CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 18-Apr-2007

Day Change Summary
	Previous	Current
	17-Apr-2007	18-Apr-2007	Change	Change %	Previous Week
Open	840.8	836.6	-4.2	-0.5%	824.4
High	845.4	840.3	-5.1	-0.6%	832.2
Low	838.1	834.9	-3.2	-0.4%	814.9
Close	840.8	835.5	-5.3	-0.6%	831.5
Range	7.3	5.4	-1.9	-26.0%	17.3
ATR	8.9	8.7	-0.2	-2.4%	0.0
Volume	278	69	-209	-75.2%	347

Daily Pivots for day following 18-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	853.1	849.7	838.5
R3	847.7	844.3	837.0
R2	842.3	842.3	836.5
R1	838.9	838.9	836.0	837.9
PP	836.9	836.9	836.9	836.4
S1	833.5	833.5	835.0	832.5
S2	831.5	831.5	834.5
S3	826.1	828.1	834.0
S4	820.7	822.7	832.5

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	3.7%	9.2	1.1%	68%	False	False	99
10	845.4	814.9	30.5	3.7%	7.2	0.9%	68%	False	False	87
20	845.4	804.2	41.2	4.9%	7.5	0.9%	76%	False	False	96

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 7 trading days

Fibonacci Retracements and Extensions
4.250	863.3
2.618	854.4
1.618	849.0
1.000	845.7
0.618	843.6
HIGH	840.3
0.618	838.2
0.500	837.6
0.382	837.0
LOW	834.9
0.618	831.6
1.000	829.5
1.618	826.2
2.618	820.8
4.250	812.0

Fisher Pivots for day following 18-Apr-2007
Pivot	1 day	3 day
R1	837.6	838.9
PP	836.9	837.8
S1	836.2	836.6

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

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