CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 28-Nov-2006

Day Change Summary
	Previous	Current
	27-Nov-2006	28-Nov-2006	Change	Change %	Previous Week
Open	797.2	782.0	-15.2	-1.9%	798.1
High	800.6	783.9	-16.7	-2.1%	804.3
Low	779.5	775.5	-4.0	-0.5%	794.7
Close	780.7	782.2	1.5	0.2%	798.3
Range	21.1	8.4	-12.7	-60.2%	9.6
ATR	9.8	9.7	-0.1	-1.0%	0.0
Volume	214	1,081	867	405.1%	3,823

Daily Pivots for day following 28-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	805.7	802.4	786.8
R3	797.3	794.0	784.5
R2	788.9	788.9	783.7
R1	785.6	785.6	783.0	787.3
PP	780.5	780.5	780.5	781.4
S1	777.2	777.2	781.4	778.9
S2	772.1	772.1	780.7
S3	763.7	768.8	779.9
S4	755.3	760.4	777.6

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	775.5	28.8	3.7%	7.8	1.0%	23%	False	True	686
10	806.5	775.5	31.0	4.0%	7.9	1.0%	22%	False	True	713
20	806.5	755.5	51.0	6.5%	10.1	1.3%	52%	False	False	416
40	806.5	726.4	80.1	10.2%	10.4	1.3%	70%	False	False	268

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	2.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	819.6
2.618	805.9
1.618	797.5
1.000	792.3
0.618	789.1
HIGH	783.9
0.618	780.7
0.500	779.7
0.382	778.7
LOW	775.5
0.618	770.3
1.000	767.1
1.618	761.9
2.618	753.5
4.250	739.8

Fisher Pivots for day following 28-Nov-2006
Pivot	1 day	3 day
R1	781.4	789.0
PP	780.5	786.7
S1	779.7	784.5

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

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