CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 24-Aug-2007

Day Change Summary
	Previous	Current
	23-Aug-2007	24-Aug-2007	Change	Change %	Previous Week
Open	808.0	796.3	-11.7	-1.4%	797.3
High	815.5	807.5	-8.0	-1.0%	815.5
Low	793.9	794.3	0.4	0.1%	786.2
Close	797.0	807.6	10.6	1.3%	807.6
Range	21.6	13.2	-8.4	-38.9%	29.3
ATR	21.4	20.8	-0.6	-2.7%	0.0
Volume	237	423	186	78.5%	1,356

Daily Pivots for day following 24-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	842.7	838.4	814.9
R3	829.5	825.2	811.2
R2	816.3	816.3	810.0
R1	812.0	812.0	808.8	814.2
PP	803.1	803.1	803.1	804.2
S1	798.8	798.8	806.4	801.0
S2	789.9	789.9	805.2
S3	776.7	785.6	804.0
S4	763.5	772.4	800.3

Weekly Pivots for week ending 24-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	891.0	878.6	823.7
R3	861.7	849.3	815.7
R2	832.4	832.4	813.0
R1	820.0	820.0	810.3	826.2
PP	803.1	803.1	803.1	806.2
S1	790.7	790.7	804.9	796.9
S2	773.8	773.8	802.2
S3	744.5	761.4	799.5
S4	715.2	732.1	791.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	815.5	786.2	29.3	3.6%	13.8	1.7%	73%	False	False	271
10	815.5	743.5	72.0	8.9%	22.0	2.7%	89%	False	False	260
20	815.5	743.5	72.0	8.9%	23.0	2.8%	89%	False	False	256
40	869.4	743.5	125.9	15.6%	18.0	2.2%	51%	False	False	309

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	863.6
2.618	842.1
1.618	828.9
1.000	820.7
0.618	815.7
HIGH	807.5
0.618	802.5
0.500	800.9
0.382	799.3
LOW	794.3
0.618	786.1
1.000	781.1
1.618	772.9
2.618	759.7
4.250	738.2

Fisher Pivots for day following 24-Aug-2007
Pivot	1 day	3 day
R1	805.4	806.6
PP	803.1	805.7
S1	800.9	804.7

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

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