CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 04-Dec-2006

Day Change Summary
	Previous	Current
	01-Dec-2006	04-Dec-2006	Change	Change %	Previous Week
Open	793.4	790.1	-3.3	-0.4%	797.2
High	795.5	805.3	9.8	1.2%	800.6
Low	780.4	789.3	8.9	1.1%	775.5
Close	790.4	804.9	14.5	1.8%	790.4
Range	15.1	16.0	0.9	6.0%	25.1
ATR	10.3	10.7	0.4	4.0%	0.0
Volume	13,233	2,228	-11,005	-83.2%	17,515

Daily Pivots for day following 04-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	847.8	842.4	813.7
R3	831.8	826.4	809.3
R2	815.8	815.8	807.8
R1	810.4	810.4	806.4	813.1
PP	799.8	799.8	799.8	801.2
S1	794.4	794.4	803.4	797.1
S2	783.8	783.8	802.0
S3	767.8	778.4	800.5
S4	751.8	762.4	796.1

Weekly Pivots for week ending 01-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	864.1	852.4	804.2
R3	839.0	827.3	797.3
R2	813.9	813.9	795.0
R1	802.2	802.2	792.7	795.5
PP	788.8	788.8	788.8	785.5
S1	777.1	777.1	788.1	770.4
S2	763.7	763.7	785.8
S3	738.6	752.0	783.5
S4	713.5	726.9	776.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	805.3	775.5	29.8	3.7%	12.2	1.5%	99%	True	False	3,905
10	805.3	775.5	29.8	3.7%	9.7	1.2%	99%	True	False	2,332
20	806.5	767.0	39.5	4.9%	10.3	1.3%	96%	False	False	1,317
40	806.5	746.8	59.7	7.4%	10.5	1.3%	97%	False	False	716

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.6
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	873.3
2.618	847.2
1.618	831.2
1.000	821.3
0.618	815.2
HIGH	805.3
0.618	799.2
0.500	797.3
0.382	795.4
LOW	789.3
0.618	779.4
1.000	773.3
1.618	763.4
2.618	747.4
4.250	721.3

Fisher Pivots for day following 04-Dec-2006
Pivot	1 day	3 day
R1	802.4	800.9
PP	799.8	796.9
S1	797.3	792.9

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

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