S&P500 Future September 2007

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Trading Metrics calculated at close of trading on 07-Nov-2006
Day Change Summary Previous Current 06-Nov-2006 07-Nov-2006 Change Change % Previous Week Open 1,420.6 1,425.9 5.3 0.4% 1,419.6 High 1,420.6 1,425.9 5.3 0.4% 1,419.6 Low 1,420.6 1,425.9 5.3 0.4% 1,403.1 Close 1,420.6 1,425.9 5.3 0.4% 1,404.3 Range ATR 5.3 5.3 0.0 0.0% 0.0 Volume 0 440 440 860
Daily Pivots for day following 07-Nov-2006 Classic Woodie Camarilla DeMark R4 1,425.9 1,425.9 1,425.9 R3 1,425.9 1,425.9 1,425.9 R2 1,425.9 1,425.9 1,425.9 R1 1,425.9 1,425.9 1,425.9 1,425.9 PP 1,425.9 1,425.9 1,425.9 1,425.9 S1 1,425.9 1,425.9 1,425.9 1,425.9 S2 1,425.9 1,425.9 1,425.9 S3 1,425.9 1,425.9 1,425.9 S4 1,425.9 1,425.9 1,425.9	Weekly Pivots for week ending 03-Nov-2006 Classic Woodie Camarilla DeMark R4 1,458.5 1,447.9 1,413.4 R3 1,442.0 1,431.4 1,408.8 R2 1,425.5 1,425.5 1,407.3 R1 1,414.9 1,414.9 1,405.8 1,412.0 PP 1,409.0 1,409.0 1,409.0 1,407.5 S1 1,398.4 1,398.4 1,402.8 1,395.5 S2 1,392.5 1,392.5 1,401.3 S3 1,376.0 1,381.9 1,399.8 S4 1,359.5 1,365.4 1,395.2
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,425.9 1,403.1 22.8 1.6% 1.1 0.1% 100% True False 124 10 1,429.8 1,403.1 26.7 1.9% 0.6 0.0% 85% False False 130 20 1,429.8 1,394.2 35.6 2.5% 0.5 0.0% 89% False False 67 40 1,429.8 1,359.5 70.3 4.9% 0.3 0.0% 94% False False 37
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 0.1	Fibonacci Retracements and Extensions 4.250 1,425.9 2.618 1,425.9 1.618 1,425.9 1.000 1,425.9 0.618 1,425.9 HIGH 1,425.9 0.618 1,425.9 0.500 1,425.9 0.382 1,425.9 LOW 1,425.9 0.618 1,425.9 1.000 1,425.9 1.618 1,425.9 2.618 1,425.9 4.250 1,425.9
Fisher Pivots for day following 07-Nov-2006 Pivot 1 day 3 day R1 1,425.9 1,422.3 PP 1,425.9 1,418.7 S1 1,425.9 1,415.1

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