CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 31-May-2007

Day Change Summary
	Previous	Current
	30-May-2007	31-May-2007	Change	Change %	Previous Week
Open	845.4	852.3	6.9	0.8%	831.6
High	852.5	858.8	6.3	0.7%	855.6
Low	838.4	852.0	13.6	1.6%	829.7
Close	852.2	856.3	4.1	0.5%	839.4
Range	14.1	6.8	-7.3	-51.8%	25.9
ATR	11.2	10.9	-0.3	-2.8%	0.0
Volume	647	1,990	1,343	207.6%	3,372

Daily Pivots for day following 31-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	876.1	873.0	860.0
R3	869.3	866.2	858.2
R2	862.5	862.5	857.5
R1	859.4	859.4	856.9	861.0
PP	855.7	855.7	855.7	856.5
S1	852.6	852.6	855.7	854.2
S2	848.9	848.9	855.1
S3	842.1	845.8	854.4
S4	835.3	839.0	852.6

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	858.8	829.7	29.1	3.4%	11.3	1.3%	91%	True	False	849
10	858.8	821.7	37.1	4.3%	11.5	1.3%	93%	True	False	723
20	858.8	819.5	39.3	4.6%	10.7	1.3%	94%	True	False	1,203
40	858.8	814.9	43.9	5.1%	9.9	1.2%	94%	True	False	672

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 17 trading days

Fibonacci Retracements and Extensions
4.250	887.7
2.618	876.6
1.618	869.8
1.000	865.6
0.618	863.0
HIGH	858.8
0.618	856.2
0.500	855.4
0.382	854.6
LOW	852.0
0.618	847.8
1.000	845.2
1.618	841.0
2.618	834.2
4.250	823.1

Fisher Pivots for day following 31-May-2007
Pivot	1 day	3 day
R1	856.0	853.7
PP	855.7	851.2
S1	855.4	848.6

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

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