CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 21-Nov-2007

Day Change Summary
	Previous	Current
	20-Nov-2007	21-Nov-2007	Change	Change %	Previous Week
Open	757.9	751.2	-6.7	-0.9%	778.6
High	762.7	755.3	-7.4	-1.0%	800.5
Low	741.0	741.1	0.1	0.0%	764.9
Close	758.1	742.0	-16.1	-2.1%	770.7
Range	21.7	14.2	-7.5	-34.6%	35.6
ATR	19.4	19.3	-0.2	-0.9%	0.0
Volume	110	352	242	220.0%	1,021

Daily Pivots for day following 21-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	788.7	779.6	749.8
R3	774.5	765.4	745.9
R2	760.3	760.3	744.6
R1	751.2	751.2	743.3	748.7
PP	746.1	746.1	746.1	744.9
S1	737.0	737.0	740.7	734.5
S2	731.9	731.9	739.4
S3	717.7	722.8	738.1
S4	703.5	708.6	734.2

Weekly Pivots for week ending 16-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	885.5	863.7	790.3
R3	849.9	828.1	780.5
R2	814.3	814.3	777.2
R1	792.5	792.5	774.0	785.6
PP	778.7	778.7	778.7	775.3
S1	756.9	756.9	767.4	750.0
S2	743.1	743.1	764.2
S3	707.5	721.3	760.9
S4	671.9	685.7	751.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	787.5	741.0	46.5	6.3%	18.7	2.5%	2%	False	False	273
10	800.5	741.0	59.5	8.0%	20.1	2.7%	2%	False	False	232
20	838.5	741.0	97.5	13.1%	19.6	2.6%	1%	False	False	198
40	863.7	741.0	122.7	16.5%	17.1	2.3%	1%	False	False	145

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	5.9
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	815.7
2.618	792.5
1.618	778.3
1.000	769.5
0.618	764.1
HIGH	755.3
0.618	749.9
0.500	748.2
0.382	746.5
LOW	741.1
0.618	732.3
1.000	726.9
1.618	718.1
2.618	703.9
4.250	680.8

Fisher Pivots for day following 21-Nov-2007
Pivot	1 day	3 day
R1	748.2	757.2
PP	746.1	752.1
S1	744.1	747.1

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

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