CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 06-Aug-2007

Day Change Summary
	Previous	Current
	03-Aug-2007	06-Aug-2007	Change	Change %	Previous Week
Open	793.3	761.5	-31.8	-4.0%	780.0
High	794.4	775.5	-18.9	-2.4%	804.3
Low	760.1	750.8	-9.3	-1.2%	760.1
Close	766.0	772.0	6.0	0.8%	766.0
Range	34.3	24.7	-9.6	-28.0%	44.2
ATR	17.3	17.8	0.5	3.1%	0.0
Volume	83	138	55	66.3%	1,036

Daily Pivots for day following 06-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	840.2	830.8	785.6
R3	815.5	806.1	778.8
R2	790.8	790.8	776.5
R1	781.4	781.4	774.3	786.1
PP	766.1	766.1	766.1	768.5
S1	756.7	756.7	769.7	761.4
S2	741.4	741.4	767.5
S3	716.7	732.0	765.2
S4	692.0	707.3	758.4

Weekly Pivots for week ending 03-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	909.4	881.9	790.3
R3	865.2	837.7	778.2
R2	821.0	821.0	774.1
R1	793.5	793.5	770.1	785.2
PP	776.8	776.8	776.8	772.6
S1	749.3	749.3	761.9	741.0
S2	732.6	732.6	757.9
S3	688.4	705.1	753.8
S4	644.2	660.9	741.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	804.3	750.8	53.5	6.9%	22.5	2.9%	40%	False	True	181
10	845.9	750.8	95.1	12.3%	24.1	3.1%	22%	False	True	325
20	869.4	750.8	118.6	15.4%	17.8	2.3%	18%	False	True	366

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	6.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	880.5
2.618	840.2
1.618	815.5
1.000	800.2
0.618	790.8
HIGH	775.5
0.618	766.1
0.500	763.2
0.382	760.2
LOW	750.8
0.618	735.5
1.000	726.1
1.618	710.8
2.618	686.1
4.250	645.8

Fisher Pivots for day following 06-Aug-2007
Pivot	1 day	3 day
R1	769.1	773.0
PP	766.1	772.6
S1	763.2	772.3

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

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