CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 22-Nov-2007

Day Change Summary
	Previous	Current
	21-Nov-2007	22-Nov-2007	Change	Change %	Previous Week
Open	751.2	745.0	-6.2	-0.8%	778.6
High	755.3	747.0	-8.3	-1.1%	800.5
Low	741.1	745.0	3.9	0.5%	764.9
Close	742.0	747.0	5.0	0.7%	770.7
Range	14.2	2.0	-12.2	-85.9%	35.6
ATR	19.3	18.2	-1.0	-5.3%	0.0
Volume	352	352	0	0.0%	1,021

Daily Pivots for day following 22-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	752.3	751.7	748.1
R3	750.3	749.7	747.6
R2	748.3	748.3	747.4
R1	747.7	747.7	747.2	748.0
PP	746.3	746.3	746.3	746.5
S1	745.7	745.7	746.8	746.0
S2	744.3	744.3	746.6
S3	742.3	743.7	746.5
S4	740.3	741.7	745.9

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	784.2	741.0	43.2	5.8%	15.7	2.1%	14%	False	False	314
10	800.5	741.0	59.5	8.0%	17.9	2.4%	10%	False	False	240
20	838.5	741.0	97.5	13.1%	18.7	2.5%	6%	False	False	201
40	863.7	741.0	122.7	16.4%	17.0	2.3%	5%	False	False	151

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.9
Narrowest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	755.5
2.618	752.2
1.618	750.2
1.000	749.0
0.618	748.2
HIGH	747.0
0.618	746.2
0.500	746.0
0.382	745.8
LOW	745.0
0.618	743.8
1.000	743.0
1.618	741.8
2.618	739.8
4.250	736.5

Fisher Pivots for day following 22-Nov-2007
Pivot	1 day	3 day
R1	746.7	751.9
PP	746.3	750.2
S1	746.0	748.6

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

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