CME eMini Russell 2000 Future March 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Dec-2007 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Dec-2007 | 
                    21-Dec-2007 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        762.3 | 
                        774.2 | 
                        11.9 | 
                        1.6% | 
                        756.4 | 
                     
                    
                        | High | 
                        775.5 | 
                        792.9 | 
                        17.4 | 
                        2.2% | 
                        792.9 | 
                     
                    
                        | Low | 
                        753.5 | 
                        773.8 | 
                        20.3 | 
                        2.7% | 
                        738.7 | 
                     
                    
                        | Close | 
                        774.9 | 
                        792.0 | 
                        17.1 | 
                        2.2% | 
                        792.0 | 
                     
                    
                        | Range | 
                        22.0 | 
                        19.1 | 
                        -2.9 | 
                        -13.2% | 
                        54.2 | 
                     
                    
                        | ATR | 
                        18.3 | 
                        18.4 | 
                        0.1 | 
                        0.3% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        289,041 | 
                        260,468 | 
                        -28,573 | 
                        -9.9% | 
                        1,507,123 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Dec-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                843.5 | 
                836.9 | 
                802.5 | 
                 | 
             
            
                | R3 | 
                824.4 | 
                817.8 | 
                797.3 | 
                 | 
             
            
                | R2 | 
                805.3 | 
                805.3 | 
                795.5 | 
                 | 
             
            
                | R1 | 
                798.7 | 
                798.7 | 
                793.8 | 
                802.0 | 
             
            
                | PP | 
                786.2 | 
                786.2 | 
                786.2 | 
                787.9 | 
             
            
                | S1 | 
                779.6 | 
                779.6 | 
                790.2 | 
                782.9 | 
             
            
                | S2 | 
                767.1 | 
                767.1 | 
                788.5 | 
                 | 
             
            
                | S3 | 
                748.0 | 
                760.5 | 
                786.7 | 
                 | 
             
            
                | S4 | 
                728.9 | 
                741.4 | 
                781.5 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Dec-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                937.1 | 
                918.8 | 
                821.8 | 
                 | 
             
            
                | R3 | 
                882.9 | 
                864.6 | 
                806.9 | 
                 | 
             
            
                | R2 | 
                828.7 | 
                828.7 | 
                801.9 | 
                 | 
             
            
                | R1 | 
                810.4 | 
                810.4 | 
                797.0 | 
                819.6 | 
             
            
                | PP | 
                774.5 | 
                774.5 | 
                774.5 | 
                779.1 | 
             
            
                | S1 | 
                756.2 | 
                756.2 | 
                787.0 | 
                765.4 | 
             
            
                | S2 | 
                720.3 | 
                720.3 | 
                782.1 | 
                 | 
             
            
                | S3 | 
                666.1 | 
                702.0 | 
                777.1 | 
                 | 
             
            
                | S4 | 
                611.9 | 
                647.8 | 
                762.2 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                792.9 | 
                738.7 | 
                54.2 | 
                6.8% | 
                17.3 | 
                2.2% | 
                98% | 
                True | 
                False | 
                301,424 | 
                 
                
                | 10 | 
                803.4 | 
                738.7 | 
                64.7 | 
                8.2% | 
                19.6 | 
                2.5% | 
                82% | 
                False | 
                False | 
                189,374 | 
                 
                
                | 20 | 
                803.4 | 
                735.0 | 
                68.4 | 
                8.6% | 
                19.0 | 
                2.4% | 
                83% | 
                False | 
                False | 
                95,526 | 
                 
                
                | 40 | 
                838.5 | 
                735.0 | 
                103.5 | 
                13.1% | 
                18.6 | 
                2.3% | 
                55% | 
                False | 
                False | 
                47,880 | 
                 
                
                | 60 | 
                863.7 | 
                735.0 | 
                128.7 | 
                16.3% | 
                17.5 | 
                2.2% | 
                44% | 
                False | 
                False | 
                31,953 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            874.1 | 
         
        
            | 
2.618             | 
            842.9 | 
         
        
            | 
1.618             | 
            823.8 | 
         
        
            | 
1.000             | 
            812.0 | 
         
        
            | 
0.618             | 
            804.7 | 
         
        
            | 
HIGH             | 
            792.9 | 
         
        
            | 
0.618             | 
            785.6 | 
         
        
            | 
0.500             | 
            783.4 | 
         
        
            | 
0.382             | 
            781.1 | 
         
        
            | 
LOW             | 
            773.8 | 
         
        
            | 
0.618             | 
            762.0 | 
         
        
            | 
1.000             | 
            754.7 | 
         
        
            | 
1.618             | 
            742.9 | 
         
        
            | 
2.618             | 
            723.8 | 
         
        
            | 
4.250             | 
            692.6 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Dec-2007 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                789.1 | 
                                785.6 | 
                             
                            
                                | PP | 
                                786.2 | 
                                779.2 | 
                             
                            
                                | S1 | 
                                783.4 | 
                                772.8 | 
                             
             
         |