CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 21-Apr-2008

Day Change Summary
	Previous	Current
	18-Apr-2008	21-Apr-2008	Change	Change %	Previous Week
Open	713.4	717.0	3.6	0.5%	683.9
High	724.4	720.2	-4.2	-0.6%	724.4
Low	712.1	714.5	2.4	0.3%	683.4
Close	717.9	717.0	-0.9	-0.1%	717.9
Range	12.3	5.7	-6.6	-53.7%	41.0
ATR	14.3	13.6	-0.6	-4.3%	0.0
Volume	1,144	20	-1,124	-98.3%	6,027

Daily Pivots for day following 21-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	734.3	731.4	720.1
R3	728.6	725.7	718.6
R2	722.9	722.9	718.0
R1	720.0	720.0	717.5	719.9
PP	717.2	717.2	717.2	717.2
S1	714.3	714.3	716.5	714.2
S2	711.5	711.5	716.0
S3	705.8	708.6	715.4
S4	700.1	702.9	713.9

Weekly Pivots for week ending 18-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	831.6	815.7	740.5
R3	790.6	774.7	729.2
R2	749.6	749.6	725.4
R1	733.7	733.7	721.7	741.7
PP	708.6	708.6	708.6	712.5
S1	692.7	692.7	714.1	700.7
S2	667.6	667.6	710.4
S3	626.6	651.7	706.6
S4	585.6	610.7	695.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	724.4	684.2	40.2	5.6%	11.3	1.6%	82%	False	False	836
10	724.4	683.4	41.0	5.7%	13.5	1.9%	82%	False	False	620
20	724.4	680.8	43.6	6.1%	12.9	1.8%	83%	False	False	360

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.3
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	744.4
2.618	735.1
1.618	729.4
1.000	725.9
0.618	723.7
HIGH	720.2
0.618	718.0
0.500	717.4
0.382	716.7
LOW	714.5
0.618	711.0
1.000	708.8
1.618	705.3
2.618	699.6
4.250	690.3

Fisher Pivots for day following 21-Apr-2008
Pivot	1 day	3 day
R1	717.4	716.0
PP	717.2	714.9
S1	717.1	713.9

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

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