CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 05-Dec-2006

Day Change Summary
	Previous	Current
	04-Dec-2006	05-Dec-2006	Change	Change %	Previous Week
Open	790.1	805.1	15.0	1.9%	797.2
High	805.3	809.6	4.3	0.5%	800.6
Low	789.3	802.8	13.5	1.7%	775.5
Close	804.9	805.4	0.5	0.1%	790.4
Range	16.0	6.8	-9.2	-57.5%	25.1
ATR	10.7	10.4	-0.3	-2.6%	0.0
Volume	2,228	16,693	14,465	649.2%	17,515

Daily Pivots for day following 05-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	826.3	822.7	809.1
R3	819.5	815.9	807.3
R2	812.7	812.7	806.6
R1	809.1	809.1	806.0	810.9
PP	805.9	805.9	805.9	806.9
S1	802.3	802.3	804.8	804.1
S2	799.1	799.1	804.2
S3	792.3	795.5	803.5
S4	785.5	788.7	801.7

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	809.6	780.4	29.2	3.6%	11.8	1.5%	86%	True	False	7,028
10	809.6	775.5	34.1	4.2%	9.8	1.2%	88%	True	False	3,857
20	809.6	767.0	42.6	5.3%	10.1	1.3%	90%	True	False	2,148
40	809.6	746.8	62.8	7.8%	10.5	1.3%	93%	True	False	1,132

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.6
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	838.5
2.618	827.4
1.618	820.6
1.000	816.4
0.618	813.8
HIGH	809.6
0.618	807.0
0.500	806.2
0.382	805.4
LOW	802.8
0.618	798.6
1.000	796.0
1.618	791.8
2.618	785.0
4.250	773.9

Fisher Pivots for day following 05-Dec-2006
Pivot	1 day	3 day
R1	806.2	801.9
PP	805.9	798.5
S1	805.7	795.0

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

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