CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 23-Oct-2007

Day Change Summary
	Previous	Current
	22-Oct-2007	23-Oct-2007	Change	Change %	Previous Week
Open	797.1	823.9	26.8	3.4%	851.9
High	821.4	827.3	5.9	0.7%	853.8
Low	791.9	814.2	22.3	2.8%	804.3
Close	819.8	825.5	5.7	0.7%	803.2
Range	29.5	13.1	-16.4	-55.6%	49.5
ATR	14.8	14.6	-0.1	-0.8%	0.0
Volume	212	114	-98	-46.2%	375

Daily Pivots for day following 23-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	861.6	856.7	832.7
R3	848.5	843.6	829.1
R2	835.4	835.4	827.9
R1	830.5	830.5	826.7	833.0
PP	822.3	822.3	822.3	823.6
S1	817.4	817.4	824.3	819.9
S2	809.2	809.2	823.1
S3	796.1	804.3	821.9
S4	783.0	791.2	818.3

Weekly Pivots for week ending 19-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	968.9	935.6	830.4
R3	919.4	886.1	816.8
R2	869.9	869.9	812.3
R1	836.6	836.6	807.7	828.5
PP	820.4	820.4	820.4	816.4
S1	787.1	787.1	798.7	779.0
S2	770.9	770.9	794.1
S3	721.4	737.6	789.6
S4	671.9	688.1	776.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	843.3	791.9	51.4	6.2%	20.2	2.4%	65%	False	False	96
10	863.7	791.9	71.8	8.7%	17.4	2.1%	47%	False	False	106
20	863.7	791.9	71.8	8.7%	14.1	1.7%	47%	False	False	95

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	2.5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	883.0
2.618	861.6
1.618	848.5
1.000	840.4
0.618	835.4
HIGH	827.3
0.618	822.3
0.500	820.8
0.382	819.2
LOW	814.2
0.618	806.1
1.000	801.1
1.618	793.0
2.618	779.9
4.250	758.5

Fisher Pivots for day following 23-Oct-2007
Pivot	1 day	3 day
R1	823.9	821.4
PP	822.3	817.2
S1	820.8	813.1

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

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