CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 07-Feb-2007

Day Change Summary
	Previous	Current
	06-Feb-2007	07-Feb-2007	Change	Change %	Previous Week
Open	818.0	821.4	3.4	0.4%	796.4
High	820.8	827.9	7.1	0.9%	821.3
Low	814.2	818.8	4.6	0.6%	795.1
Close	820.4	828.0	7.6	0.9%	819.8
Range	6.6	9.1	2.5	37.9%	26.2
ATR	9.5	9.5	0.0	-0.3%	0.0
Volume	86	512	426	495.3%	1,063

Daily Pivots for day following 07-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	852.2	849.2	833.0
R3	843.1	840.1	830.5
R2	834.0	834.0	829.7
R1	831.0	831.0	828.8	832.5
PP	824.9	824.9	824.9	825.7
S1	821.9	821.9	827.2	823.4
S2	815.8	815.8	826.3
S3	806.7	812.8	825.5
S4	797.6	803.7	823.0

Weekly Pivots for week ending 02-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	890.7	881.4	834.2
R3	864.5	855.2	827.0
R2	838.3	838.3	824.6
R1	829.0	829.0	822.2	833.7
PP	812.1	812.1	812.1	814.4
S1	802.8	802.8	817.4	807.5
S2	785.9	785.9	815.0
S3	759.7	776.6	812.6
S4	733.5	750.4	805.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	827.9	810.0	17.9	2.2%	6.9	0.8%	101%	True	False	211
10	827.9	788.3	39.6	4.8%	9.0	1.1%	100%	True	False	206
20	827.9	783.9	44.0	5.3%	9.9	1.2%	100%	True	False	191

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.9
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	866.6
2.618	851.7
1.618	842.6
1.000	837.0
0.618	833.5
HIGH	827.9
0.618	824.4
0.500	823.4
0.382	822.3
LOW	818.8
0.618	813.2
1.000	809.7
1.618	804.1
2.618	795.0
4.250	780.1

Fisher Pivots for day following 07-Feb-2007
Pivot	1 day	3 day
R1	826.5	825.7
PP	824.9	823.4
S1	823.4	821.1

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

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