S&P500 Future March 2007

Trading Metrics calculated at close of trading on 05-Mar-2007

Day Change Summary
	Previous	Current
	02-Mar-2007	05-Mar-2007	Change	Change %	Previous Week
Open	1,404.9	1,387.0	-17.9	-1.3%	1,453.9
High	1,409.9	1,393.5	-16.4	-1.2%	1,459.6
Low	1,385.2	1,371.0	-14.2	-1.0%	1,381.0
Close	1,385.8	1,372.2	-13.6	-1.0%	1,385.8
Range	24.7	22.5	-2.2	-8.9%	78.6
ATR	16.9	17.3	0.4	2.4%	0.0
Volume	76,418	80,698	4,280	5.6%	328,466

Daily Pivots for day following 05-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,446.4	1,431.8	1,384.6
R3	1,423.9	1,409.3	1,378.4
R2	1,401.4	1,401.4	1,376.3
R1	1,386.8	1,386.8	1,374.3	1,382.9
PP	1,378.9	1,378.9	1,378.9	1,376.9
S1	1,364.3	1,364.3	1,370.1	1,360.4
S2	1,356.4	1,356.4	1,368.1
S3	1,333.9	1,341.8	1,366.0
S4	1,311.4	1,319.3	1,359.8

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	1,452.7	1,371.0	81.7	6.0%	34.2	2.5%	1%	False	True	75,304
10	1,464.5	1,371.0	93.5	6.8%	22.3	1.6%	1%	False	True	53,441
20	1,464.5	1,371.0	93.5	6.8%	15.8	1.2%	1%	False	True	39,787
40	1,464.5	1,371.0	93.5	6.8%	13.7	1.0%	1%	False	True	36,133
60	1,464.5	1,371.0	93.5	6.8%	12.6	0.9%	1%	False	True	41,616
80	1,464.5	1,371.0	93.5	6.8%	11.8	0.9%	1%	False	True	33,675
100	1,464.5	1,363.0	101.5	7.4%	10.9	0.8%	9%	False	False	27,141
120	1,464.5	1,322.6	141.9	10.3%	10.2	0.7%	35%	False	False	22,627

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	3.8
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,489.1
2.618	1,452.4
1.618	1,429.9
1.000	1,416.0
0.618	1,407.4
HIGH	1,393.5
0.618	1,384.9
0.500	1,382.3
0.382	1,379.6
LOW	1,371.0
0.618	1,357.1
1.000	1,348.5
1.618	1,334.6
2.618	1,312.1
4.250	1,275.4

Fisher Pivots for day following 05-Mar-2007
Pivot	1 day	3 day
R1	1,382.3	1,392.3
PP	1,378.9	1,385.6
S1	1,375.6	1,378.9

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

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