CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 13-Jul-2007

Day Change Summary
	Previous	Current
	12-Jul-2007	13-Jul-2007	Change	Change %	Previous Week
Open	848.5	858.4	9.9	1.2%	859.1
High	861.5	862.2	0.7	0.1%	862.2
Low	846.9	856.3	9.4	1.1%	838.9
Close	858.4	859.3	0.9	0.1%	859.3
Range	14.6	5.9	-8.7	-59.6%	23.3
ATR	12.3	11.9	-0.5	-3.7%	0.0
Volume	228,247	194,276	-33,971	-14.9%	956,796

Daily Pivots for day following 13-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	877.0	874.0	862.5
R3	871.1	868.1	860.9
R2	865.2	865.2	860.4
R1	862.2	862.2	859.8	863.7
PP	859.3	859.3	859.3	860.0
S1	856.3	856.3	858.8	857.8
S2	853.4	853.4	858.2
S3	847.5	850.4	857.7
S4	841.6	844.5	856.1

Weekly Pivots for week ending 13-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	923.4	914.6	872.1
R3	900.1	891.3	865.7
R2	876.8	876.8	863.6
R1	868.0	868.0	861.4	872.4
PP	853.5	853.5	853.5	855.7
S1	844.7	844.7	857.2	849.1
S2	830.2	830.2	855.0
S3	806.9	821.4	852.9
S4	783.6	798.1	846.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	862.2	838.9	23.3	2.7%	11.0	1.3%	88%	True	False	191,359
10	862.2	834.4	27.8	3.2%	10.9	1.3%	90%	True	False	182,867
20	862.2	824.2	38.0	4.4%	12.2	1.4%	92%	True	False	215,476
40	865.8	821.7	44.1	5.1%	12.4	1.4%	85%	False	False	151,515
60	865.8	818.2	47.6	5.5%	11.7	1.4%	86%	False	False	101,323
80	865.8	804.2	61.6	7.2%	10.7	1.2%	89%	False	False	76,016

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	3.0
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	887.3
2.618	877.6
1.618	871.7
1.000	868.1
0.618	865.8
HIGH	862.2
0.618	859.9
0.500	859.3
0.382	858.6
LOW	856.3
0.618	852.7
1.000	850.4
1.618	846.8
2.618	840.9
4.250	831.2

Fisher Pivots for day following 13-Jul-2007
Pivot	1 day	3 day
R1	859.3	856.4
PP	859.3	853.5
S1	859.3	850.6

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

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