CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 19-May-2008

Day Change Summary
	Previous	Current
	16-May-2008	19-May-2008	Change	Change %	Previous Week
Open	742.0	740.1	-1.9	-0.3%	721.9
High	745.9	748.0	2.1	0.3%	745.9
Low	732.0	735.8	3.8	0.5%	719.0
Close	740.7	740.7	0.0	0.0%	740.7
Range	13.9	12.2	-1.7	-12.2%	26.9
ATR	12.8	12.7	0.0	-0.3%	0.0
Volume	206	97	-109	-52.9%	1,106

Daily Pivots for day following 19-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	778.1	771.6	747.4
R3	765.9	759.4	744.1
R2	753.7	753.7	742.9
R1	747.2	747.2	741.8	750.5
PP	741.5	741.5	741.5	743.1
S1	735.0	735.0	739.6	738.3
S2	729.3	729.3	738.5
S3	717.1	722.8	737.3
S4	704.9	710.6	734.0

Weekly Pivots for week ending 16-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	815.9	805.2	755.5
R3	789.0	778.3	748.1
R2	762.1	762.1	745.6
R1	751.4	751.4	743.2	756.8
PP	735.2	735.2	735.2	737.9
S1	724.5	724.5	738.2	729.9
S2	708.3	708.3	735.8
S3	681.4	697.6	733.3
S4	654.5	670.7	725.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	748.0	728.5	19.5	2.6%	11.4	1.5%	63%	True	False	198
10	748.0	711.3	36.7	5.0%	12.2	1.7%	80%	True	False	222
20	748.0	696.9	51.1	6.9%	12.9	1.7%	86%	True	False	173
40	748.0	680.8	67.2	9.1%	12.9	1.7%	89%	True	False	266

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 2 trading days

Fibonacci Retracements and Extensions
4.250	799.9
2.618	779.9
1.618	767.7
1.000	760.2
0.618	755.5
HIGH	748.0
0.618	743.3
0.500	741.9
0.382	740.5
LOW	735.8
0.618	728.3
1.000	723.6
1.618	716.1
2.618	703.9
4.250	684.0

Fisher Pivots for day following 19-May-2008
Pivot	1 day	3 day
R1	741.9	740.5
PP	741.5	740.2
S1	741.1	740.0

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

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