CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 23-Feb-2007

Day Change Summary
	Previous	Current
	22-Feb-2007	23-Feb-2007	Change	Change %	Previous Week
Open	835.3	838.2	2.9	0.3%	826.8
High	838.9	838.2	-0.7	-0.1%	838.9
Low	831.0	831.3	0.3	0.0%	820.6
Close	838.3	834.5	-3.8	-0.5%	834.5
Range	7.9	6.9	-1.0	-12.7%	18.3
ATR	8.6	8.5	-0.1	-1.3%	0.0
Volume	675	967	292	43.3%	3,030

Daily Pivots for day following 23-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	855.4	851.8	838.3
R3	848.5	844.9	836.4
R2	841.6	841.6	835.8
R1	838.0	838.0	835.1	836.4
PP	834.7	834.7	834.7	833.8
S1	831.1	831.1	833.9	829.5
S2	827.8	827.8	833.2
S3	820.9	824.2	832.6
S4	814.0	817.3	830.7

Weekly Pivots for week ending 23-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	886.2	878.7	844.6
R3	867.9	860.4	839.5
R2	849.6	849.6	837.9
R1	842.1	842.1	836.2	845.9
PP	831.3	831.3	831.3	833.2
S1	823.8	823.8	832.8	827.6
S2	813.0	813.0	831.1
S3	794.7	805.5	829.5
S4	776.4	787.2	824.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	838.9	820.6	18.3	2.2%	7.4	0.9%	76%	False	False	606
10	838.9	811.8	27.1	3.2%	7.3	0.9%	84%	False	False	593
20	838.9	795.1	43.8	5.2%	7.9	0.9%	90%	False	False	431
40	838.9	780.3	58.6	7.0%	9.6	1.1%	92%	False	False	296

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	867.5
2.618	856.3
1.618	849.4
1.000	845.1
0.618	842.5
HIGH	838.2
0.618	835.6
0.500	834.8
0.382	833.9
LOW	831.3
0.618	827.0
1.000	824.4
1.618	820.1
2.618	813.2
4.250	802.0

Fisher Pivots for day following 23-Feb-2007
Pivot	1 day	3 day
R1	834.8	834.5
PP	834.7	834.5
S1	834.6	834.5

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

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