CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 02-Mar-2007

Day Change Summary
	Previous	Current
	01-Mar-2007	02-Mar-2007	Change	Change %	Previous Week
Open	798.0	798.4	0.4	0.1%	835.3
High	804.2	799.3	-4.9	-0.6%	838.4
Low	780.4	780.3	-0.1	0.0%	780.3
Close	797.4	780.8	-16.6	-2.1%	780.8
Range	23.8	19.0	-4.8	-20.2%	58.1
ATR	12.0	12.5	0.5	4.2%	0.0
Volume	1,637	2,391	754	46.1%	8,895

Daily Pivots for day following 02-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	843.8	831.3	791.3
R3	824.8	812.3	786.0
R2	805.8	805.8	784.3
R1	793.3	793.3	782.5	790.1
PP	786.8	786.8	786.8	785.2
S1	774.3	774.3	779.1	771.1
S2	767.8	767.8	777.3
S3	748.8	755.3	775.6
S4	729.8	736.3	770.4

Weekly Pivots for week ending 02-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	974.1	935.6	812.8
R3	916.0	877.5	796.8
R2	857.9	857.9	791.5
R1	819.4	819.4	786.1	809.6
PP	799.8	799.8	799.8	795.0
S1	761.3	761.3	775.5	751.5
S2	741.7	741.7	770.1
S3	683.6	703.2	764.8
S4	625.5	645.1	748.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	838.4	780.3	58.1	7.4%	21.0	2.7%	1%	False	True	1,779
10	838.9	780.3	58.6	7.5%	14.2	1.8%	1%	False	True	1,192
20	838.9	780.3	58.6	7.5%	11.0	1.4%	1%	False	True	823
40	838.9	780.3	58.6	7.5%	10.8	1.4%	1%	False	True	514

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	2.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	880.1
2.618	849.0
1.618	830.0
1.000	818.3
0.618	811.0
HIGH	799.3
0.618	792.0
0.500	789.8
0.382	787.6
LOW	780.3
0.618	768.6
1.000	761.3
1.618	749.6
2.618	730.6
4.250	699.6

Fisher Pivots for day following 02-Mar-2007
Pivot	1 day	3 day
R1	789.8	792.9
PP	786.8	788.9
S1	783.8	784.8

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

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