CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 06-Dec-2007

Day Change Summary
	Previous	Current
	05-Dec-2007	06-Dec-2007	Change	Change %	Previous Week
Open	756.8	775.0	18.2	2.4%	760.0
High	772.4	791.2	18.8	2.4%	785.7
Low	756.8	765.2	8.4	1.1%	735.0
Close	771.0	789.4	18.4	2.4%	773.0
Range	15.6	26.0	10.4	66.7%	50.7
ATR	17.5	18.1	0.6	3.5%	0.0
Volume	498	2,242	1,744	350.2%	2,322

Daily Pivots for day following 06-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	859.9	850.7	803.7
R3	833.9	824.7	796.6
R2	807.9	807.9	794.2
R1	798.7	798.7	791.8	803.3
PP	781.9	781.9	781.9	784.3
S1	772.7	772.7	787.0	777.3
S2	755.9	755.9	784.6
S3	729.9	746.7	782.3
S4	703.9	720.7	775.1

Weekly Pivots for week ending 30-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	916.7	895.5	800.9
R3	866.0	844.8	786.9
R2	815.3	815.3	782.3
R1	794.1	794.1	777.6	804.7
PP	764.6	764.6	764.6	769.9
S1	743.4	743.4	768.4	754.0
S2	713.9	713.9	763.7
S3	663.2	692.7	759.1
S4	612.5	642.0	745.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	791.2	752.7	38.5	4.9%	17.0	2.2%	95%	True	False	986
10	791.2	735.0	56.2	7.1%	17.8	2.3%	97%	True	False	764
20	800.5	735.0	65.5	8.3%	17.9	2.3%	83%	False	False	502
40	855.2	735.0	120.2	15.2%	18.4	2.3%	45%	False	False	319

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.1
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	901.7
2.618	859.3
1.618	833.3
1.000	817.2
0.618	807.3
HIGH	791.2
0.618	781.3
0.500	778.2
0.382	775.1
LOW	765.2
0.618	749.1
1.000	739.2
1.618	723.1
2.618	697.1
4.250	654.7

Fisher Pivots for day following 06-Dec-2007
Pivot	1 day	3 day
R1	785.7	783.6
PP	781.9	777.8
S1	778.2	772.0

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

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