CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 08-Jan-2007

Day Change Summary
	Previous	Current
	05-Jan-2007	08-Jan-2007	Change	Change %	Previous Week
Open	795.7	779.3	-16.4	-2.1%	800.2
High	796.1	784.7	-11.4	-1.4%	803.9
Low	778.6	773.8	-4.8	-0.6%	778.6
Close	779.2	781.7	2.5	0.3%	779.2
Range	17.5	10.9	-6.6	-37.7%	25.3
ATR	11.3	11.2	0.0	-0.2%	0.0
Volume	194,558	202,492	7,934	4.1%	398,426

Daily Pivots for day following 08-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	812.8	808.1	787.7
R3	801.9	797.2	784.7
R2	791.0	791.0	783.7
R1	786.3	786.3	782.7	788.7
PP	780.1	780.1	780.1	781.2
S1	775.4	775.4	780.7	777.8
S2	769.2	769.2	779.7
S3	758.3	764.5	778.7
S4	747.4	753.6	775.7

Weekly Pivots for week ending 05-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	863.1	846.5	793.1
R3	837.8	821.2	786.2
R2	812.5	812.5	783.8
R1	795.9	795.9	781.5	791.6
PP	787.2	787.2	787.2	785.1
S1	770.6	770.6	776.9	766.3
S2	761.9	761.9	774.6
S3	736.6	745.3	772.2
S4	711.3	720.0	765.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	803.9	773.8	30.1	3.9%	14.5	1.9%	26%	False	True	137,752
10	805.9	773.8	32.1	4.1%	11.8	1.5%	25%	False	True	117,756
20	807.2	773.8	33.4	4.3%	10.9	1.4%	24%	False	True	145,088
40	809.6	767.0	42.6	5.4%	10.3	1.3%	35%	False	False	73,861
60	809.6	754.0	55.6	7.1%	10.5	1.3%	50%	False	False	49,280
80	809.6	723.1	86.5	11.1%	10.4	1.3%	68%	False	False	36,973

Crabel Price Patterns
NR	True
NR4	True
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	2.3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	831.0
2.618	813.2
1.618	802.3
1.000	795.6
0.618	791.4
HIGH	784.7
0.618	780.5
0.500	779.3
0.382	778.0
LOW	773.8
0.618	767.1
1.000	762.9
1.618	756.2
2.618	745.3
4.250	727.5

Fisher Pivots for day following 08-Jan-2007
Pivot	1 day	3 day
R1	780.9	786.1
PP	780.1	784.6
S1	779.3	783.2

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

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