CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 04-Jun-2007

Day Change Summary
	Previous	Current
	01-Jun-2007	04-Jun-2007	Change	Change %	Previous Week
Open	856.1	861.7	5.6	0.7%	838.9
High	865.8	863.8	-2.0	-0.2%	865.8
Low	854.8	857.4	2.6	0.3%	838.4
Close	861.8	862.7	0.9	0.1%	861.8
Range	11.0	6.4	-4.6	-41.8%	27.4
ATR	10.9	10.5	-0.3	-2.9%	0.0
Volume	1,007	1,982	975	96.8%	3,956

Daily Pivots for day following 04-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	880.5	878.0	866.2
R3	874.1	871.6	864.5
R2	867.7	867.7	863.9
R1	865.2	865.2	863.3	866.5
PP	861.3	861.3	861.3	861.9
S1	858.8	858.8	862.1	860.1
S2	854.9	854.9	861.5
S3	848.5	852.4	860.9
S4	842.1	846.0	859.2

Weekly Pivots for week ending 01-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	937.5	927.1	876.9
R3	910.1	899.7	869.3
R2	882.7	882.7	866.8
R1	872.3	872.3	864.3	877.5
PP	855.3	855.3	855.3	858.0
S1	844.9	844.9	859.3	850.1
S2	827.9	827.9	856.8
S3	800.5	817.5	854.3
S4	773.1	790.1	846.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	865.8	838.4	27.4	3.2%	9.4	1.1%	89%	False	False	1,187
10	865.8	829.7	36.1	4.2%	11.1	1.3%	91%	False	False	931
20	865.8	819.5	46.3	5.4%	11.0	1.3%	93%	False	False	1,322
40	865.8	814.9	50.9	5.9%	10.2	1.2%	94%	False	False	744

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	2.3
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	891.0
2.618	880.6
1.618	874.2
1.000	870.2
0.618	867.8
HIGH	863.8
0.618	861.4
0.500	860.6
0.382	859.8
LOW	857.4
0.618	853.4
1.000	851.0
1.618	847.0
2.618	840.6
4.250	830.2

Fisher Pivots for day following 04-Jun-2007
Pivot	1 day	3 day
R1	862.0	861.4
PP	861.3	860.2
S1	860.6	858.9

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

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