CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 16-May-2007

Day Change Summary
	Previous	Current
	15-May-2007	16-May-2007	Change	Change %	Previous Week
Open	830.2	824.0	-6.2	-0.7%	844.8
High	838.1	829.8	-8.3	-1.0%	848.4
Low	822.9	819.5	-3.4	-0.4%	828.0
Close	824.8	829.1	4.3	0.5%	839.4
Range	15.2	10.3	-4.9	-32.2%	20.4
ATR	10.4	10.4	0.0	0.0%	0.0
Volume	10,125	4,795	-5,330	-52.6%	865

Daily Pivots for day following 16-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	857.0	853.4	834.8
R3	846.7	843.1	831.9
R2	836.4	836.4	831.0
R1	832.8	832.8	830.0	834.6
PP	826.1	826.1	826.1	827.1
S1	822.5	822.5	828.2	824.3
S2	815.8	815.8	827.2
S3	805.5	812.2	826.3
S4	795.2	801.9	823.4

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	841.7	819.5	22.2	2.7%	12.1	1.5%	43%	False	True	3,192
10	848.4	819.5	28.9	3.5%	10.0	1.2%	33%	False	True	1,683
20	848.4	818.2	30.2	3.6%	10.4	1.2%	36%	False	False	939
40	848.4	804.2	44.2	5.3%	8.9	1.1%	56%	False	False	517

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	2.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	873.6
2.618	856.8
1.618	846.5
1.000	840.1
0.618	836.2
HIGH	829.8
0.618	825.9
0.500	824.7
0.382	823.4
LOW	819.5
0.618	813.1
1.000	809.2
1.618	802.8
2.618	792.5
4.250	775.7

Fisher Pivots for day following 16-May-2007
Pivot	1 day	3 day
R1	827.6	830.6
PP	826.1	830.1
S1	824.7	829.6

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

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