CME eMini Russell 2000 Future December 2007

Trading Metrics calculated at close of trading on 29-Aug-2007

Day Change Summary
	Previous	Current
	28-Aug-2007	29-Aug-2007	Change	Change %	Previous Week
Open	794.6	775.5	-19.1	-2.4%	797.3
High	795.8	795.5	-0.3	0.0%	815.5
Low	774.1	774.2	0.1	0.0%	786.2
Close	775.8	795.3	19.5	2.5%	807.6
Range	21.7	21.3	-0.4	-1.8%	29.3
ATR	20.3	20.4	0.1	0.3%	0.0
Volume	181	616	435	240.3%	1,356

Daily Pivots for day following 29-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	852.2	845.1	807.0
R3	830.9	823.8	801.2
R2	809.6	809.6	799.2
R1	802.5	802.5	797.3	806.1
PP	788.3	788.3	788.3	790.1
S1	781.2	781.2	793.3	784.8
S2	767.0	767.0	791.4
S3	745.7	759.9	789.4
S4	724.4	738.6	783.6

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	774.1	41.4	5.2%	17.7	2.2%	51%	False	False	388
10	815.5	743.5	72.0	9.1%	20.3	2.5%	72%	False	False	332
20	815.5	743.5	72.0	9.1%	22.6	2.8%	72%	False	False	286
40	869.4	743.5	125.9	15.8%	19.0	2.4%	41%	False	False	330

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	886.0
2.618	851.3
1.618	830.0
1.000	816.8
0.618	808.7
HIGH	795.5
0.618	787.4
0.500	784.9
0.382	782.3
LOW	774.2
0.618	761.0
1.000	752.9
1.618	739.7
2.618	718.4
4.250	683.7

Fisher Pivots for day following 29-Aug-2007
Pivot	1 day	3 day
R1	791.8	793.6
PP	788.3	791.9
S1	784.9	790.3

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

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