CME eMini Russell 2000 Future June 2007

Trading Metrics calculated at close of trading on 13-Mar-2007

Day Change Summary
	Previous	Current
	12-Mar-2007	13-Mar-2007	Change	Change %	Previous Week
Open	794.2	796.2	2.0	0.3%	778.9
High	797.4	796.4	-1.0	-0.1%	796.3
Low	789.8	774.1	-15.7	-2.0%	762.4
Close	796.2	776.3	-19.9	-2.5%	794.2
Range	7.6	22.3	14.7	193.4%	33.9
ATR	13.1	13.8	0.7	5.0%	0.0
Volume	235,983	217,006	-18,977	-8.0%	323,083

Daily Pivots for day following 13-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	849.2	835.0	788.6
R3	826.9	812.7	782.4
R2	804.6	804.6	780.4
R1	790.4	790.4	778.3	786.4
PP	782.3	782.3	782.3	780.2
S1	768.1	768.1	774.3	764.1
S2	760.0	760.0	772.2
S3	737.7	745.8	770.2
S4	715.4	723.5	764.0

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	797.4	774.1	23.3	3.0%	12.6	1.6%	9%	False	True	150,249
10	805.5	762.4	43.1	5.6%	16.9	2.2%	32%	False	False	78,223
20	838.9	762.4	76.5	9.9%	13.8	1.8%	18%	False	False	39,476
40	838.9	762.4	76.5	9.9%	11.6	1.5%	18%	False	False	19,868

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	891.2
2.618	854.8
1.618	832.5
1.000	818.7
0.618	810.2
HIGH	796.4
0.618	787.9
0.500	785.3
0.382	782.6
LOW	774.1
0.618	760.3
1.000	751.8
1.618	738.0
2.618	715.7
4.250	679.3

Fisher Pivots for day following 13-Mar-2007
Pivot	1 day	3 day
R1	785.3	785.8
PP	782.3	782.6
S1	779.3	779.5

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

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