CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 27-Jul-2007

Day Change Summary
	Previous	Current
	26-Jul-2007	27-Jul-2007	Change	Change %	Previous Week
Open	818.6	796.1	-22.5	-2.7%	848.8
High	824.0	805.1	-18.9	-2.3%	854.0
Low	789.2	776.5	-12.7	-1.6%	776.5
Close	798.5	778.9	-19.6	-2.5%	778.9
Range	34.8	28.6	-6.2	-17.8%	77.5
ATR	14.3	15.3	1.0	7.2%	0.0
Volume	1,078	369	-709	-65.8%	2,828

Daily Pivots for day following 27-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	872.6	854.4	794.6
R3	844.0	825.8	786.8
R2	815.4	815.4	784.1
R1	797.2	797.2	781.5	792.0
PP	786.8	786.8	786.8	784.3
S1	768.6	768.6	776.3	763.4
S2	758.2	758.2	773.7
S3	729.6	740.0	771.0
S4	701.0	711.4	763.2

Weekly Pivots for week ending 27-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	1,035.6	984.8	821.5
R3	958.1	907.3	800.2
R2	880.6	880.6	793.1
R1	829.8	829.8	786.0	816.5
PP	803.1	803.1	803.1	796.5
S1	752.3	752.3	771.8	739.0
S2	725.6	725.6	764.7
S3	648.1	674.8	757.6
S4	570.6	597.3	736.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	854.0	776.5	77.5	9.9%	23.5	3.0%	3%	False	True	565
10	868.7	776.5	92.2	11.8%	17.8	2.3%	3%	False	True	531
20	869.4	776.5	92.9	11.9%	13.0	1.7%	3%	False	True	362

Crabel Price Patterns
NR	True
NR4	False
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	3.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	926.7
2.618	880.0
1.618	851.4
1.000	833.7
0.618	822.8
HIGH	805.1
0.618	794.2
0.500	790.8
0.382	787.4
LOW	776.5
0.618	758.8
1.000	747.9
1.618	730.2
2.618	701.6
4.250	655.0

Fisher Pivots for day following 27-Jul-2007
Pivot	1 day	3 day
R1	790.8	804.4
PP	786.8	795.9
S1	782.9	787.4

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

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