CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 28-Feb-2008

Day Change Summary
	Previous	Current
	27-Feb-2008	28-Feb-2008	Change	Change %	Previous Week
Open	717.0	713.0	-4.0	-0.6%	700.0
High	725.2	717.2	-8.0	-1.1%	720.4
Low	710.3	702.4	-7.9	-1.1%	683.2
Close	716.8	703.9	-12.9	-1.8%	695.4
Range	14.9	14.8	-0.1	-0.7%	37.2
ATR	17.9	17.6	-0.2	-1.2%	0.0
Volume	330	184	-146	-44.2%	1,102

Daily Pivots for day following 28-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	752.2	742.9	712.0
R3	737.4	728.1	708.0
R2	722.6	722.6	706.6
R1	713.3	713.3	705.3	710.6
PP	707.8	707.8	707.8	706.5
S1	698.5	698.5	702.5	695.8
S2	693.0	693.0	701.2
S3	678.2	683.7	699.8
S4	663.4	668.9	695.8

Weekly Pivots for week ending 22-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	811.3	790.5	715.9
R3	774.1	753.3	705.6
R2	736.9	736.9	702.2
R1	716.1	716.1	698.8	707.9
PP	699.7	699.7	699.7	695.6
S1	678.9	678.9	692.0	670.7
S2	662.5	662.5	688.6
S3	625.3	641.7	685.2
S4	588.1	604.5	674.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	725.2	683.2	42.0	6.0%	13.6	1.9%	49%	False	False	215
10	725.2	683.2	42.0	6.0%	14.9	2.1%	49%	False	False	202
20	733.4	683.2	50.2	7.1%	16.4	2.3%	41%	False	False	163
40	766.0	638.6	127.4	18.1%	20.5	2.9%	51%	False	False	133

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	3.5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	780.1
2.618	755.9
1.618	741.1
1.000	732.0
0.618	726.3
HIGH	717.2
0.618	711.5
0.500	709.8
0.382	708.1
LOW	702.4
0.618	693.3
1.000	687.6
1.618	678.5
2.618	663.7
4.250	639.5

Fisher Pivots for day following 28-Feb-2008
Pivot	1 day	3 day
R1	709.8	713.8
PP	707.8	710.5
S1	705.9	707.2

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

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