CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 31-Oct-2006

Day Change Summary
	Previous	Current
	30-Oct-2006	31-Oct-2006	Change	Change %	Previous Week
Open	772.5	781.5	9.0	1.2%	777.8
High	782.2	783.1	0.9	0.1%	786.8
Low	770.6	772.2	1.6	0.2%	766.8
Close	780.1	777.5	-2.6	-0.3%	776.5
Range	11.6	10.9	-0.7	-6.0%	20.0
ATR	10.5	10.5	0.0	0.3%	0.0
Volume	89	31	-58	-65.2%	749

Daily Pivots for day following 31-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	810.3	804.8	783.5
R3	799.4	793.9	780.5
R2	788.5	788.5	779.5
R1	783.0	783.0	778.5	780.3
PP	777.6	777.6	777.6	776.3
S1	772.1	772.1	776.5	769.4
S2	766.7	766.7	775.5
S3	755.8	761.2	774.5
S4	744.9	750.3	771.5

Weekly Pivots for week ending 27-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	836.7	826.6	787.5
R3	816.7	806.6	782.0
R2	796.7	796.7	780.2
R1	786.6	786.6	778.3	781.7
PP	776.7	776.7	776.7	774.2
S1	766.6	766.6	774.7	761.7
S2	756.7	756.7	772.8
S3	736.7	746.6	771.0
S4	716.7	726.6	765.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	786.8	769.9	16.9	2.2%	11.3	1.5%	45%	False	False	140
10	786.8	766.8	20.0	2.6%	10.4	1.3%	54%	False	False	116
20	786.8	726.4	60.4	7.8%	10.8	1.4%	85%	False	False	120

Crabel Price Patterns
NR	True
NR4	True
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	2.3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	829.4
2.618	811.6
1.618	800.7
1.000	794.0
0.618	789.8
HIGH	783.1
0.618	778.9
0.500	777.7
0.382	776.4
LOW	772.2
0.618	765.5
1.000	761.3
1.618	754.6
2.618	743.7
4.250	725.9

Fisher Pivots for day following 31-Oct-2006
Pivot	1 day	3 day
R1	777.7	778.4
PP	777.6	778.1
S1	777.6	777.8

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

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