CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 11-May-2007

Day Change Summary
	Previous	Current
	10-May-2007	11-May-2007	Change	Change %	Previous Week
Open	841.4	830.2	-11.2	-1.3%	844.8
High	841.4	840.0	-1.4	-0.2%	848.4
Low	828.0	829.9	1.9	0.2%	828.0
Close	831.7	839.4	7.7	0.9%	839.4
Range	13.4	10.1	-3.3	-24.6%	20.4
ATR	9.9	9.9	0.0	0.2%	0.0
Volume	92	506	414	450.0%	865

Daily Pivots for day following 11-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	866.7	863.2	845.0
R3	856.6	853.1	842.2
R2	846.5	846.5	841.3
R1	843.0	843.0	840.3	844.8
PP	836.4	836.4	836.4	837.3
S1	832.9	832.9	838.5	834.7
S2	826.3	826.3	837.5
S3	816.2	822.8	836.6
S4	806.1	812.7	833.8

Weekly Pivots for week ending 11-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	899.8	890.0	850.6
R3	879.4	869.6	845.0
R2	859.0	859.0	843.1
R1	849.2	849.2	841.3	843.9
PP	838.6	838.6	838.6	836.0
S1	828.8	828.8	837.5	823.5
S2	818.2	818.2	835.7
S3	797.8	808.4	833.8
S4	777.4	788.0	828.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	848.4	828.0	20.4	2.4%	10.2	1.2%	56%	False	False	173
10	848.4	818.2	30.2	3.6%	10.8	1.3%	70%	False	False	272
20	848.4	818.2	30.2	3.6%	9.7	1.2%	70%	False	False	191

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.9
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	882.9
2.618	866.4
1.618	856.3
1.000	850.1
0.618	846.2
HIGH	840.0
0.618	836.1
0.500	835.0
0.382	833.8
LOW	829.9
0.618	823.7
1.000	819.8
1.618	813.6
2.618	803.5
4.250	787.0

Fisher Pivots for day following 11-May-2007
Pivot	1 day	3 day
R1	837.9	839.0
PP	836.4	838.6
S1	835.0	838.2

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

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