CME eMini Russell 2000 Future September 2008

Trading Metrics calculated at close of trading on 09-Jun-2008

Day Change Summary
	Previous	Current
	06-Jun-2008	09-Jun-2008	Change	Change %	Previous Week
Open	763.6	739.4	-24.2	-3.2%	746.1
High	766.2	744.1	-22.1	-2.9%	766.2
Low	739.7	728.4	-11.3	-1.5%	731.1
Close	739.7	736.1	-3.6	-0.5%	739.7
Range	26.5	15.7	-10.8	-40.8%	35.1
ATR	14.7	14.8	0.1	0.5%	0.0
Volume	1,390	2,471	1,081	77.8%	7,236

Daily Pivots for day following 09-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	783.3	775.4	744.7
R3	767.6	759.7	740.4
R2	751.9	751.9	739.0
R1	744.0	744.0	737.5	740.1
PP	736.2	736.2	736.2	734.3
S1	728.3	728.3	734.7	724.4
S2	720.5	720.5	733.2
S3	704.8	712.6	731.8
S4	689.1	696.9	727.5

Weekly Pivots for week ending 06-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	851.0	830.4	759.0
R3	815.9	795.3	749.4
R2	780.8	780.8	746.1
R1	760.2	760.2	742.9	753.0
PP	745.7	745.7	745.7	742.0
S1	725.1	725.1	736.5	717.9
S2	710.6	710.6	733.3
S3	675.5	690.0	730.0
S4	640.4	654.9	720.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	766.2	728.4	37.8	5.1%	19.2	2.6%	20%	False	True	1,837
10	766.2	721.5	44.7	6.1%	15.5	2.1%	33%	False	False	1,083
20	766.2	718.3	47.9	6.5%	14.0	1.9%	37%	False	False	626
40	766.2	684.2	82.0	11.1%	13.4	1.8%	63%	False	False	479

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	810.8
2.618	785.2
1.618	769.5
1.000	759.8
0.618	753.8
HIGH	744.1
0.618	738.1
0.500	736.3
0.382	734.4
LOW	728.4
0.618	718.7
1.000	712.7
1.618	703.0
2.618	687.3
4.250	661.7

Fisher Pivots for day following 09-Jun-2008
Pivot	1 day	3 day
R1	736.3	747.3
PP	736.2	743.6
S1	736.2	739.8

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

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