CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 17-Jan-2007

Day Change Summary
	Previous	Current
	16-Jan-2007	17-Jan-2007	Change	Change %	Previous Week
Open	809.0	801.0	-8.0	-1.0%	784.9
High	814.0	805.6	-8.4	-1.0%	808.0
Low	800.8	799.3	-1.5	-0.2%	780.3
Close	801.9	799.3	-2.6	-0.3%	808.7
Range	13.2	6.3	-6.9	-52.3%	27.7
ATR	10.3	10.1	-0.3	-2.8%	0.0
Volume	45	168	123	273.3%	1,374

Daily Pivots for day following 17-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	820.3	816.1	802.8
R3	814.0	809.8	801.0
R2	807.7	807.7	800.5
R1	803.5	803.5	799.9	802.5
PP	801.4	801.4	801.4	800.9
S1	797.2	797.2	798.7	796.2
S2	795.1	795.1	798.1
S3	788.8	790.9	797.6
S4	782.5	784.6	795.8

Weekly Pivots for week ending 12-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	882.1	873.1	823.9
R3	854.4	845.4	816.3
R2	826.7	826.7	813.8
R1	817.7	817.7	811.2	822.2
PP	799.0	799.0	799.0	801.3
S1	790.0	790.0	806.2	794.5
S2	771.3	771.3	803.6
S3	743.6	762.3	801.1
S4	715.9	734.6	793.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	814.0	783.9	30.1	3.8%	9.9	1.2%	51%	False	False	209
10	814.0	780.3	33.7	4.2%	11.8	1.5%	56%	False	False	213
20	814.0	780.3	33.7	4.2%	9.9	1.2%	56%	False	False	124

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	3.3
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	832.4
2.618	822.1
1.618	815.8
1.000	811.9
0.618	809.5
HIGH	805.6
0.618	803.2
0.500	802.5
0.382	801.7
LOW	799.3
0.618	795.4
1.000	793.0
1.618	789.1
2.618	782.8
4.250	772.5

Fisher Pivots for day following 17-Jan-2007
Pivot	1 day	3 day
R1	802.5	806.6
PP	801.4	804.2
S1	800.4	801.7

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

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