S&P500 Future March 2007

Trading Metrics calculated at close of trading on 14-Mar-2007

Day Change Summary
	Previous	Current
	13-Mar-2007	14-Mar-2007	Change	Change %	Previous Week
Open	1,399.5	1,380.5	-19.0	-1.4%	1,387.0
High	1,404.3	1,389.9	-14.4	-1.0%	1,411.4
Low	1,377.0	1,364.0	-13.0	-0.9%	1,368.7
Close	1,379.7	1,389.5	9.8	0.7%	1,404.9
Range	27.3	25.9	-1.4	-5.1%	42.7
ATR	17.9	18.5	0.6	3.2%	0.0
Volume	91,628	113,982	22,354	24.4%	514,965

Daily Pivots for day following 14-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,458.8	1,450.1	1,403.7
R3	1,432.9	1,424.2	1,396.6
R2	1,407.0	1,407.0	1,394.2
R1	1,398.3	1,398.3	1,391.9	1,402.7
PP	1,381.1	1,381.1	1,381.1	1,383.3
S1	1,372.4	1,372.4	1,387.1	1,376.8
S2	1,355.2	1,355.2	1,384.8
S3	1,329.3	1,346.5	1,382.4
S4	1,303.4	1,320.6	1,375.3

Weekly Pivots for week ending 09-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,523.1	1,506.7	1,428.4
R3	1,480.4	1,464.0	1,416.6
R2	1,437.7	1,437.7	1,412.7
R1	1,421.3	1,421.3	1,408.8	1,429.5
PP	1,395.0	1,395.0	1,395.0	1,399.1
S1	1,378.6	1,378.6	1,401.0	1,386.8
S2	1,352.3	1,352.3	1,397.1
S3	1,309.6	1,335.9	1,393.2
S4	1,266.9	1,293.2	1,381.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,411.4	1,364.0	47.4	3.4%	19.2	1.4%	54%	False	True	102,564
10	1,413.5	1,364.0	49.5	3.6%	21.7	1.6%	52%	False	True	98,384
20	1,464.5	1,364.0	100.5	7.2%	19.2	1.4%	25%	False	True	67,514
40	1,464.5	1,364.0	100.5	7.2%	14.9	1.1%	25%	False	True	49,268
60	1,464.5	1,364.0	100.5	7.2%	13.9	1.0%	25%	False	True	43,766
80	1,464.5	1,364.0	100.5	7.2%	12.7	0.9%	25%	False	True	42,653
100	1,464.5	1,364.0	100.5	7.2%	11.9	0.9%	25%	False	True	34,439
120	1,464.5	1,332.0	132.5	9.5%	11.1	0.8%	43%	False	False	28,747

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	4.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,500.0
2.618	1,457.7
1.618	1,431.8
1.000	1,415.8
0.618	1,405.9
HIGH	1,389.9
0.618	1,380.0
0.500	1,377.0
0.382	1,373.9
LOW	1,364.0
0.618	1,348.0
1.000	1,338.1
1.618	1,322.1
2.618	1,296.2
4.250	1,253.9

Fisher Pivots for day following 14-Mar-2007
Pivot	1 day	3 day
R1	1,385.3	1,388.7
PP	1,381.1	1,387.8
S1	1,377.0	1,387.0

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

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