CME eMini Russell 2000 Future June 2007

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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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