CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 18-Jan-2008

Day Change Summary
	Previous	Current
	17-Jan-2008	18-Jan-2008	Change	Change %	Previous Week
Open	709.9	688.1	-21.8	-3.1%	711.8
High	709.9	693.4	-16.5	-2.3%	718.8
Low	682.4	668.5	-13.9	-2.0%	668.5
Close	685.6	675.6	-10.0	-1.5%	675.6
Range	27.5	24.9	-2.6	-9.5%	50.3
ATR	18.8	19.2	0.4	2.3%	0.0
Volume	186	105	-81	-43.5%	631

Daily Pivots for day following 18-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	753.9	739.6	689.3
R3	729.0	714.7	682.4
R2	704.1	704.1	680.2
R1	689.8	689.8	677.9	684.5
PP	679.2	679.2	679.2	676.5
S1	664.9	664.9	673.3	659.6
S2	654.3	654.3	671.0
S3	629.4	640.0	668.8
S4	604.5	615.1	661.9

Weekly Pivots for week ending 18-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	838.5	807.4	703.3
R3	788.2	757.1	689.4
R2	737.9	737.9	684.8
R1	706.8	706.8	680.2	697.2
PP	687.6	687.6	687.6	682.9
S1	656.5	656.5	671.0	646.9
S2	637.3	637.3	666.4
S3	587.0	606.2	661.8
S4	536.7	555.9	647.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	718.8	668.5	50.3	7.4%	19.8	2.9%	14%	False	True	126
10	741.1	668.5	72.6	10.7%	21.4	3.2%	10%	False	True	99
20	808.8	668.5	140.3	20.8%	18.1	2.7%	5%	False	True	58

Crabel Price Patterns
NR	True
NR4	False
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	4.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	799.2
2.618	758.6
1.618	733.7
1.000	718.3
0.618	708.8
HIGH	693.4
0.618	683.9
0.500	681.0
0.382	678.0
LOW	668.5
0.618	653.1
1.000	643.6
1.618	628.2
2.618	603.3
4.250	562.7

Fisher Pivots for day following 18-Jan-2008
Pivot	1 day	3 day
R1	681.0	690.7
PP	679.2	685.7
S1	677.4	680.6

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

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