CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 30-Nov-2006

Day Change Summary
	Previous	Current
	29-Nov-2006	30-Nov-2006	Change	Change %	Previous Week
Open	783.1	792.0	8.9	1.1%	798.1
High	793.7	798.0	4.3	0.5%	804.3
Low	783.0	787.4	4.4	0.6%	794.7
Close	792.9	794.3	1.4	0.2%	798.3
Range	10.7	10.6	-0.1	-0.9%	9.6
ATR	9.9	9.9	0.1	0.5%	0.0
Volume	736	2,251	1,515	205.8%	3,823

Daily Pivots for day following 30-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	825.0	820.3	800.1
R3	814.4	809.7	797.2
R2	803.8	803.8	796.2
R1	799.1	799.1	795.3	801.5
PP	793.2	793.2	793.2	794.4
S1	788.5	788.5	793.3	790.9
S2	782.6	782.6	792.4
S3	772.0	777.9	791.4
S4	761.4	767.3	788.5

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	802.4	775.5	26.9	3.4%	10.9	1.4%	70%	False	False	910
10	804.3	775.5	28.8	3.6%	8.1	1.0%	65%	False	False	868
20	806.5	756.2	50.3	6.3%	9.8	1.2%	76%	False	False	555
40	806.5	745.8	60.7	7.6%	10.2	1.3%	80%	False	False	337

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	1.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	843.1
2.618	825.8
1.618	815.2
1.000	808.6
0.618	804.6
HIGH	798.0
0.618	794.0
0.500	792.7
0.382	791.4
LOW	787.4
0.618	780.8
1.000	776.8
1.618	770.2
2.618	759.6
4.250	742.4

Fisher Pivots for day following 30-Nov-2006
Pivot	1 day	3 day
R1	793.8	791.8
PP	793.2	789.3
S1	792.7	786.8

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

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