CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 05-Mar-2008

Day Change Summary
	Previous	Current
	04-Mar-2008	05-Mar-2008	Change	Change %	Previous Week
Open	683.4	680.9	-2.5	-0.4%	699.6
High	686.3	688.6	2.3	0.3%	725.2
Low	669.6	676.0	6.4	1.0%	683.1
Close	679.9	685.8	5.9	0.9%	686.9
Range	16.7	12.6	-4.1	-24.6%	42.1
ATR	17.6	17.3	-0.4	-2.0%	0.0
Volume	961	9,001	8,040	836.6%	1,239

Daily Pivots for day following 05-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	721.3	716.1	692.7
R3	708.7	703.5	689.3
R2	696.1	696.1	688.1
R1	690.9	690.9	687.0	693.5
PP	683.5	683.5	683.5	684.8
S1	678.3	678.3	684.6	680.9
S2	670.9	670.9	683.5
S3	658.3	665.7	682.3
S4	645.7	653.1	678.9

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	717.2	669.6	47.6	6.9%	16.1	2.3%	34%	False	False	2,228
10	725.2	669.6	55.6	8.1%	15.9	2.3%	29%	False	False	1,245
20	725.4	669.6	55.8	8.1%	16.0	2.3%	29%	False	False	667
40	733.4	638.6	94.8	13.8%	19.7	2.9%	50%	False	False	402

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	3.5
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	742.2
2.618	721.6
1.618	709.0
1.000	701.2
0.618	696.4
HIGH	688.6
0.618	683.8
0.500	682.3
0.382	680.8
LOW	676.0
0.618	668.2
1.000	663.4
1.618	655.6
2.618	643.0
4.250	622.5

Fisher Pivots for day following 05-Mar-2008
Pivot	1 day	3 day
R1	684.6	683.6
PP	683.5	681.5
S1	682.3	679.3

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

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