E-mini S&P 500 Future December 2007

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Trading Metrics calculated at close of trading on 09-Jul-2007
Day Change Summary Previous Current 06-Jul-2007 09-Jul-2007 Change Change % Previous Week Open 1,550.00 1,554.75 4.75 0.3% 1,530.50 High 1,557.00 1,559.50 2.50 0.2% 1,557.00 Low 1,544.00 1,551.75 7.75 0.5% 1,528.50 Close 1,555.75 1,556.00 0.25 0.0% 1,555.75 Range 13.00 7.75 -5.25 -40.4% 28.50 ATR 17.38 16.69 -0.69 -4.0% 0.00 Volume 239 954 715 299.2% 3,251
Daily Pivots for day following 09-Jul-2007 Classic Woodie Camarilla DeMark R4 1,579.00 1,575.25 1,560.25 R3 1,571.25 1,567.50 1,558.25 R2 1,563.50 1,563.50 1,557.50 R1 1,559.75 1,559.75 1,556.75 1,561.50 PP 1,555.75 1,555.75 1,555.75 1,556.75 S1 1,552.00 1,552.00 1,555.25 1,554.00 S2 1,548.00 1,548.00 1,554.50 S3 1,540.25 1,544.25 1,553.75 S4 1,532.50 1,536.50 1,551.75	Weekly Pivots for week ending 06-Jul-2007 Classic Woodie Camarilla DeMark R4 1,632.50 1,622.75 1,571.50 R3 1,604.00 1,594.25 1,563.50 R2 1,575.50 1,575.50 1,561.00 R1 1,565.75 1,565.75 1,558.25 1,570.50 PP 1,547.00 1,547.00 1,547.00 1,549.50 S1 1,537.25 1,537.25 1,553.25 1,542.00 S2 1,518.50 1,518.50 1,550.50 S3 1,490.00 1,508.75 1,548.00 S4 1,461.50 1,480.25 1,540.00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,559.50 1,528.50 31.00 2.0% 11.00 0.7% 89% True False 841 10 1,559.50 1,505.50 54.00 3.5% 16.25 1.0% 94% True False 1,004
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 4.58 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1,592.50 2.618 1,579.75 1.618 1,572.00 1.000 1,567.25 0.618 1,564.25 HIGH 1,559.50 0.618 1,556.50 0.500 1,555.50 0.382 1,554.75 LOW 1,551.75 0.618 1,547.00 1.000 1,544.00 1.618 1,539.25 2.618 1,531.50 4.250 1,518.75
Fisher Pivots for day following 09-Jul-2007 Pivot 1 day 3 day R1 1,556.00 1,554.25 PP 1,555.75 1,552.50 S1 1,555.50 1,550.50

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