CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 21-Aug-2007

Day Change Summary
	Previous	Current
	20-Aug-2007	21-Aug-2007	Change	Change %	Previous Week
Open	797.3	794.0	-3.3	-0.4%	796.9
High	801.3	801.5	0.2	0.0%	811.9
Low	786.2	790.4	4.2	0.5%	743.5
Close	795.2	797.6	2.4	0.3%	795.4
Range	15.1	11.1	-4.0	-26.5%	68.4
ATR	23.1	22.2	-0.9	-3.7%	0.0
Volume	317	125	-192	-60.6%	1,245

Daily Pivots for day following 21-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	829.8	824.8	803.7
R3	818.7	813.7	800.7
R2	807.6	807.6	799.6
R1	802.6	802.6	798.6	805.1
PP	796.5	796.5	796.5	797.8
S1	791.5	791.5	796.6	794.0
S2	785.4	785.4	795.6
S3	774.3	780.4	794.5
S4	763.2	769.3	791.5

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%	26.4	3.3%	79%	False	False	250
10	813.0	743.5	69.5	8.7%	26.5	3.3%	78%	False	False	266
20	832.2	743.5	88.7	11.1%	25.0	3.1%	61%	False	False	304
40	869.4	743.5	125.9	15.8%	18.1	2.3%	43%	False	False	304

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.2
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	848.7
2.618	830.6
1.618	819.5
1.000	812.6
0.618	808.4
HIGH	801.5
0.618	797.3
0.500	796.0
0.382	794.6
LOW	790.4
0.618	783.5
1.000	779.3
1.618	772.4
2.618	761.3
4.250	743.2

Fisher Pivots for day following 21-Aug-2007
Pivot	1 day	3 day
R1	797.1	794.9
PP	796.5	792.2
S1	796.0	789.5

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

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