CME eMini Russell 2000 Future September 2008

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

Day Change Summary
	Previous	Current
	04-Jun-2008	05-Jun-2008	Change	Change %	Previous Week
Open	739.3	743.0	3.7	0.5%	727.8
High	750.1	764.4	14.3	1.9%	751.1
Low	734.1	742.5	8.4	1.1%	718.3
Close	742.7	764.1	21.4	2.9%	748.4
Range	16.0	21.9	5.9	36.9%	32.8
ATR	13.2	13.8	0.6	4.7%	0.0
Volume	2,690	1,172	-1,518	-56.4%	1,174

Daily Pivots for day following 05-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	822.7	815.3	776.1
R3	800.8	793.4	770.1
R2	778.9	778.9	768.1
R1	771.5	771.5	766.1	775.2
PP	757.0	757.0	757.0	758.9
S1	749.6	749.6	762.1	753.3
S2	735.1	735.1	760.1
S3	713.2	727.7	758.1
S4	691.3	705.8	752.1

Weekly Pivots for week ending 30-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	837.7	825.8	766.4
R3	804.9	793.0	757.4
R2	772.1	772.1	754.4
R1	760.2	760.2	751.4	766.2
PP	739.3	739.3	739.3	742.2
S1	727.4	727.4	745.4	733.4
S2	706.5	706.5	742.4
S3	673.7	694.6	739.4
S4	640.9	661.8	730.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	764.4	731.1	33.3	4.4%	14.8	1.9%	99%	True	False	1,249
10	764.4	718.3	46.1	6.0%	14.1	1.8%	99%	True	False	706
20	764.4	711.3	53.1	6.9%	13.1	1.7%	99%	True	False	455
40	764.4	683.4	81.0	10.6%	13.2	1.7%	100%	True	False	431

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.3
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	857.5
2.618	821.7
1.618	799.8
1.000	786.3
0.618	777.9
HIGH	764.4
0.618	756.0
0.500	753.5
0.382	750.9
LOW	742.5
0.618	729.0
1.000	720.6
1.618	707.1
2.618	685.2
4.250	649.4

Fisher Pivots for day following 05-Jun-2008
Pivot	1 day	3 day
R1	760.6	758.7
PP	757.0	753.2
S1	753.5	747.8

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

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