CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 30-Apr-2007

Day Change Summary
	Previous	Current
	27-Apr-2007	30-Apr-2007	Change	Change %	Previous Week
Open	842.9	843.2	0.3	0.0%	840.3
High	845.4	844.4	-1.0	-0.1%	847.3
Low	838.0	824.4	-13.6	-1.6%	831.7
Close	842.7	826.7	-16.0	-1.9%	842.7
Range	7.4	20.0	12.6	170.3%	15.6
ATR	8.8	9.6	0.8	9.1%	0.0
Volume	94	245	151	160.6%	560

Daily Pivots for day following 30-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	891.8	879.3	837.7
R3	871.8	859.3	832.2
R2	851.8	851.8	830.4
R1	839.3	839.3	828.5	835.6
PP	831.8	831.8	831.8	830.0
S1	819.3	819.3	824.9	815.6
S2	811.8	811.8	823.0
S3	791.8	799.3	821.2
S4	771.8	779.3	815.7

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	824.4	22.9	2.8%	11.3	1.4%	10%	False	True	123
10	847.3	824.4	22.9	2.8%	9.5	1.1%	10%	False	True	129
20	847.3	814.9	32.4	3.9%	8.3	1.0%	36%	False	False	98

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.0
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	929.4
2.618	896.8
1.618	876.8
1.000	864.4
0.618	856.8
HIGH	844.4
0.618	836.8
0.500	834.4
0.382	832.0
LOW	824.4
0.618	812.0
1.000	804.4
1.618	792.0
2.618	772.0
4.250	739.4

Fisher Pivots for day following 30-Apr-2007
Pivot	1 day	3 day
R1	834.4	835.9
PP	831.8	832.8
S1	829.3	829.8

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

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