CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 09-Mar-2007

Day Change Summary
	Previous	Current
	08-Mar-2007	09-Mar-2007	Change	Change %	Previous Week
Open	781.5	790.7	9.2	1.2%	778.9
High	794.3	796.3	2.0	0.3%	796.3
Low	779.2	786.5	7.3	0.9%	762.4
Close	790.5	794.2	3.7	0.5%	794.2
Range	15.1	9.8	-5.3	-35.1%	33.9
ATR	13.8	13.5	-0.3	-2.1%	0.0
Volume	31,891	245,765	213,874	670.6%	323,083

Daily Pivots for day following 09-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	821.7	817.8	799.6
R3	811.9	808.0	796.9
R2	802.1	802.1	796.0
R1	798.2	798.2	795.1	800.2
PP	792.3	792.3	792.3	793.3
S1	788.4	788.4	793.3	790.4
S2	782.5	782.5	792.4
S3	772.7	778.6	791.5
S4	762.9	768.8	788.8

Weekly Pivots for week ending 09-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	886.0	874.0	812.8
R3	852.1	840.1	803.5
R2	818.2	818.2	800.4
R1	806.2	806.2	797.3	812.2
PP	784.3	784.3	784.3	787.3
S1	772.3	772.3	791.1	778.3
S2	750.4	750.4	788.0
S3	716.5	738.4	784.9
S4	682.6	704.5	775.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	796.3	762.4	33.9	4.3%	16.4	2.1%	94%	True	False	64,616
10	838.4	762.4	76.0	9.6%	18.7	2.4%	42%	False	False	33,197
20	838.9	762.4	76.5	9.6%	13.0	1.6%	42%	False	False	16,895
40	838.9	762.4	76.5	9.6%	11.4	1.4%	42%	False	False	8,552

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	3.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	838.0
2.618	822.0
1.618	812.2
1.000	806.1
0.618	802.4
HIGH	796.3
0.618	792.6
0.500	791.4
0.382	790.2
LOW	786.5
0.618	780.4
1.000	776.7
1.618	770.6
2.618	760.8
4.250	744.9

Fisher Pivots for day following 09-Mar-2007
Pivot	1 day	3 day
R1	793.3	792.1
PP	792.3	789.9
S1	791.4	787.8

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

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