CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 07-Mar-2007

Day Change Summary
	Previous	Current
	06-Mar-2007	07-Mar-2007	Change	Change %	Previous Week
Open	764.9	784.8	19.9	2.6%	835.3
High	789.6	788.6	-1.0	-0.1%	838.4
Low	762.4	780.3	17.9	2.3%	780.3
Close	785.0	781.9	-3.1	-0.4%	780.8
Range	27.2	8.3	-18.9	-69.5%	58.1
ATR	14.1	13.7	-0.4	-3.0%	0.0
Volume	20,914	20,600	-314	-1.5%	8,895

Daily Pivots for day following 07-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	808.5	803.5	786.5
R3	800.2	795.2	784.2
R2	791.9	791.9	783.4
R1	786.9	786.9	782.7	785.3
PP	783.6	783.6	783.6	782.8
S1	778.6	778.6	781.1	777.0
S2	775.3	775.3	780.4
S3	767.0	770.3	779.6
S4	758.7	762.0	777.3

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	804.2	762.4	41.8	5.3%	19.9	2.6%	47%	False	False	9,891
10	838.9	762.4	76.5	9.8%	17.7	2.3%	25%	False	False	5,596
20	838.9	762.4	76.5	9.8%	12.7	1.6%	25%	False	False	3,057
40	838.9	762.4	76.5	9.8%	11.3	1.4%	25%	False	False	1,624

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.9
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	823.9
2.618	810.3
1.618	802.0
1.000	796.9
0.618	793.7
HIGH	788.6
0.618	785.4
0.500	784.5
0.382	783.5
LOW	780.3
0.618	775.2
1.000	772.0
1.618	766.9
2.618	758.6
4.250	745.0

Fisher Pivots for day following 07-Mar-2007
Pivot	1 day	3 day
R1	784.5	779.9
PP	783.6	778.0
S1	782.8	776.0

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

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