CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 06-Mar-2007

Day Change Summary
	Previous	Current
	05-Mar-2007	06-Mar-2007	Change	Change %	Previous Week
Open	778.9	764.9	-14.0	-1.8%	835.3
High	785.4	789.6	4.2	0.5%	838.4
Low	764.0	762.4	-1.6	-0.2%	780.3
Close	764.8	785.0	20.2	2.6%	780.8
Range	21.4	27.2	5.8	27.1%	58.1
ATR	13.1	14.1	1.0	7.6%	0.0
Volume	3,913	20,914	17,001	434.5%	8,895

Daily Pivots for day following 06-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	860.6	850.0	800.0
R3	833.4	822.8	792.5
R2	806.2	806.2	790.0
R1	795.6	795.6	787.5	800.9
PP	779.0	779.0	779.0	781.7
S1	768.4	768.4	782.5	773.7
S2	751.8	751.8	780.0
S3	724.6	741.2	777.5
S4	697.4	714.0	770.0

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	805.5	762.4	43.1	5.5%	21.2	2.7%	52%	False	True	6,198
10	838.9	762.4	76.5	9.7%	17.4	2.2%	30%	False	True	3,578
20	838.9	762.4	76.5	9.7%	12.8	1.6%	30%	False	True	2,053
40	838.9	762.4	76.5	9.7%	11.4	1.4%	30%	False	True	1,120

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.8
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	905.2
2.618	860.8
1.618	833.6
1.000	816.8
0.618	806.4
HIGH	789.6
0.618	779.2
0.500	776.0
0.382	772.8
LOW	762.4
0.618	745.6
1.000	735.2
1.618	718.4
2.618	691.2
4.250	646.8

Fisher Pivots for day following 06-Mar-2007
Pivot	1 day	3 day
R1	782.0	783.6
PP	779.0	782.2
S1	776.0	780.9

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

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