CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 20-Feb-2007

Day Change Summary
	Previous	Current
	19-Feb-2007	20-Feb-2007	Change	Change %	Previous Week
Open	826.8	826.8	0.0	0.0%	818.2
High	826.8	836.6	9.8	1.2%	828.2
Low	826.8	820.6	-6.2	-0.7%	811.8
Close	826.8	834.4	7.6	0.9%	826.9
Range	0.0	16.0	16.0		16.4
ATR	8.3	8.8	0.6	6.6%	0.0
Volume	565	401	-164	-29.0%	2,902

Daily Pivots for day following 20-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	878.5	872.5	843.2
R3	862.5	856.5	838.8
R2	846.5	846.5	837.3
R1	840.5	840.5	835.9	843.5
PP	830.5	830.5	830.5	832.1
S1	824.5	824.5	832.9	827.5
S2	814.5	814.5	831.5
S3	798.5	808.5	830.0
S4	782.5	792.5	825.6

Weekly Pivots for week ending 16-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	871.5	865.6	835.9
R3	855.1	849.2	831.4
R2	838.7	838.7	829.9
R1	832.8	832.8	828.4	835.8
PP	822.3	822.3	822.3	823.8
S1	816.4	816.4	825.4	819.4
S2	805.9	805.9	823.9
S3	789.5	800.0	822.4
S4	773.1	783.6	817.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	836.6	818.9	17.7	2.1%	7.7	0.9%	88%	True	False	498
10	836.6	811.8	24.8	3.0%	8.1	1.0%	91%	True	False	527
20	836.6	788.3	48.3	5.8%	8.6	1.0%	95%	True	False	348
40	836.6	780.3	56.3	6.7%	9.6	1.2%	96%	True	False	246

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.8
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	904.6
2.618	878.5
1.618	862.5
1.000	852.6
0.618	846.5
HIGH	836.6
0.618	830.5
0.500	828.6
0.382	826.7
LOW	820.6
0.618	810.7
1.000	804.6
1.618	794.7
2.618	778.7
4.250	752.6

Fisher Pivots for day following 20-Feb-2007
Pivot	1 day	3 day
R1	832.5	832.2
PP	830.5	830.0
S1	828.6	827.8

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

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