CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 29-Jan-2008

Day Change Summary
	Previous	Current
	28-Jan-2008	29-Jan-2008	Change	Change %	Previous Week
Open	684.0	703.5	19.5	2.9%	671.7
High	705.0	709.8	4.8	0.7%	706.3
Low	677.7	696.6	18.9	2.8%	638.6
Close	704.6	707.5	2.9	0.4%	689.6
Range	27.3	13.2	-14.1	-51.6%	67.7
ATR	22.8	22.1	-0.7	-3.0%	0.0
Volume	35	71	36	102.9%	761

Daily Pivots for day following 29-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	744.2	739.1	714.8
R3	731.0	725.9	711.1
R2	717.8	717.8	709.9
R1	712.7	712.7	708.7	715.3
PP	704.6	704.6	704.6	705.9
S1	699.5	699.5	706.3	702.1
S2	691.4	691.4	705.1
S3	678.2	686.3	703.9
S4	665.0	673.1	700.2

Weekly Pivots for week ending 25-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	881.3	853.1	726.8
R3	813.6	785.4	708.2
R2	745.9	745.9	702.0
R1	717.7	717.7	695.8	731.8
PP	678.2	678.2	678.2	685.2
S1	650.0	650.0	683.4	664.1
S2	610.5	610.5	677.2
S3	542.8	582.3	671.0
S4	475.1	514.6	652.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	709.8	650.2	59.6	8.4%	25.0	3.5%	96%	True	False	137
10	713.7	638.6	75.1	10.6%	26.0	3.7%	92%	False	False	138
20	780.7	638.6	142.1	20.1%	22.8	3.2%	48%	False	False	99

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.9
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	765.9
2.618	744.4
1.618	731.2
1.000	723.0
0.618	718.0
HIGH	709.8
0.618	704.8
0.500	703.2
0.382	701.6
LOW	696.6
0.618	688.4
1.000	683.4
1.618	675.2
2.618	662.0
4.250	640.5

Fisher Pivots for day following 29-Jan-2008
Pivot	1 day	3 day
R1	706.1	702.9
PP	704.6	698.3
S1	703.2	693.8

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

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