CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 24-Oct-2006

Day Change Summary
	Previous	Current
	23-Oct-2006	24-Oct-2006	Change	Change %	Previous Week
Open	777.8	773.6	-4.2	-0.5%	773.9
High	778.6	775.1	-3.5	-0.4%	784.2
Low	766.8	769.3	2.5	0.3%	770.0
Close	773.3	773.9	0.6	0.1%	771.6
Range	11.8	5.8	-6.0	-50.8%	14.2
ATR	10.5	10.2	-0.3	-3.2%	0.0
Volume	56	109	53	94.6%	600

Daily Pivots for day following 24-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	790.2	787.8	777.1
R3	784.4	782.0	775.5
R2	778.6	778.6	775.0
R1	776.2	776.2	774.4	777.4
PP	772.8	772.8	772.8	773.4
S1	770.4	770.4	773.4	771.6
S2	767.0	767.0	772.8
S3	761.2	764.6	772.3
S4	755.4	758.8	770.7

Weekly Pivots for week ending 20-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	817.9	808.9	779.4
R3	803.7	794.7	775.5
R2	789.5	789.5	774.2
R1	780.5	780.5	772.9	777.9
PP	775.3	775.3	775.3	774.0
S1	766.3	766.3	770.3	763.7
S2	761.1	761.1	769.0
S3	746.9	752.1	767.7
S4	732.7	737.9	763.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	784.2	766.8	17.4	2.2%	9.5	1.2%	41%	False	False	92
10	784.2	746.8	37.4	4.8%	10.2	1.3%	72%	False	False	113
20	784.2	723.1	61.1	7.9%	10.3	1.3%	83%	False	False	90

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.1
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	799.8
2.618	790.3
1.618	784.5
1.000	780.9
0.618	778.7
HIGH	775.1
0.618	772.9
0.500	772.2
0.382	771.5
LOW	769.3
0.618	765.7
1.000	763.5
1.618	759.9
2.618	754.1
4.250	744.7

Fisher Pivots for day following 24-Oct-2006
Pivot	1 day	3 day
R1	773.3	773.9
PP	772.8	773.8
S1	772.2	773.8

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

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