CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 11-Feb-2008

Day Change Summary
	Previous	Current
	08-Feb-2008	11-Feb-2008	Change	Change %	Previous Week
Open	706.2	697.7	-8.5	-1.2%	730.6
High	709.7	705.1	-4.6	-0.6%	733.4
Low	693.8	691.1	-2.7	-0.4%	686.9
Close	699.4	699.8	0.4	0.1%	699.4
Range	15.9	14.0	-1.9	-11.9%	46.5
ATR	21.6	21.1	-0.5	-2.5%	0.0
Volume	153	31	-122	-79.7%	1,075

Daily Pivots for day following 11-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	740.7	734.2	707.5
R3	726.7	720.2	703.7
R2	712.7	712.7	702.4
R1	706.2	706.2	701.1	709.5
PP	698.7	698.7	698.7	700.3
S1	692.2	692.2	698.5	695.5
S2	684.7	684.7	697.2
S3	670.7	678.2	696.0
S4	656.7	664.2	692.1

Weekly Pivots for week ending 08-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	846.1	819.2	725.0
R3	799.6	772.7	712.2
R2	753.1	753.1	707.9
R1	726.2	726.2	703.7	716.4
PP	706.6	706.6	706.6	701.7
S1	679.7	679.7	695.1	669.9
S2	660.1	660.1	690.9
S3	613.6	633.2	686.6
S4	567.1	586.7	673.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	722.2	686.9	35.3	5.0%	18.3	2.6%	37%	False	False	162
10	733.4	683.8	49.6	7.1%	20.0	2.9%	32%	False	False	138
20	733.4	638.6	94.8	13.5%	22.9	3.3%	65%	False	False	140

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.2
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	764.6
2.618	741.8
1.618	727.8
1.000	719.1
0.618	713.8
HIGH	705.1
0.618	699.8
0.500	698.1
0.382	696.4
LOW	691.1
0.618	682.4
1.000	677.1
1.618	668.4
2.618	654.4
4.250	631.6

Fisher Pivots for day following 11-Feb-2008
Pivot	1 day	3 day
R1	699.2	699.3
PP	698.7	698.8
S1	698.1	698.3

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

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