CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 27-Nov-2007

Day Change Summary
	Previous	Current
	26-Nov-2007	27-Nov-2007	Change	Change %	Previous Week
Open	760.0	745.8	-14.2	-1.9%	765.6
High	767.1	750.8	-16.3	-2.1%	773.4
Low	736.9	735.0	-1.9	-0.3%	741.0
Close	737.1	747.0	9.9	1.3%	758.0
Range	30.2	15.8	-14.4	-47.7%	32.4
ATR	18.1	18.0	-0.2	-0.9%	0.0
Volume	200	507	307	153.5%	1,891

Daily Pivots for day following 27-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	791.7	785.1	755.7
R3	775.9	769.3	751.3
R2	760.1	760.1	749.9
R1	753.5	753.5	748.4	756.8
PP	744.3	744.3	744.3	745.9
S1	737.7	737.7	745.6	741.0
S2	728.5	728.5	744.1
S3	712.7	721.9	742.7
S4	696.9	706.1	738.3

Weekly Pivots for week ending 23-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	854.7	838.7	775.8
R3	822.3	806.3	766.9
R2	789.9	789.9	763.9
R1	773.9	773.9	761.0	765.7
PP	757.5	757.5	757.5	753.4
S1	741.5	741.5	755.0	733.3
S2	725.1	725.1	752.1
S3	692.7	709.1	749.1
S4	660.3	676.7	740.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	767.1	735.0	32.1	4.3%	13.2	1.8%	37%	False	True	427
10	800.5	735.0	65.5	8.8%	16.1	2.2%	18%	False	True	330
20	838.5	735.0	103.5	13.9%	19.4	2.6%	12%	False	True	263
40	863.7	735.0	128.7	17.2%	17.3	2.3%	9%	False	True	180

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	4.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	818.0
2.618	792.2
1.618	776.4
1.000	766.6
0.618	760.6
HIGH	750.8
0.618	744.8
0.500	742.9
0.382	741.0
LOW	735.0
0.618	725.2
1.000	719.2
1.618	709.4
2.618	693.6
4.250	667.9

Fisher Pivots for day following 27-Nov-2007
Pivot	1 day	3 day
R1	745.6	751.1
PP	744.3	749.7
S1	742.9	748.4

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

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