CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 01-May-2007

Day Change Summary
	Previous	Current
	30-Apr-2007	01-May-2007	Change	Change %	Previous Week
Open	843.2	825.7	-17.5	-2.1%	840.3
High	844.4	828.4	-16.0	-1.9%	847.3
Low	824.4	818.2	-6.2	-0.8%	831.7
Close	826.7	828.0	1.3	0.2%	842.7
Range	20.0	10.2	-9.8	-49.0%	15.6
ATR	9.6	9.7	0.0	0.4%	0.0
Volume	245	185	-60	-24.5%	560

Daily Pivots for day following 01-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	855.5	851.9	833.6
R3	845.3	841.7	830.8
R2	835.1	835.1	829.9
R1	831.5	831.5	828.9	833.3
PP	824.9	824.9	824.9	825.8
S1	821.3	821.3	827.1	823.1
S2	814.7	814.7	826.1
S3	804.5	811.1	825.2
S4	794.3	800.9	822.4

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	818.2	29.1	3.5%	11.3	1.4%	34%	False	True	147
10	847.3	818.2	29.1	3.5%	9.7	1.2%	34%	False	True	119
20	847.3	814.9	32.4	3.9%	8.5	1.0%	40%	False	False	103

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	871.8
2.618	855.1
1.618	844.9
1.000	838.6
0.618	834.7
HIGH	828.4
0.618	824.5
0.500	823.3
0.382	822.1
LOW	818.2
0.618	811.9
1.000	808.0
1.618	801.7
2.618	791.5
4.250	774.9

Fisher Pivots for day following 01-May-2007
Pivot	1 day	3 day
R1	826.4	831.8
PP	824.9	830.5
S1	823.3	829.3

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

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