CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 28-Feb-2007

Day Change Summary
	Previous	Current
	27-Feb-2007	28-Feb-2007	Change	Change %	Previous Week
Open	829.5	793.5	-36.0	-4.3%	826.8
High	829.5	805.5	-24.0	-2.9%	838.9
Low	793.8	791.0	-2.8	-0.4%	820.6
Close	794.4	801.7	7.3	0.9%	834.5
Range	35.7	14.5	-21.2	-59.4%	18.3
ATR	10.8	11.1	0.3	2.4%	0.0
Volume	2,089	2,138	49	2.3%	3,030

Daily Pivots for day following 28-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	842.9	836.8	809.7
R3	828.4	822.3	805.7
R2	813.9	813.9	804.4
R1	807.8	807.8	803.0	810.9
PP	799.4	799.4	799.4	800.9
S1	793.3	793.3	800.4	796.4
S2	784.9	784.9	799.0
S3	770.4	778.8	797.7
S4	755.9	764.3	793.7

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	791.0	47.9	6.0%	15.4	1.9%	22%	False	True	1,301
10	838.9	791.0	47.9	6.0%	11.4	1.4%	22%	False	True	890
20	838.9	791.0	47.9	6.0%	9.5	1.2%	22%	False	True	637
40	838.9	780.3	58.6	7.3%	10.5	1.3%	37%	False	False	415

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	True
Bull Hook	False
Stretch	2.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	867.1
2.618	843.5
1.618	829.0
1.000	820.0
0.618	814.5
HIGH	805.5
0.618	800.0
0.500	798.3
0.382	796.5
LOW	791.0
0.618	782.0
1.000	776.5
1.618	767.5
2.618	753.0
4.250	729.4

Fisher Pivots for day following 28-Feb-2007
Pivot	1 day	3 day
R1	800.6	814.7
PP	799.4	810.4
S1	798.3	806.0

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

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