CME eMini Russell 2000 Future September 2008

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

Day Change Summary
	Previous	Current
	02-May-2008	05-May-2008	Change	Change %	Previous Week
Open	736.9	726.2	-10.7	-1.5%	720.2
High	737.5	728.6	-8.9	-1.2%	737.5
Low	724.4	720.3	-4.1	-0.6%	714.2
Close	727.8	724.1	-3.7	-0.5%	727.8
Range	13.1	8.3	-4.8	-36.6%	23.3
ATR	13.8	13.4	-0.4	-2.8%	0.0
Volume	109	122	13	11.9%	457

Daily Pivots for day following 05-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	749.2	745.0	728.7
R3	740.9	736.7	726.4
R2	732.6	732.6	725.6
R1	728.4	728.4	724.9	726.4
PP	724.3	724.3	724.3	723.3
S1	720.1	720.1	723.3	718.1
S2	716.0	716.0	722.6
S3	707.7	711.8	721.8
S4	699.4	703.5	719.5

Weekly Pivots for week ending 02-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	796.4	785.4	740.6
R3	773.1	762.1	734.2
R2	749.8	749.8	732.1
R1	738.8	738.8	729.9	744.3
PP	726.5	726.5	726.5	729.3
S1	715.5	715.5	725.7	721.0
S2	703.2	703.2	723.5
S3	679.9	692.2	721.4
S4	656.6	668.9	715.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	737.5	714.2	23.3	3.2%	11.1	1.5%	42%	False	False	88
10	737.5	696.9	40.6	5.6%	13.5	1.9%	67%	False	False	123
20	737.5	683.4	54.1	7.5%	13.5	1.9%	75%	False	False	372

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	2.5
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	763.9
2.618	750.3
1.618	742.0
1.000	736.9
0.618	733.7
HIGH	728.6
0.618	725.4
0.500	724.5
0.382	723.5
LOW	720.3
0.618	715.2
1.000	712.0
1.618	706.9
2.618	698.6
4.250	685.0

Fisher Pivots for day following 05-May-2008
Pivot	1 day	3 day
R1	724.5	725.9
PP	724.3	725.3
S1	724.2	724.7

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

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