CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 20-Apr-2007

Day Change Summary
	Previous	Current
	19-Apr-2007	20-Apr-2007	Change	Change %	Previous Week
Open	831.6	832.0	0.4	0.0%	832.4
High	836.0	841.6	5.6	0.7%	845.4
Low	826.1	832.0	5.9	0.7%	826.1
Close	831.3	841.3	10.0	1.2%	841.3
Range	9.9	9.6	-0.3	-3.0%	19.3
ATR	8.8	8.9	0.1	1.3%	0.0
Volume	11	128	117	1,063.6%	552

Daily Pivots for day following 20-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	867.1	863.8	846.6
R3	857.5	854.2	843.9
R2	847.9	847.9	843.1
R1	844.6	844.6	842.2	846.3
PP	838.3	838.3	838.3	839.1
S1	835.0	835.0	840.4	836.7
S2	828.7	828.7	839.5
S3	819.1	825.4	838.7
S4	809.5	815.8	836.0

Weekly Pivots for week ending 20-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	895.5	887.7	851.9
R3	876.2	868.4	846.6
R2	856.9	856.9	844.8
R1	849.1	849.1	843.1	853.0
PP	837.6	837.6	837.6	839.6
S1	829.8	829.8	839.5	833.7
S2	818.3	818.3	837.8
S3	799.0	810.5	836.0
S4	779.7	791.2	830.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	845.4	826.1	19.3	2.3%	8.8	1.0%	79%	False	False	110
10	845.4	814.9	30.5	3.6%	8.8	1.0%	87%	False	False	89
20	845.4	804.2	41.2	4.9%	7.9	0.9%	90%	False	False	86

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	2.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	882.4
2.618	866.7
1.618	857.1
1.000	851.2
0.618	847.5
HIGH	841.6
0.618	837.9
0.500	836.8
0.382	835.7
LOW	832.0
0.618	826.1
1.000	822.4
1.618	816.5
2.618	806.9
4.250	791.2

Fisher Pivots for day following 20-Apr-2007
Pivot	1 day	3 day
R1	839.8	838.8
PP	838.3	836.3
S1	836.8	833.9

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

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