S&P500 Future September 2007

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Trading Metrics calculated at close of trading on 10-Oct-2006
Day Change Summary Previous Current 09-Oct-2006 10-Oct-2006 Change Change % Previous Week Open 1,395.6 1,395.6 0.0 0.0% 1,374.7 High 1,395.6 1,395.6 0.0 0.0% 1,395.2 Low 1,392.1 1,395.6 3.5 0.3% 1,374.7 Close 1,394.1 1,395.6 1.5 0.1% 1,393.6 Range 3.5 0.0 -3.5 -100.0% 20.5 ATR 4.8 4.5 -0.2 -4.9% 0.0 Volume 96 0 -96 -100.0% 52
Daily Pivots for day following 10-Oct-2006 Classic Woodie Camarilla DeMark R4 1,395.6 1,395.6 1,395.6 R3 1,395.6 1,395.6 1,395.6 R2 1,395.6 1,395.6 1,395.6 R1 1,395.6 1,395.6 1,395.6 1,395.6 PP 1,395.6 1,395.6 1,395.6 1,395.6 S1 1,395.6 1,395.6 1,395.6 1,395.6 S2 1,395.6 1,395.6 1,395.6 S3 1,395.6 1,395.6 1,395.6 S4 1,395.6 1,395.6 1,395.6	Weekly Pivots for week ending 06-Oct-2006 Classic Woodie Camarilla DeMark R4 1,449.3 1,442.0 1,404.9 R3 1,428.8 1,421.5 1,399.2 R2 1,408.3 1,408.3 1,397.4 R1 1,401.0 1,401.0 1,395.5 1,404.7 PP 1,387.8 1,387.8 1,387.8 1,389.7 S1 1,380.5 1,380.5 1,391.7 1,384.2 S2 1,367.3 1,367.3 1,389.8 S3 1,346.8 1,360.0 1,388.0 S4 1,326.3 1,339.5 1,382.3
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,395.6 1,392.1 3.5 0.3% 0.7 0.1% 100% True False 19 10 1,395.6 1,374.7 20.9 1.5% 0.4 0.0% 100% True False 15 20 1,395.6 1,359.5 36.1 2.6% 0.2 0.0% 100% True False 8
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 0.0 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,395.6 2.618 1,395.6 1.618 1,395.6 1.000 1,395.6 0.618 1,395.6 HIGH 1,395.6 0.618 1,395.6 0.500 1,395.6 0.382 1,395.6 LOW 1,395.6 0.618 1,395.6 1.000 1,395.6 1.618 1,395.6 2.618 1,395.6 4.250 1,395.6
Fisher Pivots for day following 10-Oct-2006 Pivot 1 day 3 day R1 1,395.6 1,395.0 PP 1,395.6 1,394.4 S1 1,395.6 1,393.9

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