CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 13-Feb-2007

Day Change Summary
	Previous	Current
	12-Feb-2007	13-Feb-2007	Change	Change %	Previous Week
Open	818.2	816.7	-1.5	-0.2%	818.8
High	819.1	822.7	3.6	0.4%	827.9
Low	811.8	816.4	4.6	0.6%	812.5
Close	816.4	822.5	6.1	0.7%	818.6
Range	7.3	6.3	-1.0	-13.7%	15.4
ATR	9.5	9.3	-0.2	-2.4%	0.0
Volume	958	416	-542	-56.6%	1,643

Daily Pivots for day following 13-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	839.4	837.3	826.0
R3	833.1	831.0	824.2
R2	826.8	826.8	823.7
R1	824.7	824.7	823.1	825.8
PP	820.5	820.5	820.5	821.1
S1	818.4	818.4	821.9	819.5
S2	814.2	814.2	821.3
S3	807.9	812.1	820.8
S4	801.6	805.8	819.0

Weekly Pivots for week ending 09-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	865.9	857.6	827.1
R3	850.5	842.2	822.8
R2	835.1	835.1	821.4
R1	826.8	826.8	820.0	823.3
PP	819.7	819.7	819.7	817.9
S1	811.4	811.4	817.2	807.9
S2	804.3	804.3	815.8
S3	788.9	796.0	814.4
S4	773.5	780.6	810.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	827.9	811.8	16.1	2.0%	8.6	1.0%	66%	False	False	556
10	827.9	803.0	24.9	3.0%	8.0	1.0%	78%	False	False	360
20	827.9	785.9	42.0	5.1%	9.4	1.1%	87%	False	False	261

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	1.2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	849.5
2.618	839.2
1.618	832.9
1.000	829.0
0.618	826.6
HIGH	822.7
0.618	820.3
0.500	819.6
0.382	818.8
LOW	816.4
0.618	812.5
1.000	810.1
1.618	806.2
2.618	799.9
4.250	789.6

Fisher Pivots for day following 13-Feb-2007
Pivot	1 day	3 day
R1	821.5	821.5
PP	820.5	820.5
S1	819.6	819.5

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

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