CME eMini Russell 2000 Future March 2008

Trading Metrics calculated at close of trading on 14-Dec-2007

Day Change Summary
	Previous	Current
	13-Dec-2007	14-Dec-2007	Change	Change %	Previous Week
Open	774.6	771.0	-3.6	-0.5%	790.3
High	777.7	775.0	-2.7	-0.3%	803.4
Low	762.5	755.8	-6.7	-0.9%	755.8
Close	770.8	756.1	-14.7	-1.9%	756.1
Range	15.2	19.2	4.0	26.3%	47.6
ATR	18.8	18.8	0.0	0.2%	0.0
Volume	47,844	290,638	242,794	507.5%	386,622

Daily Pivots for day following 14-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	819.9	807.2	766.7
R3	800.7	788.0	761.4
R2	781.5	781.5	759.6
R1	768.8	768.8	757.9	765.6
PP	762.3	762.3	762.3	760.7
S1	749.6	749.6	754.3	746.4
S2	743.1	743.1	752.6
S3	723.9	730.4	750.8
S4	704.7	711.2	745.5

Weekly Pivots for week ending 14-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	914.6	882.9	782.3
R3	867.0	835.3	769.2
R2	819.4	819.4	764.8
R1	787.7	787.7	760.5	779.8
PP	771.8	771.8	771.8	767.8
S1	740.1	740.1	751.7	732.2
S2	724.2	724.2	747.4
S3	676.6	692.5	743.0
S4	629.0	644.9	729.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	803.4	755.8	47.6	6.3%	22.0	2.9%	1%	False	True	77,324
10	803.4	752.7	50.7	6.7%	18.6	2.5%	7%	False	False	40,107
20	803.4	735.0	68.4	9.0%	17.8	2.4%	31%	False	False	20,264
40	838.5	735.0	103.5	13.7%	18.8	2.5%	20%	False	False	10,220

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	856.6
2.618	825.3
1.618	806.1
1.000	794.2
0.618	786.9
HIGH	775.0
0.618	767.7
0.500	765.4
0.382	763.1
LOW	755.8
0.618	743.9
1.000	736.6
1.618	724.7
2.618	705.5
4.250	674.2

Fisher Pivots for day following 14-Dec-2007
Pivot	1 day	3 day
R1	765.4	775.1
PP	762.3	768.8
S1	759.2	762.4

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

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