CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 29-May-2007

Day Change Summary
	Previous	Current
	25-May-2007	29-May-2007	Change	Change %	Previous Week
Open	833.9	838.9	5.0	0.6%	831.6
High	841.0	847.4	6.4	0.8%	855.6
Low	833.9	838.9	5.0	0.6%	829.7
Close	839.4	847.0	7.6	0.9%	839.4
Range	7.1	8.5	1.4	19.7%	25.9
ATR	11.1	10.9	-0.2	-1.7%	0.0
Volume	816	312	-504	-61.8%	3,372

Daily Pivots for day following 29-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	869.9	867.0	851.7
R3	861.4	858.5	849.3
R2	852.9	852.9	848.6
R1	850.0	850.0	847.8	851.5
PP	844.4	844.4	844.4	845.2
S1	841.5	841.5	846.2	843.0
S2	835.9	835.9	845.4
S3	827.4	833.0	844.7
S4	818.9	824.5	842.3

Weekly Pivots for week ending 25-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	919.3	905.2	853.6
R3	893.4	879.3	846.5
R2	867.5	867.5	844.1
R1	853.4	853.4	841.8	860.5
PP	841.6	841.6	841.6	845.1
S1	827.5	827.5	837.0	834.6
S2	815.7	815.7	834.7
S3	789.8	801.6	832.3
S4	763.9	775.7	825.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	855.6	829.7	25.9	3.1%	11.4	1.3%	67%	False	False	662
10	855.6	819.5	36.1	4.3%	11.9	1.4%	76%	False	False	1,951
20	855.6	818.2	37.4	4.4%	11.0	1.3%	77%	False	False	1,121
40	855.6	814.9	40.7	4.8%	9.6	1.1%	79%	False	False	610

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	883.5
2.618	869.7
1.618	861.2
1.000	855.9
0.618	852.7
HIGH	847.4
0.618	844.2
0.500	843.2
0.382	842.1
LOW	838.9
0.618	833.6
1.000	830.4
1.618	825.1
2.618	816.6
4.250	802.8

Fisher Pivots for day following 29-May-2007
Pivot	1 day	3 day
R1	845.7	844.6
PP	844.4	842.1
S1	843.2	839.7

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

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