CME eMini Russell 2000 Future March 2008

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

Day Change Summary
	Previous	Current
	26-Oct-2007	29-Oct-2007	Change	Change %	Previous Week
Open	818.5	830.5	12.0	1.5%	797.1
High	831.6	835.3	3.7	0.4%	831.6
Low	815.9	825.1	9.2	1.1%	791.9
Close	831.2	830.7	-0.5	-0.1%	831.2
Range	15.7	10.2	-5.5	-35.0%	39.7
ATR	15.5	15.1	-0.4	-2.4%	0.0
Volume	41	115	74	180.5%	713

Daily Pivots for day following 29-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	861.0	856.0	836.3
R3	850.8	845.8	833.5
R2	840.6	840.6	832.6
R1	835.6	835.6	831.6	838.1
PP	830.4	830.4	830.4	831.6
S1	825.4	825.4	829.8	827.9
S2	820.2	820.2	828.8
S3	810.0	815.2	827.9
S4	799.8	805.0	825.1

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	835.3	803.0	32.3	3.9%	15.5	1.9%	86%	True	False	123
10	845.3	791.9	53.4	6.4%	17.8	2.1%	73%	False	False	106
20	863.7	791.9	71.8	8.6%	14.9	1.8%	54%	False	False	102

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	3.0
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	878.7
2.618	862.0
1.618	851.8
1.000	845.5
0.618	841.6
HIGH	835.3
0.618	831.4
0.500	830.2
0.382	829.0
LOW	825.1
0.618	818.8
1.000	814.9
1.618	808.6
2.618	798.4
4.250	781.8

Fisher Pivots for day following 29-Oct-2007
Pivot	1 day	3 day
R1	830.5	827.5
PP	830.4	824.3
S1	830.2	821.2

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

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