CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 10-Jun-2008

Day Change Summary
	Previous	Current
	09-Jun-2008	10-Jun-2008	Change	Change %	Previous Week
Open	739.4	736.4	-3.0	-0.4%	746.1
High	744.1	737.7	-6.4	-0.9%	766.2
Low	728.4	726.9	-1.5	-0.2%	731.1
Close	736.1	730.2	-5.9	-0.8%	739.7
Range	15.7	10.8	-4.9	-31.2%	35.1
ATR	14.8	14.5	-0.3	-1.9%	0.0
Volume	2,471	4,631	2,160	87.4%	7,236

Daily Pivots for day following 10-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	764.0	757.9	736.1
R3	753.2	747.1	733.2
R2	742.4	742.4	732.2
R1	736.3	736.3	731.2	734.0
PP	731.6	731.6	731.6	730.4
S1	725.5	725.5	729.2	723.2
S2	720.8	720.8	728.2
S3	710.0	714.7	727.2
S4	699.2	703.9	724.3

Weekly Pivots for week ending 06-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	851.0	830.4	759.0
R3	815.9	795.3	749.4
R2	780.8	780.8	746.1
R1	760.2	760.2	742.9	753.0
PP	745.7	745.7	745.7	742.0
S1	725.1	725.1	736.5	717.9
S2	710.6	710.6	733.3
S3	675.5	690.0	730.0
S4	640.4	654.9	720.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	766.2	726.9	39.3	5.4%	18.2	2.5%	8%	False	True	2,470
10	766.2	726.9	39.3	5.4%	15.2	2.1%	8%	False	True	1,530
20	766.2	718.3	47.9	6.6%	14.1	1.9%	25%	False	False	851
40	766.2	694.4	71.8	9.8%	13.5	1.8%	50%	False	False	592

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	2.8
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	783.6
2.618	766.0
1.618	755.2
1.000	748.5
0.618	744.4
HIGH	737.7
0.618	733.6
0.500	732.3
0.382	731.0
LOW	726.9
0.618	720.2
1.000	716.1
1.618	709.4
2.618	698.6
4.250	681.0

Fisher Pivots for day following 10-Jun-2008
Pivot	1 day	3 day
R1	732.3	746.6
PP	731.6	741.1
S1	730.9	735.7

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

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