CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 22-May-2007

Day Change Summary
	Previous	Current
	21-May-2007	22-May-2007	Change	Change %	Previous Week
Open	831.6	842.3	10.7	1.3%	838.1
High	847.0	851.2	4.2	0.5%	841.7
Low	831.2	841.0	9.8	1.2%	819.5
Close	842.7	848.0	5.3	0.6%	832.4
Range	15.8	10.2	-5.6	-35.4%	22.2
ATR	10.8	10.7	0.0	-0.4%	0.0
Volume	371	1,156	785	211.6%	16,271

Daily Pivots for day following 22-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	877.3	872.9	853.6
R3	867.1	862.7	850.8
R2	856.9	856.9	849.9
R1	852.5	852.5	848.9	854.7
PP	846.7	846.7	846.7	847.9
S1	842.3	842.3	847.1	844.5
S2	836.5	836.5	846.1
S3	826.3	832.1	845.2
S4	816.1	821.9	842.4

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	851.2	819.5	31.7	3.7%	11.4	1.3%	90%	True	False	1,446
10	851.2	819.5	31.7	3.7%	12.0	1.4%	90%	True	False	1,851
20	851.2	818.2	33.0	3.9%	10.9	1.3%	90%	True	False	1,041
40	851.2	804.2	47.0	5.5%	9.4	1.1%	93%	True	False	568

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	2.1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	894.6
2.618	877.9
1.618	867.7
1.000	861.4
0.618	857.5
HIGH	851.2
0.618	847.3
0.500	846.1
0.382	844.9
LOW	841.0
0.618	834.7
1.000	830.8
1.618	824.5
2.618	814.3
4.250	797.7

Fisher Pivots for day following 22-May-2007
Pivot	1 day	3 day
R1	847.4	844.2
PP	846.7	840.3
S1	846.1	836.5

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

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