CME eMini Russell 2000 Future June 2008

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

Day Change Summary
	Previous	Current
	10-Mar-2008	11-Mar-2008	Change	Change %	Previous Week
Open	660.4	646.4	-14.0	-2.1%	684.6
High	665.0	674.8	9.8	1.5%	690.0
Low	642.1	644.1	2.0	0.3%	653.0
Close	646.7	674.1	27.4	4.2%	660.3
Range	22.9	30.7	7.8	34.1%	37.0
ATR	18.4	19.3	0.9	4.8%	0.0
Volume	7,092	11,807	4,715	66.5%	25,159

Daily Pivots for day following 11-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	756.4	746.0	691.0
R3	725.7	715.3	682.5
R2	695.0	695.0	679.7
R1	684.6	684.6	676.9	689.8
PP	664.3	664.3	664.3	667.0
S1	653.9	653.9	671.3	659.1
S2	633.6	633.6	668.5
S3	602.9	623.2	665.7
S4	572.2	592.5	657.2

Weekly Pivots for week ending 07-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	778.8	756.5	680.7
R3	741.8	719.5	670.5
R2	704.8	704.8	667.1
R1	682.5	682.5	663.7	675.2
PP	667.8	667.8	667.8	664.1
S1	645.5	645.5	656.9	638.2
S2	630.8	630.8	653.5
S3	593.8	608.5	650.1
S4	556.8	571.5	640.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	690.0	642.1	47.9	7.1%	22.5	3.3%	67%	False	False	8,494
10	725.2	642.1	83.1	12.3%	19.5	2.9%	39%	False	False	4,494
20	725.4	642.1	83.3	12.4%	17.6	2.6%	38%	False	False	2,325
40	733.4	638.6	94.8	14.1%	20.4	3.0%	37%	False	False	1,230

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.2
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	805.3
2.618	755.2
1.618	724.5
1.000	705.5
0.618	693.8
HIGH	674.8
0.618	663.1
0.500	659.5
0.382	655.8
LOW	644.1
0.618	625.1
1.000	613.4
1.618	594.4
2.618	563.7
4.250	513.6

Fisher Pivots for day following 11-Mar-2008
Pivot	1 day	3 day
R1	669.2	668.9
PP	664.3	663.7
S1	659.5	658.5

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

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