CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 24-Jan-2008

Day Change Summary
	Previous	Current
	23-Jan-2008	24-Jan-2008	Change	Change %	Previous Week
Open	666.3	698.0	31.7	4.8%	711.8
High	696.0	705.9	9.9	1.4%	718.8
Low	650.2	687.6	37.4	5.8%	668.5
Close	695.3	694.1	-1.2	-0.2%	675.6
Range	45.8	18.3	-27.5	-60.0%	50.3
ATR	22.9	22.6	-0.3	-1.4%	0.0
Volume	262	219	-43	-16.4%	631

Daily Pivots for day following 24-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	750.8	740.7	704.2
R3	732.5	722.4	699.1
R2	714.2	714.2	697.5
R1	704.1	704.1	695.8	700.0
PP	695.9	695.9	695.9	693.8
S1	685.8	685.8	692.4	681.7
S2	677.6	677.6	690.7
S3	659.3	667.5	689.1
S4	641.0	649.2	684.0

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	709.9	638.6	71.3	10.3%	32.7	4.7%	78%	False	False	190
10	731.0	638.6	92.4	13.3%	25.0	3.6%	60%	False	False	146
20	808.8	638.6	170.2	24.5%	22.3	3.2%	33%	False	False	90

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Stretch	6.2
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	783.7
2.618	753.8
1.618	735.5
1.000	724.2
0.618	717.2
HIGH	705.9
0.618	698.9
0.500	696.8
0.382	694.6
LOW	687.6
0.618	676.3
1.000	669.3
1.618	658.0
2.618	639.7
4.250	609.8

Fisher Pivots for day following 24-Jan-2008
Pivot	1 day	3 day
R1	696.8	686.8
PP	695.9	679.5
S1	695.0	672.3

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

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