CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 20-Nov-2006

Day Change Summary
	Previous	Current
	17-Nov-2006	20-Nov-2006	Change	Change %	Previous Week
Open	798.0	798.1	0.1	0.0%	778.3
High	799.8	802.2	2.4	0.3%	806.5
Low	792.1	794.7	2.6	0.3%	775.9
Close	799.2	799.9	0.7	0.1%	799.2
Range	7.7	7.5	-0.2	-2.6%	30.6
ATR	11.1	10.8	-0.3	-2.3%	0.0
Volume	576	238	-338	-58.7%	2,144

Daily Pivots for day following 20-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	821.4	818.2	804.0
R3	813.9	810.7	802.0
R2	806.4	806.4	801.3
R1	803.2	803.2	800.6	804.8
PP	798.9	798.9	798.9	799.8
S1	795.7	795.7	799.2	797.3
S2	791.4	791.4	798.5
S3	783.9	788.2	797.8
S4	776.4	780.7	795.8

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	778.3	28.2	3.5%	10.3	1.3%	77%	False	False	467
10	806.5	767.0	39.5	4.9%	11.0	1.4%	83%	False	False	302
20	806.5	755.5	51.0	6.4%	11.0	1.4%	87%	False	False	212
40	806.5	723.1	83.4	10.4%	10.7	1.3%	92%	False	False	150

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.8
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	834.1
2.618	821.8
1.618	814.3
1.000	809.7
0.618	806.8
HIGH	802.2
0.618	799.3
0.500	798.5
0.382	797.6
LOW	794.7
0.618	790.1
1.000	787.2
1.618	782.6
2.618	775.1
4.250	762.8

Fisher Pivots for day following 20-Nov-2006
Pivot	1 day	3 day
R1	799.4	799.7
PP	798.9	799.5
S1	798.5	799.3

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

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