Pivots for week ending 02-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,644.6	1,593.8	1,429.0
R3	1,566.0	1,515.2	1,407.4
R2	1,487.4	1,487.4	1,400.2
R1	1,436.6	1,436.6	1,393.0	1,422.7
PP	1,408.8	1,408.8	1,408.8	1,401.9
S1	1,358.0	1,358.0	1,378.6	1,344.1
S2	1,330.2	1,330.2	1,371.4
S3	1,251.6	1,279.4	1,364.2
S4	1,173.0	1,200.8	1,342.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,459.6	1,381.0	78.6	5.7%	32.1	2.3%	6%	False	False	65,693
10	1,464.5	1,381.0	83.5	6.0%	20.6	1.5%	6%	False	False	47,567
20	1,464.5	1,381.0	83.5	6.0%	15.0	1.1%	6%	False	False	37,804
40	1,464.5	1,381.0	83.5	6.0%	13.5	1.0%	6%	False	False	35,145
60	1,464.5	1,381.0	83.5	6.0%	12.5	0.9%	6%	False	False	41,187
80	1,464.5	1,377.5	87.0	6.3%	11.6	0.8%	10%	False	False	32,688
100	1,464.5	1,363.0	101.5	7.3%	10.8	0.8%	22%	False	False	26,335
120	1,464.5	1,321.5	143.0	10.3%	10.0	0.7%	45%	False	False	21,956

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.2
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,514.9
2.618	1,474.6
1.618	1,449.9
1.000	1,434.6
0.618	1,425.2
HIGH	1,409.9
0.618	1,400.5
0.500	1,397.6
0.382	1,394.6
LOW	1,385.2
0.618	1,369.9
1.000	1,360.5
1.618	1,345.2
2.618	1,320.5
4.250	1,280.2

Fisher Pivots for day following 02-Mar-2007
Pivot	1 day	3 day
R1	1,397.6	1,399.6
PP	1,393.6	1,395.0
S1	1,389.7	1,390.4

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

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