CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 20-Aug-2007

Day Change Summary
	Previous	Current
	17-Aug-2007	20-Aug-2007	Change	Change %	Previous Week
Open	780.0	797.3	17.3	2.2%	796.9
High	811.9	801.3	-10.6	-1.3%	811.9
Low	767.1	786.2	19.1	2.5%	743.5
Close	795.4	795.2	-0.2	0.0%	795.4
Range	44.8	15.1	-29.7	-66.3%	68.4
ATR	23.7	23.1	-0.6	-2.6%	0.0
Volume	459	317	-142	-30.9%	1,245

Daily Pivots for day following 20-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	839.5	832.5	803.5
R3	824.4	817.4	799.4
R2	809.3	809.3	798.0
R1	802.3	802.3	796.6	798.3
PP	794.2	794.2	794.2	792.2
S1	787.2	787.2	793.8	783.2
S2	779.1	779.1	792.4
S3	764.0	772.1	791.0
S4	748.9	757.0	786.9

Weekly Pivots for week ending 17-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	988.8	960.5	833.0
R3	920.4	892.1	814.2
R2	852.0	852.0	807.9
R1	823.7	823.7	801.7	803.7
PP	783.6	783.6	783.6	773.6
S1	755.3	755.3	789.1	735.3
S2	715.2	715.2	782.9
S3	646.8	686.9	776.6
S4	578.4	618.5	757.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	811.9	743.5	68.4	8.6%	28.6	3.6%	76%	False	False	244
10	813.0	743.5	69.5	8.7%	27.5	3.5%	74%	False	False	291
20	845.9	743.5	102.4	12.9%	25.8	3.2%	50%	False	False	308
40	869.4	743.5	125.9	15.8%	18.1	2.3%	41%	False	False	309

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.2
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	865.5
2.618	840.8
1.618	825.7
1.000	816.4
0.618	810.6
HIGH	801.3
0.618	795.5
0.500	793.8
0.382	792.0
LOW	786.2
0.618	776.9
1.000	771.1
1.618	761.8
2.618	746.7
4.250	722.0

Fisher Pivots for day following 20-Aug-2007
Pivot	1 day	3 day
R1	794.7	789.4
PP	794.2	783.5
S1	793.8	777.7

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

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