CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 27-Aug-2007

Day Change Summary
	Previous	Current
	24-Aug-2007	27-Aug-2007	Change	Change %	Previous Week
Open	796.3	805.5	9.2	1.2%	797.3
High	807.5	806.4	-1.1	-0.1%	815.5
Low	794.3	795.7	1.4	0.2%	786.2
Close	807.6	796.2	-11.4	-1.4%	807.6
Range	13.2	10.7	-2.5	-18.9%	29.3
ATR	20.8	20.2	-0.6	-3.1%	0.0
Volume	423	487	64	15.1%	1,356

Daily Pivots for day following 27-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	831.5	824.6	802.1
R3	820.8	813.9	799.1
R2	810.1	810.1	798.2
R1	803.2	803.2	797.2	801.3
PP	799.4	799.4	799.4	798.5
S1	792.5	792.5	795.2	790.6
S2	788.7	788.7	794.2
S3	778.0	781.8	793.3
S4	767.3	771.1	790.3

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	790.4	25.1	3.2%	12.9	1.6%	23%	False	False	305
10	815.5	743.5	72.0	9.0%	20.7	2.6%	73%	False	False	274
20	815.5	743.5	72.0	9.0%	22.6	2.8%	73%	False	False	267
40	869.4	743.5	125.9	15.8%	18.0	2.3%	42%	False	False	316

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	851.9
2.618	834.4
1.618	823.7
1.000	817.1
0.618	813.0
HIGH	806.4
0.618	802.3
0.500	801.1
0.382	799.8
LOW	795.7
0.618	789.1
1.000	785.0
1.618	778.4
2.618	767.7
4.250	750.2

Fisher Pivots for day following 27-Aug-2007
Pivot	1 day	3 day
R1	801.1	804.7
PP	799.4	801.9
S1	797.8	799.0

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

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