CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 08-Nov-2007

Day Change Summary
	Previous	Current
	07-Nov-2007	08-Nov-2007	Change	Change %	Previous Week
Open	807.4	781.5	-25.9	-3.2%	830.5
High	812.6	791.8	-20.8	-2.6%	838.5
Low	781.0	768.0	-13.0	-1.7%	793.8
Close	784.9	786.5	1.6	0.2%	805.3
Range	31.6	23.8	-7.8	-24.7%	44.7
ATR	18.0	18.4	0.4	2.3%	0.0
Volume	278	271	-7	-2.5%	561

Daily Pivots for day following 08-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	853.5	843.8	799.6
R3	829.7	820.0	793.0
R2	805.9	805.9	790.9
R1	796.2	796.2	788.7	801.1
PP	782.1	782.1	782.1	784.5
S1	772.4	772.4	784.3	777.3
S2	758.3	758.3	782.1
S3	734.5	748.6	780.0
S4	710.7	724.8	773.4

Weekly Pivots for week ending 02-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	946.6	920.7	829.9
R3	901.9	876.0	817.6
R2	857.2	857.2	813.5
R1	831.3	831.3	809.4	821.9
PP	812.5	812.5	812.5	807.9
S1	786.6	786.6	801.2	777.2
S2	767.8	767.8	797.1
S3	723.1	741.9	793.0
S4	678.4	697.2	780.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	813.7	768.0	45.7	5.8%	21.5	2.7%	40%	False	True	262
10	838.5	768.0	70.5	9.0%	19.6	2.5%	26%	False	True	162
20	855.2	768.0	87.2	11.1%	18.9	2.4%	21%	False	True	136

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	4.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	893.0
2.618	854.1
1.618	830.3
1.000	815.6
0.618	806.5
HIGH	791.8
0.618	782.7
0.500	779.9
0.382	777.1
LOW	768.0
0.618	753.3
1.000	744.2
1.618	729.5
2.618	705.7
4.250	666.9

Fisher Pivots for day following 08-Nov-2007
Pivot	1 day	3 day
R1	784.3	790.3
PP	782.1	789.0
S1	779.9	787.8

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

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