CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 03-May-2007

Day Change Summary
	Previous	Current
	02-May-2007	03-May-2007	Change	Change %	Previous Week
Open	829.9	838.7	8.8	1.1%	840.3
High	841.1	842.2	1.1	0.1%	847.3
Low	826.1	836.6	10.5	1.3%	831.7
Close	838.4	839.4	1.0	0.1%	842.7
Range	15.0	5.6	-9.4	-62.7%	15.6
ATR	10.0	9.7	-0.3	-3.2%	0.0
Volume	823	366	-457	-55.5%	560

Daily Pivots for day following 03-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	856.2	853.4	842.5
R3	850.6	847.8	840.9
R2	845.0	845.0	840.4
R1	842.2	842.2	839.9	843.6
PP	839.4	839.4	839.4	840.1
S1	836.6	836.6	838.9	838.0
S2	833.8	833.8	838.4
S3	828.2	831.0	837.9
S4	822.6	825.4	836.3

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	845.4	818.2	27.2	3.2%	11.6	1.4%	78%	False	False	342
10	847.3	818.2	29.1	3.5%	10.3	1.2%	73%	False	False	230
20	847.3	814.9	32.4	3.9%	9.0	1.1%	76%	False	False	159

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	2.0
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	866.0
2.618	856.9
1.618	851.3
1.000	847.8
0.618	845.7
HIGH	842.2
0.618	840.1
0.500	839.4
0.382	838.7
LOW	836.6
0.618	833.1
1.000	831.0
1.618	827.5
2.618	821.9
4.250	812.8

Fisher Pivots for day following 03-May-2007
Pivot	1 day	3 day
R1	839.4	836.3
PP	839.4	833.3
S1	839.4	830.2

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

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