CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 17-May-2007

Day Change Summary
	Previous	Current
	16-May-2007	17-May-2007	Change	Change %	Previous Week
Open	824.0	828.0	4.0	0.5%	844.8
High	829.8	829.2	-0.6	-0.1%	848.4
Low	819.5	821.7	2.2	0.3%	828.0
Close	829.1	822.5	-6.6	-0.8%	839.4
Range	10.3	7.5	-2.8	-27.2%	20.4
ATR	10.4	10.2	-0.2	-2.0%	0.0
Volume	4,795	522	-4,273	-89.1%	865

Daily Pivots for day following 17-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	847.0	842.2	826.6
R3	839.5	834.7	824.6
R2	832.0	832.0	823.9
R1	827.2	827.2	823.2	825.9
PP	824.5	824.5	824.5	823.8
S1	819.7	819.7	821.8	818.4
S2	817.0	817.0	821.1
S3	809.5	812.2	820.4
S4	802.0	804.7	818.4

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%	10.9	1.3%	14%	False	False	3,278
10	848.4	819.5	28.9	3.5%	10.2	1.2%	10%	False	False	1,698
20	848.4	818.2	30.2	3.7%	10.2	1.2%	14%	False	False	964
40	848.4	804.2	44.2	5.4%	8.9	1.1%	41%	False	False	523

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.5
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	861.1
2.618	848.8
1.618	841.3
1.000	836.7
0.618	833.8
HIGH	829.2
0.618	826.3
0.500	825.5
0.382	824.6
LOW	821.7
0.618	817.1
1.000	814.2
1.618	809.6
2.618	802.1
4.250	789.8

Fisher Pivots for day following 17-May-2007
Pivot	1 day	3 day
R1	825.5	828.8
PP	824.5	826.7
S1	823.5	824.6

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

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