CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 13-Dec-2007

Day Change Summary
	Previous	Current
	12-Dec-2007	13-Dec-2007	Change	Change %	Previous Week
Open	770.6	774.6	4.0	0.5%	774.1
High	794.4	777.7	-16.7	-2.1%	795.0
Low	767.0	762.5	-4.5	-0.6%	752.7
Close	776.3	770.8	-5.5	-0.7%	790.7
Range	27.4	15.2	-12.2	-44.5%	42.3
ATR	19.1	18.8	-0.3	-1.4%	0.0
Volume	24,098	47,844	23,746	98.5%	14,454

Daily Pivots for day following 13-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	815.9	808.6	779.2
R3	800.7	793.4	775.0
R2	785.5	785.5	773.6
R1	778.2	778.2	772.2	774.3
PP	770.3	770.3	770.3	768.4
S1	763.0	763.0	769.4	759.1
S2	755.1	755.1	768.0
S3	739.9	747.8	766.6
S4	724.7	732.6	762.4

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	762.5	40.9	5.3%	20.0	2.6%	20%	False	True	21,167
10	803.4	752.7	50.7	6.6%	18.5	2.4%	36%	False	False	11,077
20	803.4	735.0	68.4	8.9%	17.8	2.3%	52%	False	False	5,752
40	838.5	735.0	103.5	13.4%	19.1	2.5%	35%	False	False	2,955

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	3.2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	842.3
2.618	817.5
1.618	802.3
1.000	792.9
0.618	787.1
HIGH	777.7
0.618	771.9
0.500	770.1
0.382	768.3
LOW	762.5
0.618	753.1
1.000	747.3
1.618	737.9
2.618	722.7
4.250	697.9

Fisher Pivots for day following 13-Dec-2007
Pivot	1 day	3 day
R1	770.6	783.0
PP	770.3	778.9
S1	770.1	774.9

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

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