CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 02-Nov-2006

Day Change Summary
	Previous	Current
	01-Nov-2006	02-Nov-2006	Change	Change %	Previous Week
Open	779.3	761.8	-17.5	-2.2%	777.8
High	780.5	763.0	-17.5	-2.2%	786.8
Low	760.4	755.5	-4.9	-0.6%	766.8
Close	760.3	758.7	-1.6	-0.2%	776.5
Range	20.1	7.5	-12.6	-62.7%	20.0
ATR	11.2	11.0	-0.3	-2.4%	0.0
Volume	143	51	-92	-64.3%	749

Daily Pivots for day following 02-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	781.6	777.6	762.8
R3	774.1	770.1	760.8
R2	766.6	766.6	760.1
R1	762.6	762.6	759.4	760.9
PP	759.1	759.1	759.1	758.2
S1	755.1	755.1	758.0	753.4
S2	751.6	751.6	757.3
S3	744.1	747.6	756.6
S4	736.6	740.1	754.6

Weekly Pivots for week ending 27-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	836.7	826.6	787.5
R3	816.7	806.6	782.0
R2	796.7	796.7	780.2
R1	786.6	786.6	778.3	781.7
PP	776.7	776.7	776.7	774.2
S1	766.6	766.6	774.7	761.7
S2	756.7	756.7	772.8
S3	736.7	746.6	771.0
S4	716.7	726.6	765.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	786.1	755.5	30.6	4.0%	12.2	1.6%	10%	False	True	116
10	786.8	755.5	31.3	4.1%	11.1	1.5%	10%	False	True	115
20	786.8	745.8	41.0	5.4%	10.6	1.4%	31%	False	False	118

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	2.0
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	794.9
2.618	782.6
1.618	775.1
1.000	770.5
0.618	767.6
HIGH	763.0
0.618	760.1
0.500	759.3
0.382	758.4
LOW	755.5
0.618	750.9
1.000	748.0
1.618	743.4
2.618	735.9
4.250	723.6

Fisher Pivots for day following 02-Nov-2006
Pivot	1 day	3 day
R1	759.3	769.3
PP	759.1	765.8
S1	758.9	762.2

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

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