CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 08-Feb-2007

Day Change Summary
	Previous	Current
	07-Feb-2007	08-Feb-2007	Change	Change %	Previous Week
Open	821.4	826.1	4.7	0.6%	796.4
High	827.9	827.4	-0.5	-0.1%	821.3
Low	818.8	821.8	3.0	0.4%	795.1
Close	828.0	826.5	-1.5	-0.2%	819.8
Range	9.1	5.6	-3.5	-38.5%	26.2
ATR	9.5	9.3	-0.2	-2.5%	0.0
Volume	512	265	-247	-48.2%	1,063

Daily Pivots for day following 08-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	842.0	839.9	829.6
R3	836.4	834.3	828.0
R2	830.8	830.8	827.5
R1	828.7	828.7	827.0	829.8
PP	825.2	825.2	825.2	825.8
S1	823.1	823.1	826.0	824.2
S2	819.6	819.6	825.5
S3	814.0	817.5	825.0
S4	808.4	811.9	823.4

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	827.9	814.2	13.7	1.7%	6.3	0.8%	90%	False	False	235
10	827.9	788.3	39.6	4.8%	8.1	1.0%	96%	False	False	215
20	827.9	785.9	42.0	5.1%	9.7	1.2%	97%	False	False	185

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.8
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	851.2
2.618	842.1
1.618	836.5
1.000	833.0
0.618	830.9
HIGH	827.4
0.618	825.3
0.500	824.6
0.382	823.9
LOW	821.8
0.618	818.3
1.000	816.2
1.618	812.7
2.618	807.1
4.250	798.0

Fisher Pivots for day following 08-Feb-2007
Pivot	1 day	3 day
R1	825.9	824.7
PP	825.2	822.9
S1	824.6	821.1

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

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