CME eMini Russell 2000 Future March 2007

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Trading Metrics calculated at close of trading on 20-Dec-2006
Day Change Summary Previous Current 19-Dec-2006 20-Dec-2006 Change Change % Previous Week Open 789.4 789.0 -0.4 -0.1% 799.2 High 791.5 795.9 4.4 0.6% 807.2 Low 781.1 788.9 7.8 1.0% 790.2 Close 789.1 793.0 3.9 0.5% 800.0 Range 10.4 7.0 -3.4 -32.7% 17.0 ATR 10.3 10.1 -0.2 -2.3% 0.0 Volume 162,155 164,756 2,601 1.6% 1,041,141
Daily Pivots for day following 20-Dec-2006 Classic Woodie Camarilla DeMark R4 813.6 810.3 796.9 R3 806.6 803.3 794.9 R2 799.6 799.6 794.3 R1 796.3 796.3 793.6 798.0 PP 792.6 792.6 792.6 793.4 S1 789.3 789.3 792.4 791.0 S2 785.6 785.6 791.7 S3 778.6 782.3 791.1 S4 771.6 775.3 789.2	Weekly Pivots for week ending 15-Dec-2006 Classic Woodie Camarilla DeMark R4 850.1 842.1 809.4 R3 833.1 825.1 804.7 R2 816.1 816.1 803.1 R1 808.1 808.1 801.6 812.1 PP 799.1 799.1 799.1 801.2 S1 791.1 791.1 798.4 795.1 S2 782.1 782.1 796.9 S3 765.1 774.1 795.3 S4 748.1 757.1 790.7
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 807.2 781.1 26.1 3.3% 10.4 1.3% 46% False False 175,373 10 807.2 781.1 26.1 3.3% 9.9 1.3% 46% False False 172,420 20 809.6 775.5 34.1 4.3% 10.0 1.3% 51% False False 88,583 40 809.6 755.5 54.1 6.8% 10.4 1.3% 69% False False 44,454 60 809.6 723.1 86.5 10.9% 10.4 1.3% 81% False False 29,666
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 2.5 Narrowest range in 7 trading days	Fibonacci Retracements and Extensions 4.250 825.7 2.618 814.2 1.618 807.2 1.000 802.9 0.618 800.2 HIGH 795.9 0.618 793.2 0.500 792.4 0.382 791.6 LOW 788.9 0.618 784.6 1.000 781.9 1.618 777.6 2.618 770.6 4.250 759.2
Fisher Pivots for day following 20-Dec-2006 Pivot 1 day 3 day R1 792.8 792.7 PP 792.6 792.4 S1 792.4 792.2

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