CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 15-Nov-2006

Day Change Summary
	Previous	Current
	14-Nov-2006	15-Nov-2006	Change	Change %	Previous Week
Open	780.0	795.8	15.8	2.0%	764.3
High	795.2	804.1	8.9	1.1%	782.5
Low	778.3	793.6	15.3	2.0%	764.2
Close	794.8	800.7	5.9	0.7%	779.1
Range	16.9	10.5	-6.4	-37.9%	18.3
ATR	11.6	11.5	-0.1	-0.7%	0.0
Volume	85	497	412	484.7%	792

Daily Pivots for day following 15-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	831.0	826.3	806.5
R3	820.5	815.8	803.6
R2	810.0	810.0	802.6
R1	805.3	805.3	801.7	807.7
PP	799.5	799.5	799.5	800.6
S1	794.8	794.8	799.7	797.2
S2	789.0	789.0	798.8
S3	778.5	784.3	797.8
S4	768.0	773.8	794.9

Weekly Pivots for week ending 10-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	830.2	822.9	789.2
R3	811.9	804.6	784.1
R2	793.6	793.6	782.5
R1	786.3	786.3	780.8	790.0
PP	775.3	775.3	775.3	777.1
S1	768.0	768.0	777.4	771.7
S2	757.0	757.0	775.7
S3	738.7	749.7	774.1
S4	720.4	731.4	769.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	804.1	767.0	37.1	4.6%	12.0	1.5%	91%	True	False	221
10	804.1	755.5	48.6	6.1%	11.4	1.4%	93%	True	False	154
20	804.1	755.5	48.6	6.1%	11.3	1.4%	93%	True	False	139
40	804.1	723.1	81.0	10.1%	11.3	1.4%	96%	True	False	110

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	2.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	848.7
2.618	831.6
1.618	821.1
1.000	814.6
0.618	810.6
HIGH	804.1
0.618	800.1
0.500	798.9
0.382	797.6
LOW	793.6
0.618	787.1
1.000	783.1
1.618	776.6
2.618	766.1
4.250	749.0

Fisher Pivots for day following 15-Nov-2006
Pivot	1 day	3 day
R1	800.1	797.1
PP	799.5	793.6
S1	798.9	790.0

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

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