CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 05-Apr-2007

Day Change Summary
	Previous	Current
	04-Apr-2007	05-Apr-2007	Change	Change %	Previous Week
Open	823.3	824.1	0.8	0.1%	824.0
High	825.1	826.8	1.7	0.2%	824.6
Low	820.3	822.7	2.4	0.3%	804.2
Close	823.6	823.8	0.2	0.0%	815.0
Range	4.8	4.1	-0.7	-14.6%	20.4
ATR	0.0	9.3	9.3		0.0
Volume	65	9	-56	-86.2%	448

Daily Pivots for day following 05-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	836.7	834.4	826.1
R3	832.6	830.3	824.9
R2	828.5	828.5	824.6
R1	826.2	826.2	824.2	825.3
PP	824.4	824.4	824.4	824.0
S1	822.1	822.1	823.4	821.2
S2	820.3	820.3	823.0
S3	816.2	818.0	822.7
S4	812.1	813.9	821.5

Weekly Pivots for week ending 30-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	875.8	865.8	826.2
R3	855.4	845.4	820.6
R2	835.0	835.0	818.7
R1	825.0	825.0	816.9	819.8
PP	814.6	814.6	814.6	812.0
S1	804.6	804.6	813.1	799.4
S2	794.2	794.2	811.3
S3	773.8	784.2	809.4
S4	753.4	763.8	803.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	826.8	806.5	20.3	2.5%	6.5	0.8%	85%	True	False	87
10	826.8	804.2	22.6	2.7%	7.4	0.9%	87%	True	False	74

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1.7
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	844.2
2.618	837.5
1.618	833.4
1.000	830.9
0.618	829.3
HIGH	826.8
0.618	825.2
0.500	824.8
0.382	824.3
LOW	822.7
0.618	820.2
1.000	818.6
1.618	816.1
2.618	812.0
4.250	805.3

Fisher Pivots for day following 05-Apr-2007
Pivot	1 day	3 day
R1	824.8	823.7
PP	824.4	823.5
S1	824.1	823.4

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

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