CME eMini Russell 2000 Future March 2007

Trading Metrics calculated at close of trading on 10-Jan-2007

Day Change Summary
	Previous	Current
	09-Jan-2007	10-Jan-2007	Change	Change %	Previous Week
Open	781.6	783.3	1.7	0.2%	800.2
High	784.9	785.8	0.9	0.1%	803.9
Low	773.2	776.8	3.6	0.5%	778.6
Close	783.3	785.3	2.0	0.3%	779.2
Range	11.7	9.0	-2.7	-23.1%	25.3
ATR	11.3	11.1	-0.2	-1.4%	0.0
Volume	209,397	196,341	-13,056	-6.2%	398,426

Daily Pivots for day following 10-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	809.6	806.5	790.3
R3	800.6	797.5	787.8
R2	791.6	791.6	787.0
R1	788.5	788.5	786.1	790.1
PP	782.6	782.6	782.6	783.4
S1	779.5	779.5	784.5	781.1
S2	773.6	773.6	783.7
S3	764.6	770.5	782.8
S4	755.6	761.5	780.4

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	798.3	773.2	25.1	3.2%	12.6	1.6%	48%	False	False	201,061
10	805.9	773.2	32.7	4.2%	12.1	1.5%	37%	False	False	132,984
20	807.2	773.2	34.0	4.3%	10.9	1.4%	36%	False	False	154,213
40	809.6	773.2	36.4	4.6%	10.2	1.3%	33%	False	False	83,993
60	809.6	755.5	54.1	6.9%	10.5	1.3%	55%	False	False	56,037
80	809.6	723.1	86.5	11.0%	10.6	1.4%	72%	False	False	42,045

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.4
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	824.1
2.618	809.4
1.618	800.4
1.000	794.8
0.618	791.4
HIGH	785.8
0.618	782.4
0.500	781.3
0.382	780.2
LOW	776.8
0.618	771.2
1.000	767.8
1.618	762.2
2.618	753.2
4.250	738.6

Fisher Pivots for day following 10-Jan-2007
Pivot	1 day	3 day
R1	784.0	783.4
PP	782.6	781.4
S1	781.3	779.5

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

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