CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 26-May-2008

Day Change Summary
	Previous	Current
	23-May-2008	26-May-2008	Change	Change %	Previous Week
Open	727.8	727.8	0.0	0.0%	740.1
High	732.4	732.4	0.0	0.0%	748.0
Low	718.3	718.3	0.0	0.0%	718.3
Close	722.8	722.8	0.0	0.0%	722.8
Range	14.1	14.1	0.0	0.0%	29.7
ATR	12.9	13.0	0.1	0.6%	0.0
Volume	46	46	0	0.0%	764

Daily Pivots for day following 26-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	766.8	758.9	730.6
R3	752.7	744.8	726.7
R2	738.6	738.6	725.4
R1	730.7	730.7	724.1	727.6
PP	724.5	724.5	724.5	723.0
S1	716.6	716.6	721.5	713.5
S2	710.4	710.4	720.2
S3	696.3	702.5	718.9
S4	682.2	688.4	715.0

Weekly Pivots for week ending 23-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	818.8	800.5	739.1
R3	789.1	770.8	731.0
R2	759.4	759.4	728.2
R1	741.1	741.1	725.5	735.4
PP	729.7	729.7	729.7	726.9
S1	711.4	711.4	720.1	705.7
S2	700.0	700.0	717.4
S3	670.3	681.7	714.6
S4	640.6	652.0	706.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	742.5	718.3	24.2	3.3%	13.6	1.9%	19%	False	True	142
10	748.0	718.3	29.7	4.1%	12.5	1.7%	15%	False	True	170
20	748.0	711.3	36.7	5.1%	12.3	1.7%	31%	False	False	169
40	748.0	683.4	64.6	8.9%	13.2	1.8%	61%	False	False	280

Crabel Price Patterns
NR	False
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	3.3

Fibonacci Retracements and Extensions
4.250	792.3
2.618	769.3
1.618	755.2
1.000	746.5
0.618	741.1
HIGH	732.4
0.618	727.0
0.500	725.4
0.382	723.7
LOW	718.3
0.618	709.6
1.000	704.2
1.618	695.5
2.618	681.4
4.250	658.4

Fisher Pivots for day following 26-May-2008
Pivot	1 day	3 day
R1	725.4	727.4
PP	724.5	725.8
S1	723.7	724.3

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

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