CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 17-Apr-2007

Day Change Summary
	Previous	Current
	16-Apr-2007	17-Apr-2007	Change	Change %	Previous Week
Open	832.4	840.8	8.4	1.0%	824.4
High	844.2	845.4	1.2	0.1%	832.2
Low	832.4	838.1	5.7	0.7%	814.9
Close	842.5	840.8	-1.7	-0.2%	831.5
Range	11.8	7.3	-4.5	-38.1%	17.3
ATR	9.0	8.9	-0.1	-1.4%	0.0
Volume	66	278	212	321.2%	347

Daily Pivots for day following 17-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	863.3	859.4	844.8
R3	856.0	852.1	842.8
R2	848.7	848.7	842.1
R1	844.8	844.8	841.5	844.5
PP	841.4	841.4	841.4	841.3
S1	837.5	837.5	840.1	837.2
S2	834.1	834.1	839.5
S3	826.8	830.2	838.8
S4	819.5	822.9	836.8

Weekly Pivots for week ending 13-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	878.1	872.1	841.0
R3	860.8	854.8	836.3
R2	843.5	843.5	834.7
R1	837.5	837.5	833.1	840.5
PP	826.2	826.2	826.2	827.7
S1	820.2	820.2	829.9	823.2
S2	808.9	808.9	828.3
S3	791.6	802.9	826.7
S4	774.3	785.6	822.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	845.4	814.9	30.5	3.6%	10.3	1.2%	85%	True	False	119
10	845.4	814.9	30.5	3.6%	7.2	0.9%	85%	True	False	87
20	845.4	804.2	41.2	4.9%	8.0	1.0%	89%	True	False	106

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	1.7
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	876.4
2.618	864.5
1.618	857.2
1.000	852.7
0.618	849.9
HIGH	845.4
0.618	842.6
0.500	841.8
0.382	840.9
LOW	838.1
0.618	833.6
1.000	830.8
1.618	826.3
2.618	819.0
4.250	807.1

Fisher Pivots for day following 17-Apr-2007
Pivot	1 day	3 day
R1	841.8	838.7
PP	841.4	836.6
S1	841.1	834.5

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

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