CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 04-Dec-2007

Day Change Summary
	Previous	Current
	03-Dec-2007	04-Dec-2007	Change	Change %	Previous Week
Open	774.1	763.0	-11.1	-1.4%	760.0
High	776.4	764.0	-12.4	-1.6%	785.7
Low	762.4	752.7	-9.7	-1.3%	735.0
Close	763.9	756.9	-7.0	-0.9%	773.0
Range	14.0	11.3	-2.7	-19.3%	50.7
ATR	18.1	17.6	-0.5	-2.7%	0.0
Volume	763	1,096	333	43.6%	2,322

Daily Pivots for day following 04-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	791.8	785.6	763.1
R3	780.5	774.3	760.0
R2	769.2	769.2	759.0
R1	763.0	763.0	757.9	760.5
PP	757.9	757.9	757.9	756.6
S1	751.7	751.7	755.9	749.2
S2	746.6	746.6	754.8
S3	735.3	740.4	753.8
S4	724.0	729.1	750.7

Weekly Pivots for week ending 30-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	916.7	895.5	800.9
R3	866.0	844.8	786.9
R2	815.3	815.3	782.3
R1	794.1	794.1	777.6	804.7
PP	764.6	764.6	764.6	769.9
S1	743.4	743.4	768.4	754.0
S2	713.9	713.9	763.7
S3	663.2	692.7	759.1
S4	612.5	642.0	745.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	785.7	743.6	42.1	5.6%	17.4	2.3%	32%	False	False	694
10	785.7	735.0	50.7	6.7%	15.3	2.0%	43%	False	False	560
20	812.6	735.0	77.6	10.3%	18.6	2.5%	28%	False	False	393
40	863.7	735.0	128.7	17.0%	18.1	2.4%	17%	False	False	258

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	2.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	812.0
2.618	793.6
1.618	782.3
1.000	775.3
0.618	771.0
HIGH	764.0
0.618	759.7
0.500	758.4
0.382	757.0
LOW	752.7
0.618	745.7
1.000	741.4
1.618	734.4
2.618	723.1
4.250	704.7

Fisher Pivots for day following 04-Dec-2007
Pivot	1 day	3 day
R1	758.4	769.2
PP	757.9	765.1
S1	757.4	761.0

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

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