CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 17-Nov-2006

Day Change Summary
	Previous	Current
	16-Nov-2006	17-Nov-2006	Change	Change %	Previous Week
Open	802.0	798.0	-4.0	-0.5%	778.3
High	806.5	799.8	-6.7	-0.8%	806.5
Low	797.7	792.1	-5.6	-0.7%	775.9
Close	799.7	799.2	-0.5	-0.1%	799.2
Range	8.8	7.7	-1.1	-12.5%	30.6
ATR	11.3	11.1	-0.3	-2.3%	0.0
Volume	940	576	-364	-38.7%	2,144

Daily Pivots for day following 17-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	820.1	817.4	803.4
R3	812.4	809.7	801.3
R2	804.7	804.7	800.6
R1	802.0	802.0	799.9	803.4
PP	797.0	797.0	797.0	797.7
S1	794.3	794.3	798.5	795.7
S2	789.3	789.3	797.8
S3	781.6	786.6	797.1
S4	773.9	778.9	795.0

Weekly Pivots for week ending 17-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	885.7	873.0	816.0
R3	855.1	842.4	807.6
R2	824.5	824.5	804.8
R1	811.8	811.8	802.0	818.2
PP	793.9	793.9	793.9	797.0
S1	781.2	781.2	796.4	787.6
S2	763.3	763.3	793.6
S3	732.7	750.6	790.8
S4	702.1	720.0	782.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	806.5	775.9	30.6	3.8%	10.3	1.3%	76%	False	False	428
10	806.5	764.2	42.3	5.3%	11.3	1.4%	83%	False	False	293
20	806.5	755.5	51.0	6.4%	11.2	1.4%	86%	False	False	203
40	806.5	723.1	83.4	10.4%	10.9	1.4%	91%	False	False	146

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 11 trading days

Fibonacci Retracements and Extensions
4.250	832.5
2.618	820.0
1.618	812.3
1.000	807.5
0.618	804.6
HIGH	799.8
0.618	796.9
0.500	796.0
0.382	795.0
LOW	792.1
0.618	787.3
1.000	784.4
1.618	779.6
2.618	771.9
4.250	759.4

Fisher Pivots for day following 17-Nov-2006
Pivot	1 day	3 day
R1	798.1	799.3
PP	797.0	799.3
S1	796.0	799.2

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

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