CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 08-May-2008

Day Change Summary
	Previous	Current
	07-May-2008	08-May-2008	Change	Change %	Previous Week
Open	732.0	717.4	-14.6	-2.0%	720.2
High	733.4	720.5	-12.9	-1.8%	737.5
Low	713.7	713.2	-0.5	-0.1%	714.2
Close	717.9	716.0	-1.9	-0.3%	727.8
Range	19.7	7.3	-12.4	-62.9%	23.3
ATR	13.8	13.4	-0.5	-3.4%	0.0
Volume	373	271	-102	-27.3%	457

Daily Pivots for day following 08-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	738.5	734.5	720.0
R3	731.2	727.2	718.0
R2	723.9	723.9	717.3
R1	719.9	719.9	716.7	718.3
PP	716.6	716.6	716.6	715.7
S1	712.6	712.6	715.3	711.0
S2	709.3	709.3	714.7
S3	702.0	705.3	714.0
S4	694.7	698.0	712.0

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	713.2	24.3	3.4%	12.4	1.7%	12%	False	True	206
10	737.5	710.0	27.5	3.8%	12.2	1.7%	22%	False	False	163
20	737.5	683.4	54.1	7.6%	13.3	1.9%	60%	False	False	406

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 13 trading days

Fibonacci Retracements and Extensions
4.250	751.5
2.618	739.6
1.618	732.3
1.000	727.8
0.618	725.0
HIGH	720.5
0.618	717.7
0.500	716.9
0.382	716.0
LOW	713.2
0.618	708.7
1.000	705.9
1.618	701.4
2.618	694.1
4.250	682.2

Fisher Pivots for day following 08-May-2008
Pivot	1 day	3 day
R1	716.9	723.3
PP	716.6	720.9
S1	716.3	718.4

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

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