CME eMini Russell 2000 Future June 2008

Trading Metrics calculated at close of trading on 12-Mar-2008

Day Change Summary
	Previous	Current
	11-Mar-2008	12-Mar-2008	Change	Change %	Previous Week
Open	646.4	673.9	27.5	4.3%	684.6
High	674.8	681.6	6.8	1.0%	690.0
Low	644.1	666.1	22.0	3.4%	653.0
Close	674.1	667.1	-7.0	-1.0%	660.3
Range	30.7	15.5	-15.2	-49.5%	37.0
ATR	19.3	19.0	-0.3	-1.4%	0.0
Volume	11,807	33,743	21,936	185.8%	25,159

Daily Pivots for day following 12-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	718.1	708.1	675.6
R3	702.6	692.6	671.4
R2	687.1	687.1	669.9
R1	677.1	677.1	668.5	674.4
PP	671.6	671.6	671.6	670.2
S1	661.6	661.6	665.7	658.9
S2	656.1	656.1	664.3
S3	640.6	646.1	662.8
S4	625.1	630.6	658.6

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	7.2%	23.0	3.5%	52%	False	False	13,442
10	717.2	642.1	75.1	11.3%	19.6	2.9%	33%	False	False	7,835
20	725.4	642.1	83.3	12.5%	17.6	2.6%	30%	False	False	4,010
40	733.4	638.6	94.8	14.2%	20.3	3.0%	30%	False	False	2,070

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.3
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	747.5
2.618	722.2
1.618	706.7
1.000	697.1
0.618	691.2
HIGH	681.6
0.618	675.7
0.500	673.9
0.382	672.0
LOW	666.1
0.618	656.5
1.000	650.6
1.618	641.0
2.618	625.5
4.250	600.2

Fisher Pivots for day following 12-Mar-2008
Pivot	1 day	3 day
R1	673.9	665.4
PP	671.6	663.6
S1	669.4	661.9

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

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