CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 23-Jan-2008

Day Change Summary
	Previous	Current
	22-Jan-2008	23-Jan-2008	Change	Change %	Previous Week
Open	671.7	666.3	-5.4	-0.8%	711.8
High	685.5	696.0	10.5	1.5%	718.8
Low	638.6	650.2	11.6	1.8%	668.5
Close	672.3	695.3	23.0	3.4%	675.6
Range	46.9	45.8	-1.1	-2.3%	50.3
ATR	21.2	22.9	1.8	8.3%	0.0
Volume	181	262	81	44.8%	631

Daily Pivots for day following 23-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	817.9	802.4	720.5
R3	772.1	756.6	707.9
R2	726.3	726.3	703.7
R1	710.8	710.8	699.5	718.6
PP	680.5	680.5	680.5	684.4
S1	665.0	665.0	691.1	672.8
S2	634.7	634.7	686.9
S3	588.9	619.2	682.7
S4	543.1	573.4	670.1

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	712.9	638.6	74.3	10.7%	33.0	4.7%	76%	False	False	166
10	731.0	638.6	92.4	13.3%	25.5	3.7%	61%	False	False	131
20	808.8	638.6	170.2	24.5%	21.6	3.1%	33%	False	False	79

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	6.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	890.7
2.618	815.9
1.618	770.1
1.000	741.8
0.618	724.3
HIGH	696.0
0.618	678.5
0.500	673.1
0.382	667.7
LOW	650.2
0.618	621.9
1.000	604.4
1.618	576.1
2.618	530.3
4.250	455.6

Fisher Pivots for day following 23-Jan-2008
Pivot	1 day	3 day
R1	687.9	686.0
PP	680.5	676.6
S1	673.1	667.3

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

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