CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 01-Aug-2007

Day Change Summary
	Previous	Current
	31-Jul-2007	01-Aug-2007	Change	Change %	Previous Week
Open	793.2	777.6	-15.6	-2.0%	848.8
High	804.3	791.8	-12.5	-1.6%	854.0
Low	781.1	771.6	-9.5	-1.2%	776.5
Close	787.0	787.4	0.4	0.1%	778.9
Range	23.2	20.2	-3.0	-12.9%	77.5
ATR	16.2	16.4	0.3	1.8%	0.0
Volume	275	148	-127	-46.2%	2,828

Daily Pivots for day following 01-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	844.2	836.0	798.5
R3	824.0	815.8	793.0
R2	803.8	803.8	791.1
R1	795.6	795.6	789.3	799.7
PP	783.6	783.6	783.6	785.7
S1	775.4	775.4	785.5	779.5
S2	763.4	763.4	783.7
S3	743.2	755.2	781.8
S4	723.0	735.0	776.3

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	824.0	771.6	52.4	6.7%	25.3	3.2%	30%	False	True	427
10	866.0	771.6	94.4	12.0%	21.1	2.7%	17%	False	True	446
20	869.4	771.6	97.8	12.4%	15.4	2.0%	16%	False	True	375

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	True
Bull Hook	False
Stretch	5.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	877.7
2.618	844.7
1.618	824.5
1.000	812.0
0.618	804.3
HIGH	791.8
0.618	784.1
0.500	781.7
0.382	779.3
LOW	771.6
0.618	759.1
1.000	751.4
1.618	738.9
2.618	718.7
4.250	685.8

Fisher Pivots for day following 01-Aug-2007
Pivot	1 day	3 day
R1	785.5	788.0
PP	783.6	787.8
S1	781.7	787.6

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

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