CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 09-Aug-2007

Day Change Summary
	Previous	Current
	08-Aug-2007	09-Aug-2007	Change	Change %	Previous Week
Open	786.0	808.3	22.3	2.8%	780.0
High	813.0	809.5	-3.5	-0.4%	804.3
Low	784.6	787.9	3.3	0.4%	760.1
Close	807.9	789.3	-18.6	-2.3%	766.0
Range	28.4	21.6	-6.8	-23.9%	44.2
ATR	18.9	19.1	0.2	1.0%	0.0
Volume	171	587	416	243.3%	1,036

Daily Pivots for day following 09-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	860.4	846.4	801.2
R3	838.8	824.8	795.2
R2	817.2	817.2	793.3
R1	803.2	803.2	791.3	799.4
PP	795.6	795.6	795.6	793.7
S1	781.6	781.6	787.3	777.8
S2	774.0	774.0	785.3
S3	752.4	760.0	783.4
S4	730.8	738.4	777.4

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	813.0	750.8	62.2	7.9%	26.0	3.3%	62%	False	False	271
10	813.0	750.8	62.2	7.9%	23.1	2.9%	62%	False	False	268
20	869.4	750.8	118.6	15.0%	19.3	2.4%	32%	False	False	385

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	901.3
2.618	866.0
1.618	844.4
1.000	831.1
0.618	822.8
HIGH	809.5
0.618	801.2
0.500	798.7
0.382	796.2
LOW	787.9
0.618	774.6
1.000	766.3
1.618	753.0
2.618	731.4
4.250	696.1

Fisher Pivots for day following 09-Aug-2007
Pivot	1 day	3 day
R1	798.7	789.8
PP	795.6	789.6
S1	792.4	789.5

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

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