CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 11-Dec-2007

Day Change Summary
	Previous	Current
	10-Dec-2007	11-Dec-2007	Change	Change %	Previous Week
Open	790.3	798.5	8.2	1.0%	774.1
High	799.2	803.4	4.2	0.5%	795.0
Low	785.9	768.7	-17.2	-2.2%	752.7
Close	798.4	769.5	-28.9	-3.6%	790.7
Range	13.3	34.7	21.4	160.9%	42.3
ATR	17.2	18.4	1.3	7.3%	0.0
Volume	11,547	12,495	948	8.2%	14,454

Daily Pivots for day following 11-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	884.6	861.8	788.6
R3	849.9	827.1	779.0
R2	815.2	815.2	775.9
R1	792.4	792.4	772.7	786.5
PP	780.5	780.5	780.5	777.6
S1	757.7	757.7	766.3	751.8
S2	745.8	745.8	763.1
S3	711.1	723.0	760.0
S4	676.4	688.3	750.4

Weekly Pivots for week ending 07-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	906.4	890.8	814.0
R3	864.1	848.5	802.3
R2	821.8	821.8	798.5
R1	806.2	806.2	794.6	814.0
PP	779.5	779.5	779.5	783.4
S1	763.9	763.9	786.8	771.7
S2	737.2	737.2	782.9
S3	694.9	721.6	779.1
S4	652.6	679.3	767.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	803.4	756.8	46.6	6.1%	19.8	2.6%	27%	True	False	7,327
10	803.4	743.6	59.8	7.8%	18.6	2.4%	43%	True	False	4,011
20	803.4	735.0	68.4	8.9%	17.3	2.3%	50%	True	False	2,170
40	843.3	735.0	108.3	14.1%	18.8	2.4%	32%	False	False	1,160

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.0
Widest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	950.9
2.618	894.2
1.618	859.5
1.000	838.1
0.618	824.8
HIGH	803.4
0.618	790.1
0.500	786.1
0.382	782.0
LOW	768.7
0.618	747.3
1.000	734.0
1.618	712.6
2.618	677.9
4.250	621.2

Fisher Pivots for day following 11-Dec-2007
Pivot	1 day	3 day
R1	786.1	786.1
PP	780.5	780.5
S1	775.0	775.0

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

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