CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 29-Dec-2006

Day Change Summary
	Previous	Current
	28-Dec-2006	29-Dec-2006	Change	Change %	Previous Week
Open	804.3	801.2	-3.1	-0.4%	785.0
High	805.9	802.8	-3.1	-0.4%	805.9
Low	799.4	792.3	-7.1	-0.9%	784.5
Close	801.0	794.9	-6.1	-0.8%	794.9
Range	6.5	10.5	4.0	61.5%	21.4
ATR	9.8	9.9	0.0	0.5%	0.0
Volume	86,547	87,846	1,299	1.5%	323,190

Daily Pivots for day following 29-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	828.2	822.0	800.7
R3	817.7	811.5	797.8
R2	807.2	807.2	796.8
R1	801.0	801.0	795.9	798.9
PP	796.7	796.7	796.7	795.6
S1	790.5	790.5	793.9	788.4
S2	786.2	786.2	793.0
S3	775.7	780.0	792.0
S4	765.2	769.5	789.1

Weekly Pivots for week ending 29-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	859.3	848.5	806.7
R3	837.9	827.1	800.8
R2	816.5	816.5	798.8
R1	805.7	805.7	796.9	811.1
PP	795.1	795.1	795.1	797.8
S1	784.3	784.3	792.9	789.7
S2	773.7	773.7	791.0
S3	752.3	762.9	789.0
S4	730.9	741.5	783.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	805.9	783.3	22.6	2.8%	9.1	1.1%	51%	False	False	92,666
10	806.0	781.1	24.9	3.1%	9.8	1.2%	55%	False	False	123,393
20	809.6	780.4	29.2	3.7%	10.0	1.3%	50%	False	False	117,141
40	809.6	756.2	53.4	6.7%	9.9	1.2%	72%	False	False	58,848
60	809.6	745.8	63.8	8.0%	10.2	1.3%	77%	False	False	39,271

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.7
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	847.4
2.618	830.3
1.618	819.8
1.000	813.3
0.618	809.3
HIGH	802.8
0.618	798.8
0.500	797.6
0.382	796.3
LOW	792.3
0.618	785.8
1.000	781.8
1.618	775.3
2.618	764.8
4.250	747.7

Fisher Pivots for day following 29-Dec-2006
Pivot	1 day	3 day
R1	797.6	799.1
PP	796.7	797.7
S1	795.8	796.3

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

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