CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 26-Oct-2007

Day Change Summary
	Previous	Current
	25-Oct-2007	26-Oct-2007	Change	Change %	Previous Week
Open	822.8	818.5	-4.3	-0.5%	797.1
High	825.4	831.6	6.2	0.8%	831.6
Low	807.0	815.9	8.9	1.1%	791.9
Close	818.3	831.2	12.9	1.6%	831.2
Range	18.4	15.7	-2.7	-14.7%	39.7
ATR	15.4	15.5	0.0	0.1%	0.0
Volume	281	41	-240	-85.4%	713

Daily Pivots for day following 26-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	873.3	868.0	839.8
R3	857.6	852.3	835.5
R2	841.9	841.9	834.1
R1	836.6	836.6	832.6	839.3
PP	826.2	826.2	826.2	827.6
S1	820.9	820.9	829.8	823.6
S2	810.5	810.5	828.3
S3	794.8	805.2	826.9
S4	779.1	789.5	822.6

Weekly Pivots for week ending 26-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	937.3	924.0	853.0
R3	897.6	884.3	842.1
R2	857.9	857.9	838.5
R1	844.6	844.6	834.8	851.3
PP	818.2	818.2	818.2	821.6
S1	804.9	804.9	827.6	811.6
S2	778.5	778.5	823.9
S3	738.8	765.2	820.3
S4	699.1	725.5	809.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	831.6	791.9	39.7	4.8%	19.3	2.3%	99%	True	False	142
10	853.8	791.9	61.9	7.4%	18.7	2.2%	63%	False	False	108
20	863.7	791.9	71.8	8.6%	15.5	1.9%	55%	False	False	99

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	2.7
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	898.3
2.618	872.7
1.618	857.0
1.000	847.3
0.618	841.3
HIGH	831.6
0.618	825.6
0.500	823.8
0.382	821.9
LOW	815.9
0.618	806.2
1.000	800.2
1.618	790.5
2.618	774.8
4.250	749.2

Fisher Pivots for day following 26-Oct-2007
Pivot	1 day	3 day
R1	828.7	826.6
PP	826.2	821.9
S1	823.8	817.3

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

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