CME eMini Russell 2000 Future September 2007

Trading Metrics calculated at close of trading on 23-Jul-2007

Day Change Summary
	Previous	Current
	20-Jul-2007	23-Jul-2007	Change	Change %	Previous Week
Open	854.5	840.7	-13.8	-1.6%	859.4
High	856.6	847.3	-9.3	-1.1%	861.5
Low	834.6	838.0	3.4	0.4%	834.6
Close	841.4	838.4	-3.0	-0.4%	841.4
Range	22.0	9.3	-12.7	-57.7%	26.9
ATR	12.3	12.1	-0.2	-1.8%	0.0
Volume	203,439	356,452	153,013	75.2%	1,047,403

Daily Pivots for day following 23-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	869.1	863.1	843.5
R3	859.8	853.8	841.0
R2	850.5	850.5	840.1
R1	844.5	844.5	839.3	842.9
PP	841.2	841.2	841.2	840.4
S1	835.2	835.2	837.5	833.6
S2	831.9	831.9	836.7
S3	822.6	825.9	835.8
S4	813.3	816.6	833.3

Weekly Pivots for week ending 20-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	926.5	910.9	856.2
R3	899.6	884.0	848.8
R2	872.7	872.7	846.3
R1	857.1	857.1	843.9	851.5
PP	845.8	845.8	845.8	843.0
S1	830.2	830.2	838.9	824.6
S2	818.9	818.9	836.5
S3	792.0	803.3	834.0
S4	765.1	776.4	826.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	860.6	834.6	26.0	3.1%	12.8	1.5%	15%	False	False	251,647
10	862.2	834.6	27.6	3.3%	12.2	1.5%	14%	False	False	222,838
20	862.2	824.2	38.0	4.5%	12.0	1.4%	37%	False	False	217,242
40	865.8	824.2	41.6	5.0%	12.3	1.5%	34%	False	False	186,525
60	865.8	818.2	47.6	5.7%	12.1	1.4%	42%	False	False	124,711
80	865.8	806.5	59.3	7.1%	11.0	1.3%	54%	False	False	93,557

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	886.8
2.618	871.6
1.618	862.3
1.000	856.6
0.618	853.0
HIGH	847.3
0.618	843.7
0.500	842.7
0.382	841.6
LOW	838.0
0.618	832.3
1.000	828.7
1.618	823.0
2.618	813.7
4.250	798.5

Fisher Pivots for day following 23-Jul-2007
Pivot	1 day	3 day
R1	842.7	846.7
PP	841.2	843.9
S1	839.8	841.2

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

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