S&P500 Future June 2007

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Trading Metrics calculated at close of trading on 24-May-2006
Day Change Summary Previous Current 23-May-2006 24-May-2006 Change Change % Previous Week Open 1,295.8 1,304.0 8.2 0.6% 1,341.9 High 1,295.8 1,304.0 8.2 0.6% 1,341.9 Low 1,295.8 1,304.0 8.2 0.6% 1,307.3 Close 1,295.8 1,304.0 8.2 0.6% 1,314.8 Range ATR 7.7 7.8 0.0 0.4% 0.0 Volume
Daily Pivots for day following 24-May-2006 Classic Woodie Camarilla DeMark R4 1,304.0 1,304.0 1,304.0 R3 1,304.0 1,304.0 1,304.0 R2 1,304.0 1,304.0 1,304.0 R1 1,304.0 1,304.0 1,304.0 1,304.0 PP 1,304.0 1,304.0 1,304.0 1,304.0 S1 1,304.0 1,304.0 1,304.0 1,304.0 S2 1,304.0 1,304.0 1,304.0 S3 1,304.0 1,304.0 1,304.0 S4 1,304.0 1,304.0 1,304.0	Weekly Pivots for week ending 19-May-2006 Classic Woodie Camarilla DeMark R4 1,425.1 1,404.6 1,333.8 R3 1,390.5 1,370.0 1,324.3 R2 1,355.9 1,355.9 1,321.1 R1 1,335.4 1,335.4 1,318.0 1,328.4 PP 1,321.3 1,321.3 1,321.3 1,317.8 S1 1,300.8 1,300.8 1,311.6 1,293.8 S2 1,286.7 1,286.7 1,308.5 S3 1,252.1 1,266.2 1,305.3 S4 1,217.5 1,231.6 1,295.8
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,314.8 1,295.8 19.0 1.5% 0.0 0.0% 43% False False 10 1,357.0 1,295.8 61.2 4.7% 1.2 0.1% 13% False False 1 20 1,374.9 1,295.8 79.1 6.1% 0.7 0.1% 10% False False 40 1,374.9 1,295.8 79.1 6.1% 0.7 0.1% 10% False False 60 1,374.9 1,295.8 79.1 6.1% 0.9 0.1% 10% False False 80 1,374.9 1,295.8 79.1 6.1% 0.8 0.1% 10% False False
Crabel Price Patterns NR False 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 -0.6	Fibonacci Retracements and Extensions 4.250 1,304.0 2.618 1,304.0 1.618 1,304.0 1.000 1,304.0 0.618 1,304.0 HIGH 1,304.0 0.618 1,304.0 0.500 1,304.0 0.382 1,304.0 LOW 1,304.0 0.618 1,304.0 1.000 1,304.0 1.618 1,304.0 2.618 1,304.0 4.250 1,304.0
Fisher Pivots for day following 24-May-2006 Pivot 1 day 3 day R1 1,304.0 1,302.9 PP 1,304.0 1,301.7 S1 1,304.0 1,300.6

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