CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 02-Feb-2007

Day Change Summary
	Previous	Current
	01-Feb-2007	02-Feb-2007	Change	Change %	Previous Week
Open	810.0	817.7	7.7	1.0%	796.4
High	818.9	821.3	2.4	0.3%	821.3
Low	810.0	817.0	7.0	0.9%	795.1
Close	818.4	819.8	1.4	0.2%	819.8
Range	8.9	4.3	-4.6	-51.7%	26.2
ATR	10.5	10.1	-0.4	-4.2%	0.0
Volume	145	165	20	13.8%	1,063

Daily Pivots for day following 02-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	832.3	830.3	822.2
R3	828.0	826.0	821.0
R2	823.7	823.7	820.6
R1	821.7	821.7	820.2	822.7
PP	819.4	819.4	819.4	819.9
S1	817.4	817.4	819.4	818.4
S2	815.1	815.1	819.0
S3	810.8	813.1	818.6
S4	806.5	808.8	817.4

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	821.3	795.1	26.2	3.2%	8.6	1.0%	94%	True	False	212
10	821.3	786.3	35.0	4.3%	10.3	1.3%	96%	True	False	171
20	821.3	780.3	41.0	5.0%	10.6	1.3%	96%	True	False	205

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.2
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	839.6
2.618	832.6
1.618	828.3
1.000	825.6
0.618	824.0
HIGH	821.3
0.618	819.7
0.500	819.2
0.382	818.6
LOW	817.0
0.618	814.3
1.000	812.7
1.618	810.0
2.618	805.7
4.250	798.7

Fisher Pivots for day following 02-Feb-2007
Pivot	1 day	3 day
R1	819.6	817.3
PP	819.4	814.7
S1	819.2	812.2

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

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