CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 27-Apr-2007

Day Change Summary
	Previous	Current
	26-Apr-2007	27-Apr-2007	Change	Change %	Previous Week
Open	843.9	842.9	-1.0	-0.1%	840.3
High	847.3	845.4	-1.9	-0.2%	847.3
Low	838.0	838.0	0.0	0.0%	831.7
Close	846.4	842.7	-3.7	-0.4%	842.7
Range	9.3	7.4	-1.9	-20.4%	15.6
ATR	8.9	8.8	0.0	-0.4%	0.0
Volume	126	94	-32	-25.4%	560

Daily Pivots for day following 27-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	864.2	860.9	846.8
R3	856.8	853.5	844.7
R2	849.4	849.4	844.1
R1	846.1	846.1	843.4	844.1
PP	842.0	842.0	842.0	841.0
S1	838.7	838.7	842.0	836.7
S2	834.6	834.6	841.3
S3	827.2	831.3	840.7
S4	819.8	823.9	838.6

Weekly Pivots for week ending 27-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	887.4	880.6	851.3
R3	871.8	865.0	847.0
R2	856.2	856.2	845.6
R1	849.4	849.4	844.1	852.8
PP	840.6	840.6	840.6	842.3
S1	833.8	833.8	841.3	837.2
S2	825.0	825.0	839.8
S3	809.4	818.2	838.4
S4	793.8	802.6	834.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	847.3	831.7	15.6	1.9%	8.5	1.0%	71%	False	False	112
10	847.3	826.1	21.2	2.5%	8.6	1.0%	78%	False	False	111
20	847.3	810.7	36.6	4.3%	7.6	0.9%	87%	False	False	91

Crabel Price Patterns
NR	True
NR4	True
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	1.9
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	876.9
2.618	864.8
1.618	857.4
1.000	852.8
0.618	850.0
HIGH	845.4
0.618	842.6
0.500	841.7
0.382	840.8
LOW	838.0
0.618	833.4
1.000	830.6
1.618	826.0
2.618	818.6
4.250	806.6

Fisher Pivots for day following 27-Apr-2007
Pivot	1 day	3 day
R1	842.4	842.6
PP	842.0	842.5
S1	841.7	842.4

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

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