CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 13-May-2008

Day Change Summary
	Previous	Current
	12-May-2008	13-May-2008	Change	Change %	Previous Week
Open	721.9	731.4	9.5	1.3%	726.2
High	733.7	737.4	3.7	0.5%	733.4
Low	719.0	728.5	9.5	1.3%	711.3
Close	732.4	736.6	4.2	0.6%	718.9
Range	14.7	8.9	-5.8	-39.5%	22.1
ATR	13.3	13.0	-0.3	-2.4%	0.0
Volume	212	148	-64	-30.2%	1,148

Daily Pivots for day following 13-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	760.9	757.6	741.5
R3	752.0	748.7	739.0
R2	743.1	743.1	738.2
R1	739.8	739.8	737.4	741.5
PP	734.2	734.2	734.2	735.0
S1	730.9	730.9	735.8	732.6
S2	725.3	725.3	735.0
S3	716.4	722.0	734.2
S4	707.5	713.1	731.7

Weekly Pivots for week ending 09-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	787.5	775.3	731.1
R3	765.4	753.2	725.0
R2	743.3	743.3	723.0
R1	731.1	731.1	720.9	726.2
PP	721.2	721.2	721.2	718.7
S1	709.0	709.0	716.9	704.1
S2	699.1	699.1	714.8
S3	677.0	686.9	712.8
S4	654.9	664.8	706.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	737.4	711.3	26.1	3.5%	12.2	1.7%	97%	True	False	245
10	737.5	711.3	26.2	3.6%	12.2	1.7%	97%	False	False	175
20	737.5	694.4	43.1	5.9%	12.9	1.8%	98%	False	False	333

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	3.1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	775.2
2.618	760.7
1.618	751.8
1.000	746.3
0.618	742.9
HIGH	737.4
0.618	734.0
0.500	733.0
0.382	731.9
LOW	728.5
0.618	723.0
1.000	719.6
1.618	714.1
2.618	705.2
4.250	690.7

Fisher Pivots for day following 13-May-2008
Pivot	1 day	3 day
R1	735.4	732.5
PP	734.2	728.4
S1	733.0	724.4

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

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