CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 09-Nov-2007

Day Change Summary
	Previous	Current
	08-Nov-2007	09-Nov-2007	Change	Change %	Previous Week
Open	781.5	786.1	4.6	0.6%	803.5
High	791.8	788.7	-3.1	-0.4%	812.6
Low	768.0	770.7	2.7	0.4%	768.0
Close	786.5	777.9	-8.6	-1.1%	777.9
Range	23.8	18.0	-5.8	-24.4%	44.6
ATR	18.4	18.4	0.0	-0.2%	0.0
Volume	271	218	-53	-19.6%	1,243

Daily Pivots for day following 09-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	833.1	823.5	787.8
R3	815.1	805.5	782.9
R2	797.1	797.1	781.2
R1	787.5	787.5	779.6	783.3
PP	779.1	779.1	779.1	777.0
S1	769.5	769.5	776.3	765.3
S2	761.1	761.1	774.6
S3	743.1	751.5	773.0
S4	725.1	733.5	768.0

Weekly Pivots for week ending 09-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	920.0	893.5	802.4
R3	875.4	848.9	790.2
R2	830.8	830.8	786.1
R1	804.3	804.3	782.0	795.3
PP	786.2	786.2	786.2	781.6
S1	759.7	759.7	773.8	750.7
S2	741.6	741.6	769.7
S3	697.0	715.1	765.6
S4	652.4	670.5	753.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	812.6	768.0	44.6	5.7%	21.1	2.7%	22%	False	False	248
10	838.5	768.0	70.5	9.1%	19.8	2.5%	14%	False	False	180
20	853.8	768.0	85.8	11.0%	19.2	2.5%	12%	False	False	144

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	4.6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	865.2
2.618	835.8
1.618	817.8
1.000	806.7
0.618	799.8
HIGH	788.7
0.618	781.8
0.500	779.7
0.382	777.6
LOW	770.7
0.618	759.6
1.000	752.7
1.618	741.6
2.618	723.6
4.250	694.2

Fisher Pivots for day following 09-Nov-2007
Pivot	1 day	3 day
R1	779.7	790.3
PP	779.1	786.2
S1	778.5	782.0

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

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