CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 29-Nov-2007

Day Change Summary
	Previous	Current
	28-Nov-2007	29-Nov-2007	Change	Change %	Previous Week
Open	746.4	775.6	29.2	3.9%	765.6
High	776.2	777.5	1.3	0.2%	773.4
Low	743.6	766.4	22.8	3.1%	741.0
Close	775.0	769.0	-6.0	-0.8%	758.0
Range	32.6	11.1	-21.5	-66.0%	32.4
ATR	19.0	18.4	-0.6	-3.0%	0.0
Volume	379	904	525	138.5%	1,891

Daily Pivots for day following 29-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	804.3	797.7	775.1
R3	793.2	786.6	772.1
R2	782.1	782.1	771.0
R1	775.5	775.5	770.0	773.3
PP	771.0	771.0	771.0	769.8
S1	764.4	764.4	768.0	762.2
S2	759.9	759.9	767.0
S3	748.8	753.3	765.9
S4	737.7	742.2	762.9

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	777.5	735.0	42.5	5.5%	18.7	2.4%	80%	True	False	542
10	784.2	735.0	49.2	6.4%	17.2	2.2%	69%	False	False	428
20	813.7	735.0	78.7	10.2%	19.0	2.5%	43%	False	False	321
40	863.7	735.0	128.7	16.7%	18.0	2.3%	26%	False	False	210

Crabel Price Patterns
NR	True
NR4	True
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	4.3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	824.7
2.618	806.6
1.618	795.5
1.000	788.6
0.618	784.4
HIGH	777.5
0.618	773.3
0.500	772.0
0.382	770.6
LOW	766.4
0.618	759.5
1.000	755.3
1.618	748.4
2.618	737.3
4.250	719.2

Fisher Pivots for day following 29-Nov-2007
Pivot	1 day	3 day
R1	772.0	764.8
PP	771.0	760.5
S1	770.0	756.3

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

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