CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 03-Mar-2008

Day Change Summary
	Previous	Current
	29-Feb-2008	03-Mar-2008	Change	Change %	Previous Week
Open	704.6	684.6	-20.0	-2.8%	699.6
High	704.6	689.0	-15.6	-2.2%	725.2
Low	683.1	674.2	-8.9	-1.3%	683.1
Close	686.9	683.9	-3.0	-0.4%	686.9
Range	21.5	14.8	-6.7	-31.2%	42.1
ATR	17.9	17.7	-0.2	-1.2%	0.0
Volume	370	625	255	68.9%	1,239

Daily Pivots for day following 03-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	726.8	720.1	692.0
R3	712.0	705.3	688.0
R2	697.2	697.2	686.6
R1	690.5	690.5	685.3	686.5
PP	682.4	682.4	682.4	680.3
S1	675.7	675.7	682.5	671.7
S2	667.6	667.6	681.2
S3	652.8	660.9	679.8
S4	638.0	646.1	675.8

Weekly Pivots for week ending 29-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	824.7	797.9	710.1
R3	782.6	755.8	698.5
R2	740.5	740.5	694.6
R1	713.7	713.7	690.8	706.1
PP	698.4	698.4	698.4	694.6
S1	671.6	671.6	683.0	664.0
S2	656.3	656.3	679.2
S3	614.2	629.5	675.3
S4	572.1	587.4	663.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	725.2	674.2	51.0	7.5%	17.0	2.5%	19%	False	True	332
10	725.2	674.2	51.0	7.5%	16.2	2.4%	19%	False	True	291
20	725.4	674.2	51.2	7.5%	16.5	2.4%	19%	False	True	194
40	741.1	638.6	102.5	15.0%	20.3	3.0%	44%	False	False	156

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	3.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	751.9
2.618	727.7
1.618	712.9
1.000	703.8
0.618	698.1
HIGH	689.0
0.618	683.3
0.500	681.6
0.382	679.9
LOW	674.2
0.618	665.1
1.000	659.4
1.618	650.3
2.618	635.5
4.250	611.3

Fisher Pivots for day following 03-Mar-2008
Pivot	1 day	3 day
R1	683.1	695.7
PP	682.4	691.8
S1	681.6	687.8

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

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