CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 22-Nov-2006

Day Change Summary
	Previous	Current
	21-Nov-2006	22-Nov-2006	Change	Change %	Previous Week
Open	800.5	803.5	3.0	0.4%	778.3
High	802.1	804.3	2.2	0.3%	806.5
Low	796.5	798.8	2.3	0.3%	775.9
Close	801.1	802.1	1.0	0.1%	799.2
Range	5.6	5.5	-0.1	-1.8%	30.6
ATR	10.4	10.1	-0.4	-3.4%	0.0
Volume	1,447	934	-513	-35.5%	2,144

Daily Pivots for day following 22-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	818.2	815.7	805.1
R3	812.7	810.2	803.6
R2	807.2	807.2	803.1
R1	804.7	804.7	802.6	803.2
PP	801.7	801.7	801.7	801.0
S1	799.2	799.2	801.6	797.7
S2	796.2	796.2	801.1
S3	790.7	793.7	800.6
S4	785.2	788.2	799.1

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	792.1	14.4	1.8%	7.0	0.9%	69%	False	False	827
10	806.5	767.0	39.5	4.9%	9.5	1.2%	89%	False	False	524
20	806.5	755.5	51.0	6.4%	10.8	1.3%	91%	False	False	325
40	806.5	723.1	83.4	10.4%	10.6	1.3%	95%	False	False	208

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.2
Narrowest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	827.7
2.618	818.7
1.618	813.2
1.000	809.8
0.618	807.7
HIGH	804.3
0.618	802.2
0.500	801.6
0.382	800.9
LOW	798.8
0.618	795.4
1.000	793.3
1.618	789.9
2.618	784.4
4.250	775.4

Fisher Pivots for day following 22-Nov-2006
Pivot	1 day	3 day
R1	801.9	801.2
PP	801.7	800.4
S1	801.6	799.5

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

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