CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 27-Nov-2006

Day Change Summary
	Previous	Current
	24-Nov-2006	27-Nov-2006	Change	Change %	Previous Week
Open	802.0	797.2	-4.8	-0.6%	798.1
High	802.4	800.6	-1.8	-0.2%	804.3
Low	798.5	779.5	-19.0	-2.4%	794.7
Close	798.3	780.7	-17.6	-2.2%	798.3
Range	3.9	21.1	17.2	441.0%	9.6
ATR	9.0	9.8	0.9	9.7%	0.0
Volume	270	214	-56	-20.7%	3,823

Daily Pivots for day following 27-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	850.2	836.6	792.3
R3	829.1	815.5	786.5
R2	808.0	808.0	784.6
R1	794.4	794.4	782.6	790.7
PP	786.9	786.9	786.9	785.1
S1	773.3	773.3	778.8	769.6
S2	765.8	765.8	776.8
S3	744.7	752.2	774.9
S4	723.6	731.1	769.1

Weekly Pivots for week ending 24-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	827.9	822.7	803.6
R3	818.3	813.1	800.9
R2	808.7	808.7	800.1
R1	803.5	803.5	799.2	806.1
PP	799.1	799.1	799.1	800.4
S1	793.9	793.9	797.4	796.5
S2	789.5	789.5	796.5
S3	779.9	784.3	795.7
S4	770.3	774.7	793.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	804.3	779.5	24.8	3.2%	7.2	0.9%	5%	False	True	759
10	806.5	778.3	28.2	3.6%	8.8	1.1%	9%	False	False	613
20	806.5	755.5	51.0	6.5%	10.2	1.3%	49%	False	False	363
40	806.5	723.1	83.4	10.7%	10.5	1.3%	69%	False	False	242

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.0
Widest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	890.3
2.618	855.8
1.618	834.7
1.000	821.7
0.618	813.6
HIGH	800.6
0.618	792.5
0.500	790.1
0.382	787.6
LOW	779.5
0.618	766.5
1.000	758.4
1.618	745.4
2.618	724.3
4.250	689.8

Fisher Pivots for day following 27-Nov-2006
Pivot	1 day	3 day
R1	790.1	791.0
PP	786.9	787.5
S1	783.8	784.1

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

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