CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 14-Aug-2007

Day Change Summary
	Previous	Current
	13-Aug-2007	14-Aug-2007	Change	Change %	Previous Week
Open	796.9	789.0	-7.9	-1.0%	761.5
High	811.3	793.7	-17.6	-2.2%	813.0
Low	787.6	772.0	-15.6	-2.0%	750.8
Close	788.5	775.4	-13.1	-1.7%	793.7
Range	23.7	21.7	-2.0	-8.4%	62.2
ATR	20.6	20.7	0.1	0.4%	0.0
Volume	340	95	-245	-72.1%	1,492

Daily Pivots for day following 14-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	845.5	832.1	787.3
R3	823.8	810.4	781.4
R2	802.1	802.1	779.4
R1	788.7	788.7	777.4	784.6
PP	780.4	780.4	780.4	778.3
S1	767.0	767.0	773.4	762.9
S2	758.7	758.7	771.4
S3	737.0	745.3	769.4
S4	715.3	723.6	763.5

Weekly Pivots for week ending 10-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	972.4	945.3	827.9
R3	910.2	883.1	810.8
R2	848.0	848.0	805.1
R1	820.9	820.9	799.4	834.5
PP	785.8	785.8	785.8	792.6
S1	758.7	758.7	788.0	772.3
S2	723.6	723.6	782.3
S3	661.4	696.5	776.6
S4	599.2	634.3	759.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	813.0	772.0	41.0	5.3%	26.5	3.4%	8%	False	True	282
10	813.0	750.8	62.2	8.0%	24.3	3.1%	40%	False	False	242
20	866.0	750.8	115.2	14.9%	22.3	2.9%	21%	False	False	345
40	869.4	750.8	118.6	15.3%	16.5	2.1%	21%	False	False	286

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	5.9
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	885.9
2.618	850.5
1.618	828.8
1.000	815.4
0.618	807.1
HIGH	793.7
0.618	785.4
0.500	782.9
0.382	780.3
LOW	772.0
0.618	758.6
1.000	750.3
1.618	736.9
2.618	715.2
4.250	679.8

Fisher Pivots for day following 14-Aug-2007
Pivot	1 day	3 day
R1	782.9	791.7
PP	780.4	786.2
S1	777.9	780.8

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

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