CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 21-May-2007

Day Change Summary
	Previous	Current
	18-May-2007	21-May-2007	Change	Change %	Previous Week
Open	821.8	831.6	9.8	1.2%	838.1
High	835.2	847.0	11.8	1.4%	841.7
Low	821.8	831.2	9.4	1.1%	819.5
Close	832.4	842.7	10.3	1.2%	832.4
Range	13.4	15.8	2.4	17.9%	22.2
ATR	10.4	10.8	0.4	3.7%	0.0
Volume	387	371	-16	-4.1%	16,271

Daily Pivots for day following 21-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	887.7	881.0	851.4
R3	871.9	865.2	847.0
R2	856.1	856.1	845.6
R1	849.4	849.4	844.1	852.8
PP	840.3	840.3	840.3	842.0
S1	833.6	833.6	841.3	837.0
S2	824.5	824.5	839.8
S3	808.7	817.8	838.4
S4	792.9	802.0	834.0

Weekly Pivots for week ending 18-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	897.8	887.3	844.6
R3	875.6	865.1	838.5
R2	853.4	853.4	836.5
R1	842.9	842.9	834.4	837.1
PP	831.2	831.2	831.2	828.3
S1	820.7	820.7	830.4	814.9
S2	809.0	809.0	828.3
S3	786.8	798.5	826.3
S4	764.6	776.3	820.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	847.0	819.5	27.5	3.3%	12.4	1.5%	84%	True	False	3,240
10	848.4	819.5	28.9	3.4%	12.0	1.4%	80%	False	False	1,738
20	848.4	818.2	30.2	3.6%	10.9	1.3%	81%	False	False	986
40	848.4	804.2	44.2	5.2%	9.3	1.1%	87%	False	False	539

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.2
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	914.2
2.618	888.4
1.618	872.6
1.000	862.8
0.618	856.8
HIGH	847.0
0.618	841.0
0.500	839.1
0.382	837.2
LOW	831.2
0.618	821.4
1.000	815.4
1.618	805.6
2.618	789.8
4.250	764.1

Fisher Pivots for day following 21-May-2007
Pivot	1 day	3 day
R1	841.5	839.9
PP	840.3	837.1
S1	839.1	834.4

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

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